What you will do:

• Responsible for the development of quantitative trading strategy systems using the most advanced statistical and machine learning technologies.
• Implement models and structures that simulate market behavior; Develop price model and risk control model.
• Use advanced quantitative methods to identify market behavior and trading opportunities; The research is based on the fundamental and micro structure of the intelligent trading system.
• Implement and backtest trading models and trading systems; In-depth analysis of firm trading and improvement of models and trading systems.
• Drive innovative research, particularly in the areas of machine learning and unconventional data.
• Opportunity to work in the Greater Bay Area.

Qualities to make great candidates:

• Bachelor degree or above in Mathematics, Natural Science, Engineering or Economics.
• Excellent knowledge and training in statistical probability.
• Excellent programming skills in C++, Python or R, familiar with statistics and machine learning software such as
• Python/Scikit, R/ Caret and Matlab; Experience in signal processing, computer image processing or natural
• language processing is preferred.
• Database programming experience.
• Experience working in a data-driven research environment; Ability to complete research projects independently; Have the ability to manage the use of time; Enjoy fast - paced team work environment.
• Strong analytical skills and attention to detail.