High Frequency Trading Research 量化交易研究員

Qualifications:

• Familiar with/interest in financial microstructure data analysis.
• Proficiency in Python or similar programming languages.
• Past experiences in quantitative/numeric research in Mathematics, Statistics, Computer Science, Physics, or a related STEM field, Master's degree or above is preferred.

Plus:

• Experience with machine learning model development and deployment.
• Familiar with C++ on Linux or Unix-like platforms and Object-Oriented programming/ design patterns.
• Knowledge of database/SQL and version control tools.

Responsibility:

• Conduct alpha research by generating hypotheses, identifying market signals, and developing models that inform trading strategies.
• Develop new or improve existing trading models using in-house platforms.
• Use advanced mathematical techniques to model and predict market movements.
• Analyse large financial datasets to identify trading opportunities.
• Provide real-time analytical support to experienced traders or researchers.