Job Position Quantitative Analyst/Trader

Ø Location          China-Shanghai

Ø  Remuneration    Competitive basesalary (500K+/Y) (RMB) + bonus

Ø Position Type       Permanent

Ø  Employment Type   Full time

Ø  Responsibilities

2  Lead the research on optimal trading andexecution strategy design for Quantitative Relative Value (QRV) and StatisticalArbitrage(SA) trading desks.

2  Lead the research on analyzing marketmicrostructure and modeling transaction cost for equity , future & optiontrading.

2  Design and implement real-time high performancealgorithmic trading system for firm’s proprietary high frequency trading.

2 Articulatethe risk and rewards of the trading methods.

2 Manage riskand monitor the algorithms.

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

Ø  Qualifications:

2  A quantitative mind , deep interest infinancial market , solid ability to applied statistics and econometrics andresearch on market microstructure

2  Individuals with up to 3 years experiencein programming trading , high frequency trading &  algorithmictrading

2 Experienceand track record in generating alpha through strategies with Sharpe ratio above3.

2 Experience inprogramming in C++

2 Experience inMATLAB R or SAS

2 Mastersdegree or above in a quantitative discipline such as Engineering, Mathematics,Physics, Statistics , Machine Learning , Pattern Recognition, Data Mining orrelated discipline

2  

Please send a Word or Pdf CV at augustback@gmail.com.

The Entrepreneurial team expects your participation.