We are a leading fintech company specializing in systematic investment strategies for hedge funds. Includes both USD-denominated funds and RMB-denominated funds. Currently seeking top-tier talent in reinforcement learning and machine learning.
Responsibilities:
- Develop models based on provided databases and generate trading strategies across markets such as futures and U.S. equities.
- Conduct research and implementation in high-frequency trading, machine learning, quantitative analysis, and data modeling.
- Perform quantitative research and development using Python and/or C++.
Requirements:
Strong communication skills articulate and persuasive in expression.
- Proven experience in high-frequency trading, machine learning, quantitative analysis, and data modeling.
- Proficient in Python and/or C++, with the ability to conduct quantitative research and development.
- Experience in high-frequency trading and futures arbitrage is preferred.
- Outstanding fresh graduates are welcome to apply.
We invite qualified candidates to submit their resumes to: [Confidential Information]
