「AI 金融交易研發工程師」的相似工作

【工作內容】 • 參與證券交易相關系統之開發與維護（C# / .NET / C++） • 與交易員合作開發與維運交易策略程式 • 負責功能測試、效能測試、系統穩定性確認 • 協助主管與工程團隊完成日常技術任務 【我們希望你具備】 • 3 年以上軟體開發經驗 • 熟悉 C# or C++ • 熟悉windows系統 • 對金融或交易系統有興趣 • 能獨立負責任務，同時具備團隊合作能力 • 追求卓越，注重細節，對成果負責。 【加分項目】 • 熟悉股票/期貨的交易流程 • 具股票/期貨策略程式開發經驗（如：接收券商行情/介接券商API下單...等）

＊來信應徵請附上：操作經歷(商品、交易狀況、績效、過往研究成果)。無法附件在104可以來信至[email protected]信箱 【工作內容】 • 國內股、債、期權等各項金融商品策略之開發與交易執行 • 計量模型研發與交易回測 • 金融數據蒐集與分析 • 完成交辦事項 【我們希望你具備】 • 交易經驗2年以上 • 熟悉程式設計Python、R或其他量化分析程式語言 • 對交易有熱忱 • 樂觀抗壓有毅力、自律性高 • 面對市場的變化，有獨立思考能力 • 具風險控管能力 • 有自己擅長的金融商品佳 • 始終保持謙遜心態面對市場 【加分項目】 • 英文閱讀能力良好 • 有金融交易相關實習經驗 【公司福利】 • 依個人操作績效加發高額績效獎金，獎金無上限 • 補班日皆放假（上班日比照台股開盤時間）

【工作內容】 • 開發與維護交易平台後端系統 • 建置高頻交易系統，進行主機效能調校與優化 • 前後端溝通與協作，最佳化資料傳遞與處理 • 分析高頻交易數據，進行系統瓶頸分析與效能優化 • 系統架構設計與模組開發，確保高穩定性與低延遲 【我們希望你具備】 • 8 年以上程式開發經驗 • 熟悉 C/C++ 應用程式，有 server 及元件開發經驗 • 熟悉 Windows 及 Linux 系統操作與開發 • 具高頻、低延遲開發經驗 • 熟悉金融交易知識，具證券及金融業務系統開發經驗 • 溝通協調能力佳，具備團隊開發經驗和獨立作業能力 【加分項目】 • 熟悉股票/期貨的交易流程 • 具股票/期貨策略程式開發經驗（如：接收券商行情/介接券商API下單...等）

【工作內容】 1.與交易團隊合作，負責交易系統之開發、維護及優化 2.針對交易所行情及下單系統進行效能優化，降低延遲，提升交易速度 3.負責交易系統與策略的版本發布與部署，確保上線流程穩定、安全且零中斷 4.第一時間定位並解決故障，進行根因分析並落實長期改善 5.配合公司策略，持續進行系統優化與自動化 6.完成主管交辦事項 7.表現優良有感加薪 【專業能力需求】 1.具備金融交易系統開發經驗 2.熟悉交易所行情格式、股票交易流程及相關金融交易知識 3.精通券商行情接收、接入券商 API 及自動交易程式開發 4.具備 IDC / COLO 環境部署經驗 5.熟悉低延遲程式設計技巧，能進行系統效能分析與調優，並提出解決方案 6.具備網絡及多執行緒程式設計、效能剖析與延遲優化，並進行系統級別與程式級別的速度調校 7.擅長使用 C# 語言，並具備 C++ 基礎知識者佳 8.具備獨立思考及解決問題的能力 9.能夠有效地與團隊協作 10.對工作及金融市場具有熱忱，注重細節，且具強烈責任感

