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2013-03-03

Job Position       Quantitative Analyst/Trader

Company           Ronghao Investment Management co., LTD

Location                China-Shanghai

Remuneration     Competitivebase salary + bonus

PositionType       Permanent

Employment Type  Full time

Responsibilities:

Ø  Develop newtrading methods to trade futures traded at exchanges.

Ø  Articulate therisk and rewards of the trading methods.

Ø  Manage risk andmonitor the algorithms.

Ø  Track mid andhigh frequency systematic trading strategies(realistic holding periods fromintraday to milliseconds )

Ø  Focus on market microstructure,securities correlation, transaction and execution cost analysis and riskmodeling.

Qualifications:

A quantitative mind , deep interest in financial market , solid abilityto applied statistics and econometrics  andresearch on market microstructure

Experience and track record in generating alpha throughstrategies with Sharpe ratio above 3.

Experience developing statistical models and signalanalysis.

Experience in programming in C++

Experience in matlab R or SAS

Masters degree or above in a quantitative discipline suchas Engineering, Mathematics, Physics, Statistics , Machine Learning , PatternRecognition, Data Mining or related discipline

Individuals with up to 3 years experience from similarinstitution in program trading, high frequency trading or electronic algorithmictrading particularly encouraged to apply

Please send a Word or Pdf CV at wangteng@ronghaotz.com


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2013-3-4 01:42:19
....realistic holding periods fromintraday to milliseconds - 显然学经济对 Hi-Frequency Trading 没多大用处。呵呵
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2013-3-7 16:32:51
支持了
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