JobPosition Quantitative Trader

Position                 Quantitative Analyst/Trader

Location                China-Shanghai

Remuneration        Competitivebase salary  + bonus

Position Type          Permanent

Employment Type    Full time

Responsibilities

l  Involved in the research on optimal trading and executionstrategy design for Quantitative Relative Value (QRV) and StatisticalArbitrage(SA) trading desks.

l  Involved in the research on analyzing market microstructure andmodeling transaction cost for equity , future &option trading.

l  Design and implement real-time high performance algorithmictrading system for firm’s proprietary high frequency trading.

l  Articulate the risk and rewards of the trading methods.

l  Manage risk and monitor the algorithms.

l  Track mid and high frequency systematic tradingstrategies(realistic holding periods from intraday to milliseconds

Qualifications:

l  A quantitative mind , deep interest in financial market , solid ability to appliedstatistics and econometrics and research on market microstructure

l  Individuals with up to 2 years experience in programming trading, high frequency trading &  algorithmic trading

l  Experience in programming in C++

l  Experience in MATLAB

l  Masters degree or above in a quantitative discipline such asEngineering, Mathematics , Physics, Statistics , Machine Learning , ComputerScience ,Pattern Recognition, Data Mining or related discipline

l   

Job Position Junior Quantitative Research Anayst

Position                 Junior Quantitative Research Analyst

Location               China-Shanghai

Remuneration        Competitive base salary  + bonus

Position Type          Permanent

Employment Type    Fulltime

Responsibilities

l  Collaborating with traders to analyse and advise on managing therisk of the positions currently on the books.

l  Explain model behavior and predictions to traders, identifymajor sources of risk in portfolios, carry out scenario analyses, provideguidance / debug analytics

l  Enhance / build new tools to support portfolio simulation,optimized back testing, factor back testing and security analysis.

l  identify revenue positive trading opportunities.

Qualifications:

l  A quantitative mind , strong interest in financial market &portfolio management

l  Advanced knowledge in stochastic calculus, probability andnumerical analysis

l  Good communication skills, able to explain complex subjectsclearly in a simple way.

l  Experience in MATLAB or R

l  Experience in optimization algorithm & big data analysis.

Please send a Word or Pdf CV& the description of rich experience of HFT or AT at augustback@gmail.com.

All inquiries keptconfidential!

Technology driven strategy.

·The entrepreneurial & experienced team expects your participation.