Job Description

Experienced developer as part of a centralized alpha research team, focused on building the research platform for mid to high-frequency systematic trading strategies.

Location

Shanghai, China

Principal Responsibilities

• Designing, building and maintaining an efficient research pipeline and tools for data processing, strategy simulation and alpha generation.
• Architecting and developing a tick-by-tick backtesting and research platform for equities.
• Designing and continuously optimizing large-scale parallel computing system.
• Assisting in designing and optimizing of a machine learning platform, improving the efficiency and computing performance.

Preferred Experience

• At least 3 years of professional experience in a trading/technology environment (banks, hedge funds, asset management, technology firms, etc.)
• Experiences dealing with market microstructures and tick data
• Bachelor's degree in Computer Science or a related quantitative discipline.

Preferred Technical Skills

• At least 5 years of practical experience with C++ and Python
• Strong knowledge of data structure, algorithms, OOP design
• Strong knowledge of Linux and SQL, knowledge of kdb/q is a plus
• Hands-on knowledge of building cloud applications for parallel computing
• Hands-on knowledge of DevOps tools like Git, Conda, Docker, Mesos, Chronos, Ansible, Jenkins etc.

Highly Valued Relevant Experience

• Experience in high-performance computing and efficient database management
• Experience with machine learning platforms such as TensorFlow and PyTorch

Other Relevant Skills and Experiences

• Strong English language written and oral communication skills
• Strong written and spoken communication skills in Mandarin

Target Start Date

• As soon as possible

招聘职位：量化软件工程师

职位简述

我们在寻找具有经验的量化软件工程师加入信号研究组，专注于开发从高频到中频量化交易策略的研究平台。

工作地点

上海

主要职责

• 设计、搭建并维护一个高效的研究流水线以及相关工具，包括但不仅限于数据清理、策略模拟以及生成交易信号
• 构建并开发基于tick数据的回测研究平台
• 设计并持续改进大规模并行计算系统
• 帮助设计及优化机器学习平台，提升系统的计算效率

有以下经历的候选人优先

• 至少三年的交易/科技工作经历，包括但不限于银行、对冲基金、资产管理以及大型科技公司
• 至少五年的C++和Python使用经验
• 有处理tick数据与市场微观结构的经验
• 计算机科学相关的本科及以上学历

有以下技能的候选人优先

• 对数据结构与算法以及面向对象程序设计有深刻理解
• 对Linux系统及SQL语言有深刻了解，熟悉kdb/q语言加分
• 有搭建云计算应用经历
• 有使用运营维护软件的经历，包括但不仅限于Git, Conda, Docker, Mesos, Chronos, Ansible, Jenkins

我们看重以下经历

• HPC(high-performance computing)及计算机集群应用
• 高效率数据库管理
• 机器学习平台应用，包括但不仅限于TensorFlow及PyTorch

其他相关技能及经验

• 优秀的英语口语及书写能力
• 优秀的中文口语及书写能力

开始工作时间

• 尽快