Quantitative Trader

Job Type: Full-time

Position Overview:

We are looking for a highly skilled Quantitative Trader to join our trading team. The ideal candidate will have strong experience in data cleaning, modeling, trading strategy development, and live trading execution. Practical knowledge in post-trade analysis and intraday trading monitoring is essential. Familiarity with advanced machine learning techniques such as deep learning and reinforcement learning is considered a strong plus.

Key Responsibilities:

• Conduct extensive data cleaning, preprocessing, and feature engineering to prepare large datasets for analysis.
• Perform data modeling, statistical analysis, and hypothesis testing to identify trading signals and inefficiencies.
• Independently research, design, implement, and optimize quantitative trading strategies, with a proven track record of over two years of trading research and live trading execution.
• Develop tools and reports for post-trade analysis and intraday trading performance monitoring.
• Collaborate with engineers and other traders to improve execution efficiency and system reliability.
• Continuously monitor and refine trading strategies based on real-time market conditions.

Qualifications:

• Bachelor’s degree or higher in Computer Science, Mathematics, Financial Engineering, Statistics, or a related field.
• At least 2 years of experience in quantitative research and live trading.
• Strong proficiency in programming languages: Python and one of the compile language [C++, Java, Rust].
• Solid foundation in data science, statistics, and mathematical modeling.
• Experience with trading systems, market data feeds, and execution platforms.
• Ability to work independently and manage multiple projects under tight deadlines.
• Knowledge of deep learning and reinforcement learning, including frameworks like PyTorch (or TensorFlow), is a strong plus.

Preferred Skills:

• Experience with high-frequency trading (HFT) or low-latency trading environments.
• Familiarity with reinforcement learning, or transformer models for financial data applications.
• Understanding of portfolio optimization and risk management techniques.

职位类型：全职

职位概述：

我们正在寻找一位经验丰富的量化交易员加入我们的交易团队。理想的候选人需具备扎实的数据清洗、建模、交易策略开发和实盘执行经验。需要有盘后交易分析和盘中交易监控工具与报告的实际开发经验。如果熟悉深度学习和强化学习将在评估中加分。

主要职责：

• 进行大规模数据清洗、预处理和特征工程，准备数据供交易分析使用。
• 执行数据建模、统计分析和假设检验，挖掘交易信号和市场非效率。
• 独立研究、设计、实施和优化量化交易策略，拥有超过两年的交易研究和实盘交易经验。
• 开发盘后交易分析工具及盘中交易监控系统与报告。
• 与工程师和其他交易员协作，提升交易执行效率和系统稳定性。
• 根据实时市场动态持续监控和优化交易策略。

任职资格：

• 计算机科学、数学、金融工程、统计学或相关领域的本科及以上学历。
• 至少两年以上量化研究和实盘交易经验。
• 精通 Python, 并懂得 C++ / Java / Rust 其中一个编译语言。
• 具备扎实的数据科学、统计和数学建模基础。
• 熟悉交易系统、市场数据接口和执行平台。
• 具备独立工作能力，能在高压环境下处理多个项目。
• 熟悉深度学习技术和强化学习技术，包括使用 TensorFlow 或 PyTorch 框架者优先。

优先条件：

• 有高频交易（HFT）或低延迟交易环境的工作经验。
• 熟悉强化学习 或 transformer 模型在金融数据应用中的使用。
• 理解投资组合优化和风险管理技术。