This role will focus on developing quantitative algorithmic CTA and high-frequency trading strategies using machine-learning-driven and data-driven methodologies, you will need to think about how to exploit modern machine-learning techniques on diverse financial data sets. It's quite different from other typical machine learning jobs because our percentage-based lucrative dividends and annual bonuses are directly associated with your model's performance! You will also have the opportunity to conduct independent algorithmic research. The main programming languages are Python and Rust. 【About Us】 Quantrend Technology focuses on building financial trading strategies across a variety of asset classes and global markets. We empower the paradigm shift from traditional quant to AI quant by using modern end-to-end deep learning models. The difference between traditional approaches and our proprietary solution is that our models can automatically extract robust and high-quality trading signals (Alphas), but traditional hand-crafted approaches often fail to do so. 【Responsibilities】 1. Conduct quantitative research, and apply advanced modern machine learning methods to diverse data sets to build robust models for forecasting financial market risks and returns. 2. Design and implement algorithmic CTA and high-frequency trading strategies including backtesting and evaluation. 3. Research / propose/validate new effective financial market predictive features, models, and trading strategies. 4. Design and implement directional movement/volatility/risk/price impact/slippage forecasting models in CTA and high-frequency trading. 5. Deep reinforcement learning-based optimal control of trade execution, risk management, and portfolio construction. 6. Self-supervised / unsupervised learning on financial market data sets. 7. Co-work with trading system developers to deploy trading strategies in live trading environments. 【Requirements】 1. Advanced training in Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, Financial Engineering, or another highly quantitative field. (Bachelor’s, Master’s, Ph.D. degree) 2. Strong knowledge of probability, statistics, machine learning, deep learning, time-series analysis, pattern recognition, computer vision, NLP, etc. 3. Strong programming skills in Python machine learning packages, including NumPy, pandas, scikit-learn, XGboost, Tensorflow, and Keras or PyTorch. 4. Solid experience in EDA (exploratory data analysis) using Python, familiarity with data visualization using packages including matplotlib, seaborn, etc. 5. Deep understanding of machine learning theories and algorithms, with the ability to debug ML models, tune hyperparameters, and identify and solve the root cause of model performance bottlenecks. 6. In-depth understanding of deep learning theories, network architecture design, and training/optimization techniques, with hands-on experience in the development of deep learning models. 7. Superb analytical and quantitative skills, understanding of and experience with mapping domain problems into algorithms, along with a healthy streak of creativity. 8. Entrepreneurial, highly-productive, extremely detail-oriented, with a sense of ownership of his/her work, working well both independently and within a small collaborative team. 9. Great communication and problem-solving skills. 10. Self-motivated and fast-paced learner. 【Nice to Have】 1. Bachelor’s degree in financial engineering. 2. Experience in trading and in-depth knowledge of financial markets. 3. Prior experience working in a data-driven research environment. 4. Experience in training DRL (Deep Reinforcement Learning). 5. Bayesian / hierarchical probabilistic graphical modeling experience. 6. Experience in algorithmic trading. 7. Knowledge of SQL and NoSQL databases and Docker containers. 8. Experience with AWS.

1.開發、優化量化交易策略（目前以國內股票為主/履歷請註明是否有台股量化交易經驗及年資） 2.撰寫策略模型 3.建構與維護回測與模擬系統 4.分析市場數據與財務指標，發掘異常與 超額收益的機會 5.遵循各項交易風險控管與相關行政規範。 6.其他主管交辦事項。

1.量化交易模型研究開發、回測與交易執行 2.金融商品策略之開發 3.完成主管交辦事項 4.表現優良有感加薪 5.交易績效獎金分紅

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) - Research competencies and experience 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

本職缺以「量化策略程式維護與效能穩定」為主，輔以「日間顧單／系統監控」，適合熟悉程式交易、具備交易系統維運與版本控管經驗的人才： 量化策略程式維護與優化（核心）：負責策略程式碼之日常維護、參數與環境設定管理、版本控管（Git）、回歸測試與效能監測；協助修補異常、改善延遲與穩定性，確保策略在模擬與實盤環境的一致性。 測試與回測支援（核心）：協助策略交易員進行策略小幅調整、單元／整合測試、自動化回測任務排程與結果校核；後續依規劃擴充商品（如股票、外匯）之資料接入、因子/訊號驗證與產線落地。 顧單與日間監控（輔助）：於交易時段執行系統與下單軟體健康檢查、即時異常排查（含連線、滑價、委託/成交對賬）、部位與成交資料一致性校正，並完成事件紀錄與例外追蹤以提升整體可靠度。

