Our client is a top China Quant firm that focuses on full-spectrum quantitative trading. With offices across Mainland China and Hong Kong, our client has built a leading investment platform that combines research and trading, significantly improving research efficiency, execution capability, and risk management.
Responsibilities
- Collaborate closely with the investment research team to develop and optimize high-frequency trading strategy data and factors
- Utilize C++ to optimize calculation code and improve the efficiency of high-frequency data and factor development
Requirements
- Bachelor's degree or higher from a well-regarded domestic or international university, majoring in fields like computer science, software engineering, automation, electronics, mathematics, or physics
- Proficient in C++, familiar with Linux systems, and skilled in Python and SQL
- Experience in processing high-frequency data and factors
- Strong quantitative aptitude, self-motivated, detail-oriented, and able to communicate and work well in a team
