【职位描述】

1、负责数据处理和量化分析，对部门策略提供相应的数理逻辑支持和优化建议；
2、自上而下系统性的研究各类资产价格走势之间的数理关系，寻找之间的关联性和逻辑性，并构建相应的组合交易策略；
3、重点针对衍生品（包括国债期货、估值期货、利率期权等）进行量化交易策略研究，并提出相应投资建议；
4、将投资策略逻辑转化为数理关系，配合IT进行相应的系统化和自动化开发。
1. Responsible for data processing and quantitative analysis, and provide mathematical and logical support and optimization suggestions for department strategies;
2. Systematically study the mathematical relationship between various asset price trends from top to bottom, look for the correlation and logic between them, and develop the portfolio trading strategy;
3. Focus on the research of quantitative trading strategies for derivatives (including treasury bond futures, valuation futures, interest rate options, etc.), and put forward corresponding investment recommendations;
4. Transform the investment strategy logic into mathematical and physical relationships, and cooperate with IT to carry out corresponding systematic and automated development.

【入职要求】

1、全日制硕士研究生及以上学历，数理统计、经济金融、计算机等相关专业，具备复合专业背景的优先；
2、具备扎实的量化研究能力，精通R语言、MATLAB、Python等至少一个以上编程软件，并进行相应的量化分析、统计建模等探索性研究；
3、具有3年以上相关投研经历，有较高质量的研究成果、竞赛获奖或实战业绩支撑者优先；
4、逻辑思维严谨，具备较好的创新能力，工作认真踏实，抗压能力强。
1. Master's degree or above, major in mathematical statistics, economics and finance, and computer.Those with composite professional background are preferred;
2. Possess solid quantitative research capabilities, proficient in at least one or more programming software such as R language, MATLAB, Python, and conduct corresponding exploratory research such as quantitative analysis and statistical modeling;
3. More than 3 years of relevant investment and research experience, high-quality research results, competition awards or actual performance support are preferred;
4. Rigorous logical thinking, good innovation ability, conscientious work, strong stress resistance.