1.策略研究與開發 •追蹤全球金融市場與AI/機器學習在量化交易中的應用趨勢 •發掘、設計並驗證創新量化交易策略（股、債、期貨等） •善用ChatGPT、Gemini 大型語言模型（LLM）輔助策略研究與報告產出 2.策略回測與模型實作 •使用MultiCharts（Power Language）開發並優化策略邏輯 •利用Python、R、MATLAB、C++、Pine Script等語言進行歷史回測 •熟悉VectorBT、Backtrader、VNPY、Finlab等主流回測與交易框架 3.AI模型應用與強化 •根據資料特性應用適當 AI 模型（如 XGBoost、LSTM 等）提升預測準確性 •熟悉演算法與自動化調參工具（如 Deap、Optuna），進行策略優化與參數調校（如 GA、貝式優化） 4.組合管理與績效追蹤 •多策略組合建構與回測，進行風險控管與績效優化 •定期產出策略績效摘要與可視化報告 5.實盤部署與策略維運 •策略部署至模擬與實盤交易系統 •建立監控與警示機制，確保系統穩定與策略長期有效性 作品提交要求： •請附上具體的金融量化策略開發實作經驗 •包含 GitHub 專案、策略績效報告、技術部落格文章等皆可

1.國內外股、債、期權等各項金融商品，策略之開發與交易執行 2.市場交易資料整理與數據收集、分析 3.完成主管交辦事項 4.表現優良有感加薪 5.交易績效獎金分紅

About Us We are building an in-house Asset Management team dedicated to high-frequency and quantitative trading strategies. Our mission is to leverage cutting-edge research, algorithmic strategies, and on-chain liquidity venues such as Hyperliquid to generate consistent alpha while managing risk at scale. This is a ground-floor opportunity to join a team with ambitious goals to expand into multi-strategy trading, portfolio optimization, and long-term quantitative research. ⸻ Responsibilities •　Research, design, and implement quantitative trading strategies (market-making, arbitrage, statistical arbitrage, trend-following, execution algos, etc.) •　Develop and optimize HFT strategies tailored for on-chain order books (Hyperliquid and other DEX/CEX venues). •　Perform data analysis, backtesting, and live strategy deployment. •　Monitor risk exposures, PnL, and performance metrics in real-time. •　Collaborate with engineers to optimize execution infrastructure (low-latency connections, APIs, data pipelines). •　Stay on top of market structure developments in both centralized and decentralized exchanges. ⸻ Requirements •　Strong background in quantitative trading, financial engineering, or algorithmic trading. •　Proficiency in Python, C++, Golang or Rust (for strategy prototyping & low-latency execution). •　Experience with market microstructure, order book dynamics, and liquidity provision. •　Familiarity with on-chain trading venues (Hyperliquid, dYdX, GMX, CEXs like Binance/OKX a plus). •　Strong mathematical/statistical modeling skills (time-series, stochastic processes, ML optional). •　Ability to work in a fast-paced, research-driven environment. ⸻ Preferred Skills • Prior experience at a prop trading firm, HFT desk, or crypto quant team. • Experience building execution engines or trading bots connected to APIs. • Knowledge of DeFi protocols, smart contracts, and blockchain fundamentals. • Hands-on experience with DeFi protocols, DEXs, or MEV opportunities • Track record of profitable trading strategies in crypto or traditional markets. ⸻ What We Offer • Competitive base salary + performance-based bonus. • Opportunity to be an early member of the Asset Management division. • Resources for research, infrastructure, and data acquisition. • A collaborative, high-performance team culture.

打造金融界的清流新勢力— 拒絕官僚內耗、專注財經專業價值 【我們是誰】 浦惠是少數受邀與警界合作打詐的合法投顧之一， 秉持正念善行、誠實透明，用內容與信任走出市場獨有路線。 為所有支持我們的會員，給予真正值得信賴的專業內容， 也是浦惠持續努力的初衷與責任。 【風氣文化】 ・工作氣氛融洽，沒有勾心鬥角 ・團隊講求效率，無不合理加班 ・重視專業誠信，不浮誇不作秀 【浦惠節目】 ・YouTube《浦男搜股》 週一至週五 13:35 線上直播 提供深入產業分析，獲得眾多粉絲支持 傳送門：https://reurl.cc/8DElv4 【尋人啟事】 我們想找的不只是人才，而是願意一同改變財經圈風氣的夥伴。 如果你也相信專業可以有溫度，誠實能帶來長期價值， 我們誠摯邀請你的加入，一起打造正向影響力。 【職位概述】 想來浦惠挑戰數百萬甚至更高的年薪嗎? 擁有同樣專業的你，是否也還在尋找能夠發揮的舞台? 身為合法金融機構，我們除了擁有最前衛的影音團隊，也提供豐富多元的行銷資源， 為分析師量身打造個人IP，選好最佳拍檔，才能發揮無限潛能! 【必要條件】 具備證券投資分析人員(CSIA)證照 【面試流程】 1. 應徵請附上一支5分鐘的自我介紹+解盤影片(可提供雲端連結) 2. 審核通過，HR將邀約進一步的實體面談

