Top Chinese securities.
- Work closely with trading desks to research, develop and implement quantitative strategies using statistical modeling, machine learning, and other analytical methods;
- Design, build, and maintain pricing and risk management models for Fixed Income, Currencies, Commodities & Equity (FICC+E) derivatives;
- Develop and enhance a trading strategy research platform, including backtesting frameworks and performance analytics;
- Build reusable quantitative modules, such as execution algorithms, hedging tools, and signal generation systems;
- Provide ongoing production support for trading systems, ensuring stability and efficiency.
- Master's degree or higher in Financial Engineering, Computer Science, Mathematics, Physics, or related fields; candidates with a combined finance and STEM backgrounds are preferred;
- Thorough understanding of FICC+E products and trading conventions; at least 3 years of experience in overseas market trading, risk control, operations, or research and development;
- Minimum 3 years of hands-on Python programming experience; familiarity with C++, AI models, QuantLib, and time-series databases is a plus;
- Strong foundation in data analysis, modeling, and logical reasoning;
- Result oriented, proactive, dependable, excellent communication and teamwork skills.