Job description
Job Responsibilities:
1️⃣ Backtesting and Replay Engine Development
• Build an event-driven quantitative backtesting framework that supports Tick and K-line level replay.
• Simulate real trading behaviors (order placement, slippage, latency, profit and loss tracking).
• Output strategy performance metrics (return, drawdown, Sharpe ratio, win rate, etc.).
2️⃣ Real-time Signal and Indicator Calculation Module
• Develop a high-performance indicator calculation engine (RSI, EMA, MACD, ATR, VWAP, Bollinger Bands, etc.).
• Provide standardized interfaces (REST/WebSocket) for upper-level DSL and AI Agents.
• Maintain time series data pipelines and caching systems (ClickHouse preferred).
3️⃣ Quantitative Monitoring and Analysis System
• Build a visualization system for strategy status, signal monitoring, and performance analysis.
• Implement data visualization and chart display for PnL, positions, risk exposure, etc.
• Optimize data query and display performance.
4️⃣ Quantitative Strategy Research and Validation
• Based on the constructed system, research, develop, and validate profitable quantitative trading strategies.
• Analyze the impact of different indicator combinations, parameters, and trigger conditions on strategy performance.
• Provide backtesting results and profit analysis reports for model optimization.
Job Requirements:
1️⃣ Native Chinese speaker/engineer fluent in Chinese.
2️⃣ Proficient in #Python or #Go, with experience building core modules of trading systems from scratch—especially backtesting engines, factor/indicator pipelines, and variable parameter systems.
3️⃣ Familiarity with real-time market data, Web3 integration, and LLM automation, with the ability to quickly turn ideas into deployable trading functionalities.