1.參與生技類投資評估、產業分析、財務分析，以及投資架構設計 2.進行投資後管理與營運追蹤 3.負責主管交辦任務，組織追蹤並執行 4.支援部門決策與專案執行，促進團隊目標達成 5.跨部門溝通協調，準備主管簡報、會議召集和會議記錄等相關資料製作

1.參加美股法說會與產業座談 2.持續追蹤美股公司與相關產業動態 3.蒐集與整理美股市場資料，進行數據分析 4.進行產業研究及總體經濟模型的建立 5.針對美股相關產業進行研究，提出具洞見的投資觀點 6.與台股產業經理人進行產業交流

招募台灣地區工程師 公司提供簽證的更新以及新規簽證。 可提供高度人才簽證(5年)額外加20分，提早取得永久居留權。 執行案件為一般商業、金融案件居多，會派至委託公司駐點或在宅。 【工作內容】 1.負責軟體之分析、設計以及程式撰寫。 2.規劃執行軟體架構及模組之設計，並控管軟體設計進度。 3.進行軟體之測試與修改。 4.規劃、執行與維護量產的產品。 5.協助研發軟體新技術與新工具。 【工作職缺】Python軟體開發工程師(工作經驗三年以上) 【徵求條件】JAVA,NET,C#C,C++,Python,salesforce,SAP,PHP,IOS,Android,AWS,React.Ruby.C# （其中有一至兩項擅長的項目歡迎詢問） *無日文N1以上(可無檢定證書,但需聽說讀寫流利)請勿投遞履歷，國外遠端工作不可* 【工作地點】日本關東地區 【工作時間】9:00-18:00 中午休息1小時（依客戶現場為主） 【公司制度】1.提供雇用保險、健康保險、年金保險 2.完全週休2日、GW/夏休／年末年始連休 3.工作產生的交通費實報實銷 4.一年一度健康檢查

1.參與投資評估、產業分析、財務分析，以及投資架構設計 2.進行投資後管理與營運追蹤 3.負責主管交辦任務，組織追蹤並執行 4.支援部門決策與專案執行，促進團隊目標達成 5.跨部門溝通協調，準備主管簡報、會議召集和會議記錄等相關資料製作

About us: Are you a curious person who enjoys solving complex problems? VICI Holdings is starting a quantitative research internship program in 2025 for current or recent graduates who are interested in high frequency quantitative trading to learn how to handle large amounts of data and develop new trading strategies alongside our regular quantitative colleagues. We are looking for creative and imaginative people who are interested in quantitative trading to join our summer program. We provide one-on-one education and training, and those who perform well will have the opportunity to become a full-time employee of VICI at the end of the internship program. “Career Path”: As you achieve research milestones, there will be opportunities to pursue a career in high-frequency trader or quantitative trader, allowing you to develop automated trading strategies and further contribute to our innovative trading solutions. Roles/ Responsibilities: • End-to-end research and development, including idea generation, data processing, strategy back-testing, optimization, and production implementation. • Quantitative Model Development: Building model prototypes and conducting back-testing. • AI Algorithm trading strategy research. Candidate Requirements: • We welcome applications from students of in EE, CS, Mathematics, Physics, Statistics or related who are in their 4th grade of Bachelor’s or 2nd grade of Master’s students to apply. A minimum of 24 hours per week is required, but special conditions can be negotiated. • Programming skill in Python is must. • Prize-winning experience in machine learning related competitions is a plus. • Prize-winning experience in competitions related to trading strategies is a plus • Basic knowledge of finance and trading rules are a plus. Other Requirement: • High self-motivated individual with good communication skill. • Strong analytical and quantitative skills are a must. • English level – working level proficiency. 你是一個充滿好奇且喜歡解決複雜問題的人嗎？威旭在2025年展開一個計量研究的實習生專案，讓對高頻量化交易有興趣的在學或即將畢業的學生，跟著我們正職的計量同事，一起學習如何處理龐大的資料及發想新的交易策略。 威旭正在找尋對量化交易有興趣且富有創造力及想像力的你加入我們的暑假專案，我們提供一對一的教育訓練，表現優秀者，有機會在實習專案結束後成為威旭的正職員工。 【主要工作職責】 1. 金融數據分析(方法挑選、資料蒐集與分析) 2. 計量模型研發(建立模型原型、回測) 3. ML演算法交易策略研究 【專業能力要求】 1. 熟悉python數據分析套件 2. 熟悉python機器學習套件 3. 了解機器學習理論 4. 英文閱讀能力 【其他條件要求】 1. 熟悉C++程式語言 2. 對交易有熱忱、自己寫過交易策略 3. 有機器學習相關競賽獲獎經驗 4. 有交易策略相關競賽獲獎經驗 *請將相關證明文件附帶在履歷或是應徵文件中供參考* 我們歡迎電機、資工、數學及物理大四或碩二在學同學應徵，每週工作時數需達至少24小時，特殊情況可另議。

