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