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Job Position Quantitative Analyst/Trader |
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augustback
头衔: 海归上士
加入时间: 2012/12/16 文章: 7
海归分: 1617
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作者:augustback 在 海归招聘 发贴, 来自【海归网】 http://www.haiguinet.com
Job Position Quantitative Analyst/Trader
Location China-Shanghai
Remuneration Competitive base salary (500K+/Y) (RMB) + bonus
Position Type Permanent
Employment Type Full time
Responsibilities
Lead the research on optimal trading and execution strategy design for Quantitative Relative Value (QRV) and Statistical Arbitrage(SA) trading desks.
Lead the research on analyzing market microstructure and modeling transaction cost for equity , future & option trading.
Design and implement real-time high performance algorithmic trading system for firm’s proprietary high frequency trading.
Articulate the risk and rewards of the trading methods.
Manage risk and monitor the algorithms.
Track mid and high frequency systematic trading strategies(realistic holding periods from intraday to milliseconds )
Qualifications:
A quantitative mind , deep interest in financial market , solid ability to applied statistics and econometrics and research on market microstructure
Individuals with up to 3 years experience in programming trading , high frequency trading & algorithmic trading
Experience and track record in generating alpha through strategies with Sharpe ratio above 3.
Experience in programming in C++
Experience in MATLAB R or SAS
Masters degree or above in a quantitative discipline such as Engineering, Mathematics, Physics, Statistics , Machine Learning , Pattern Recognition, Data Mining or related discipline
The Entrepreneurial team expects your participation.
作者:augustback 在 海归招聘 发贴, 来自【海归网】 http://www.haiguinet.com
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Job Position Quantitative Analyst/Trader -- augustback - (1801 Byte) 2013-4-21 周日, 10:50 (1279 reads) |
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