High Frequency Trading Research 量化交易研究員

Qualifications: - Familiar with/interest in financial microstructure data analysis. - Familiar with C++ on Linux or Unix-like platforms and Object-Oriented programming/ design patterns is preferred - Past experiences in quantitative/numeric research in Mathematics, Statistics, Computer Science, Physics, or a related STEM field; ML MODEL (XGBoost) Plus: - Experience with Linux or Unix-like manipulation. - Knowledge of database/SQL and version control tools. - Knowledge of computer systems, multi-threading, network, and performance optimization. Responsibility: - Develop new or improve existing trading models using in-house platforms - Use advanced mathematical techniques to model and predict market movements - Analyse large financial datasets to identify trading opportunities - Provide real-time analytical support to experienced traders