【职位描述】

1、 开发量化交易系统底层框架及自动化交易各个子模块；
2、 研发量化工具库，搭建中后台风险监控系统及其他应用服务；
3、 落地实时及历史数据库解决方案，实现数据导入；
4、 搭建网页端可视化操作界面框架，协助策略团队开发前台应用；
5、负责以上各系统运维。
1. Develop a quantitative trading framework and various modules of automated trading;
2. Develop a quantitative analytics library, build a middle and back office risk monitoring system and other application services;
3. Implement real-time and historical data solutions;
4. Build a web-based user interface framework to assist the strategy team in developing front end applications;
5. Responsible for the operation and support of the above systems.

【入职要求】

1、全日制硕士研究生及以上学历，计算机、自动化、数学、物理等相关专业，有理工科和金融工程复合背景者优先；
2、有扎实C++功底，熟悉QuantLib,熟悉Python，熟悉kdb+或其他实时数据库者优先；
3、具有扎实的数据分析、数据建模及逻辑推理能力；
4、学习能力强,能在团队长指导下独立工作；
5、有3-12年量化分析或者风险建模相关工作经验,有外资大行工作经历者优先，金融数学和C++功底深厚者，工作经验可以适当放宽；
6、工作仔细、认真，具有良好的沟通协调能力及团队合作意识。
1. Master's degree or above, major in computer science, electrical engineering, mathematics, physics, etc. Those with a combined background in science and technology and financial engineering are preferred;
2. Solid C++ skills, familiar with QuantLib, Python, kdb+ or other real-time databases are preferred;
3. Solid data analysis, data modeling and logical reasoning skills;
4. Strong learning ability, able to work independently under the guidance of the team leader;
5. With 3-12 years of relevant work experience in quantitative analysis or risk modeling, working experience in a major foreign bank is preferred. The work experience requirement can be appropriately relaxed for those who have a solid foundation in financial mathematics and C++;
6. Detail oriented, with good communication skills and team player.