High Frequency Trading Research Intern 量化交易研究實習生

Qualifications: - Academic background or strong interest in financial market microstructure data analysis - Proficiency in Python or similar programming languages - Educational background in Statistics, Mathematics, Computer Science, Physics, or related STEM fields - Fundamental understanding of quantitative research methodologies and lightGBM, XGBoost or any machine learning packages Preferred Qualifications: - Experience with C++ on Linux or Unix-like platforms - Knowledge of database management and SQL operations - Familiarity with version control systems (Git) Responsibilities: - Assist in developing and enhancing existing trading models and strategies - Support financial data analysis and market research projects - Provide analytical support to experienced traders and researchers