1. Develop the underlying framework of the quantitative trading system and various sub-modules of automated trading;
2. Research and develop a quantitative tool library, build a middle and back-end risk monitoring system and other application services;
3. Implement real-time and historical database solutions to realize data import;
4. Build Web-side visual operation interface framework, assist the strategy team to develop foreground applications;
5. Responsible for the operation and maintenance of the above systems.
1. Full-time master’s degree or above, computer, automation, mathematics, physics and other related majors, with a background in science and engineering and financial engineering is preferred;
2. A solid C++ foundation, familiar with QuantLib, familiar with Python, familiar with kdb+ or other real-time Database is preferred;
3. With 3-12 years of related work experience in programmatic system development or quantitative analysis or risk modeling, working experience in a major foreign bank is preferred, and those with a strong foundation in financial mathematics and C++, work experience can be appropriately relaxed;
4 , Have a solid data analysis, data modeling and logical reasoning ability, strong learning ability, can work independently under the guidance of the team leader;
5. Work carefully and seriously, have good communication and coordination skills and teamwork awareness.
