【职位描述】

1. 协助量化策略的开发，协助研究市场的交易行为。包括但不限于因子构建，开发定价模型、对冲模型，波动率预测模型、高频 / 算法交易模型等； Assisting in developing quantitative trading strategies, including but not limited to factor engineering, exotic pricing, hedging, volatility forecasting, and high-frequency / algorithm trading models; 2. 负责维护投研回测平台； Maintaining and enrich the functionality of backtesting platform; 3. 负责数据的整理及统计分析。 Cleansing and analyzing big data.

【入职要求】

1. 国内2021年应届生及海外2020/2021年毕业生，全日制硕士及以上学历的在校生； 2021 Master and PhD graduates from domestic universities，and 2020/2021 Master and PhD graduates from overseas universities; 2. 经济金融、数学/统计、计算机或其他理工科专业； Major in one of the following fields: economics/business, mathematics/statistics, computer science, other science / engineering subjects; 3. 具有出色的逻辑分析能力和解决问题能力； Exellent analytical thinking and problem-solving skills; 4. 精通Python, MATLAB或R。熟悉C++或Java是加分项； Expert in Python, MATLAB. or R. Familiar with C++ or JAVA will be a plus; 5. 对机器学习领域的模型及应用有深入理解和实践经验是加分项； Profound knowledge and experience in machine learning will be a plus; 6. 对财报和公司行为有深入理解是加分项； Deep understanding on financial analysis and corporate behavior will be a plus; 7. 拥有在量化对冲平台的工作经验是加分项； Research experience in quantitative hedge fund platform will be a plus; 8. 拥有博士学历是加分项； Ph.D. degree is preferred; 9. 英文表达出色。 Fluency in English.