High Frequency Trading Research Intern 量化交易研究實習生

Qualifications:

• Academic background or strong interest in financial market microstructure data analysis
• Proficiency in Python or similar programming languages
• Educational background in Statistics, Mathematics, Computer Science, Physics, or related STEM fields
• Fundamental understanding of quantitative research methodologies and lightGBM, XGBoost or any machine learning packages

Preferred Qualifications:

• Experience with C++ on Linux or Unix-like platforms
• Knowledge of database management and SQL operations
• Familiarity with version control systems (Git)
• Research competencies and experience

Responsibilities:

• Assist in developing and enhancing existing trading models and strategies
• Support financial data analysis and market research projects
• Provide analytical support to experienced traders and researchers