Millennium

Quantitative Developer

Shanghai, Shanghai, CN

15 days ago
Save Job

Summary

Please direct all resume submissions to [email protected] and reference REQ-11392 in the subject line.

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

Please direct all resume submissions to [email protected] and reference REQ-11392 in the subject line.

请将履历电邮至[email protected] 引用邮件主题行中加入 ‘REQ-11392’

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

请将履历电邮至[email protected] 引用邮件主题行中加入 ‘REQ-11392’

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