1. Tracking the credit bond market, using data such as CAMS pricing to research and develop quantitative credit bond trading strategies such as statistical arbitrage;
2. Responsible for the study of models that rely on trading strategies, including models such as macro policies and bond liquidity.
1. Master’s degree or above in key universities, majors in mathematics, physics, computer, financial engineering, etc.;
2. More than 4 years of quantitative strategy research experience, more than 2 years of bond research or investment experience, independent design and development of trading strategies;
3. Solid quantitative skills, proficient in machine learning algorithms, and deep learning practical experience is preferred;
4. Good communication skills and teamwork awareness.