維曙智能為創新AI應用開發商，具有全球市場商業化能力。公司有完整的創新孵化管線，包含從想法到技術與市場開發的完整配套流程，讓您將知識落實在各種實際場域中。如果您對以創新解決現實世界問題充滿熱忱，希望了解AI在產業的實務運作以及現實應用有興趣，這裡會是您大展身手的地方。歡迎加入我們。 我們正在尋找一位具備影像處理與深度學習專業的資深 AI / 機器學習工程師，能夠獨立主導模型開發、效能優化與落地實作。此職位需具備優秀的深度學習框架掌握能力，能夠根據資料與任務需求進行模型選擇、訓練流程設計與超參數調整，並具備 AI 產品開發的思維。 【工作內容】 領域：機器視覺 • 負責影像領域 AI 模型的研究、設計與訓練（例如：分類、分割、生成、超解析等任務） • 根據問題需求設計模型架構（CNN / Transformer / diffusion-based models）並進行效能調整 • 透過3D/2D圖學轉換進行多模態資料前處理 • 以深度學習方法, 轉換多模態資料為結構化時間序列資料, 如分類, 辨識, 與異常偵測 • 撰寫可重用模組與封裝良好的 Python 套件，提升團隊研發效率 • 與產品及前後端工程師協作，將模型部署至產品系統或 API • 持續追蹤最新論文與技術趨勢，進行技術導入與內部分享 • 協助 junior 工程師成長並共同解決技術挑戰 • 能針對市場需求提案，論述創新解決方案 維曙機器視覺產品服務請參閱: https://www.vizuro.com/corvus

1.參與興櫃前、興櫃投資評估、產業分析、財務分析，以及投資架構設計 2.進行投資後管理與營運追蹤 3.負責主管交辦任務，組織追蹤並執行 4.支援部門決策與專案執行，促進團隊目標達成 5.跨部門溝通協調，準備主管簡報、會議召集和會議記錄等相關資料製作

VICI Holdings' Strategy Research Lab leverages Generative AI and Large Language Models (LLMs) to extract insights from financial and operational data and design cutting-edge strategies. • The AI Data Scientist/Internship/Campus hire develops talent skilled in AI pair-programming workflows and AI-agent architectures to accelerate data exploration, rapid prototyping, and strategy evaluation. • Outstanding interns may convert to full-time roles and continue pioneering the intersection of quantitative trading and Generative AI. Roles/ Responsibilities: • Use LLM-powered AI pair-programming to explore, clean, and analyze large datasets. • Apply AI-agent architectures to automatically generate and evaluate strategies. • Develop AI-driven applications for automated news analysis, investment recommendations, and risk management decision-making. • Build, fine-tune, and evaluate AI or LLM models to identify key features from data and produce analytical reports. • Collaborate with researchers and engineers to integrate models or insights into internal systems and monitor performance. Required Skills: • Proficiency in Python with data libraries such as Pandas and NumPy. • Hands-on experience with one deep-learning framework (PyTorch or TensorFlow). • Comfortable with Git / GitHub workflow and AI pair-programming with LLMs. • Strong prompt-engineering skills to steer LLMs for code and insights. Preferred Qualifications: • Final-year undergraduates or second-year master's students in EE, CS, Statistics, Mathematics, Physics, Financial Engineering, or related fields. Other Requirement: • Highly curious, self-motivated, with strong analytical thinking. • Effective communicator in English and Chinese. Interview Process (Process sequencing may be adjusted as appropriate) Resume selection -->Coding Assessment -> F2F Interview( Hiring team) --> HR Manager