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JobPosition Quantitative Trader
Position Quantitative Analyst/Trader
Location China-Shanghai
Remuneration Competitivebase salary + bonus
Position Type Permanent
Employment Type Full time
Responsibilities
l Involved in the research on optimal trading and executionstrategy design for Quantitative Relative Value (QRV) and StatisticalArbitrage(SA) trading desks.
l Involved in the research on analyzing market microstructure andmodeling transaction cost for equity , future &option trading.
l Design and implement real-time high performance algorithmictrading system for firm’s proprietary high frequency trading.
l Articulate the risk and rewards of the trading methods.
l Manage risk and monitor the algorithms.
l Track mid and high frequency systematic tradingstrategies(realistic holding periods from intraday to milliseconds
Qualifications:
l A quantitative mind , deep interest in financial market , solid ability to appliedstatistics and econometrics and research on market microstructure
l Individuals with up to 2 years experience in programming trading, high frequency trading & algorithmic trading
l Experience in programming in C++
l Experience in MATLAB
l Masters degree or above in a quantitative discipline such asEngineering, Mathematics , Physics, Statistics , Machine Learning , ComputerScience ,Pattern Recognition, Data Mining or related discipline
l
Job Position Junior Quantitative Research Anayst
Position Junior Quantitative Research Analyst
Location China-Shanghai
Remuneration Competitive base salary + bonus
Position Type Permanent
Employment Type Fulltime
Responsibilities
l Collaborating with traders to analyse and advise on managing therisk of the positions currently on the books.
l Explain model behavior and predictions to traders, identifymajor sources of risk in portfolios, carry out scenario analyses, provideguidance / debug analytics
l Enhance / build new tools to support portfolio simulation,optimized back testing, factor back testing and security analysis.
l identify revenue positive trading opportunities.
Qualifications:
l A quantitative mind , strong interest in financial market &portfolio management
l Advanced knowledge in stochastic calculus, probability andnumerical analysis
l Good communication skills, able to explain complex subjectsclearly in a simple way.
l Experience in MATLAB or R
l Experience in optimization algorithm & big data analysis.
Please send a Word or Pdf CV& the description of rich experience of HFT or AT at augustback@gmail.com.
All inquiries keptconfidential!
Technology driven strategy.
·The entrepreneurial & experienced team expects your participation.
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