Job description
Job Responsibilities:
1️⃣ Strategy Development and Execution: Research, design, backtest, implement, and continuously optimize high-frequency market making, arbitrage, or other market-neutral trading strategies.
2️⃣ Live Trading Management: Responsible for the daily live operation, monitoring, and risk management of strategies, ensuring system stability and trading discipline.
3️⃣ Performance Analysis and Attribution: Continuously track and analyze live trading performance, conduct clear and detailed attribution analysis (Breakdown), identify sources of returns and risk points, and improve strategies accordingly.
4️⃣ Trading System Optimization: Collaborate closely with the R&D team to optimize trading execution logic, reduce latency, and enhance system performance.
5️⃣ Market and Risk Management: Monitor market dynamics and position risks in real-time, timely adjust strategy parameters or take risk control measures.
6️⃣ Team Collaboration: Actively communicate and collaborate with quantitative researchers, development engineers, and risk management teams, share insights, and jointly drive the achievement of team goals.
Job Requirements:
1️⃣ At least 3 years of live trading experience in quantitative trading (high-frequency market making, statistical arbitrage, arbitrage trading, etc.) at well-known financial institutions (such as top market makers, hedge funds, or proprietary trading departments of investment banks).
2️⃣ Ability to clearly and quantitatively describe personal-led or primarily responsible strategy live performance records and provide detailed performance attribution analysis (Breakdown).
3️⃣ Proficient in #Python programming: Capable of independently completing strategy prototype development, backtesting framework construction, data analysis, and strategy implementation.
4️⃣ Strategy Implementation Ability: Familiar with the quantitative trading process (research, backtesting, live deployment).
5️⃣ Excellent team spirit and communication skills.
6️⃣ Strong self-motivation, responsibility, and problem-solving abilities.
7️⃣ Maintain calmness and focus in a fast-paced, high-pressure trading environment.
8️⃣ Deep understanding and strong interest in the microstructure of financial markets, trading execution, and risk management.
9️⃣ Master's degree or higher in mathematics, physics, statistics, computer science, financial engineering, or related fields is preferred. Exceptional undergraduates may be considered on a case-by-case basis.
Bonus Skills (Choose One):
1️⃣ Independent Developer Path: Excellent software engineering skills, able to independently and efficiently complete strategy code writing, testing, and deployment.
2️⃣ Efficient Communicator Path: Skilled in translating complex strategy logic into clear and accurate pseudocode or technical documentation, and able to communicate and collaborate effectively with development engineers to jointly complete strategy implementation.