岗位描述
Description
The execution algorithm researchers research into our in-house automated trading system and optimize different aspects of our daily trading globally using quantitative methods. You need to work out quantitative models for optimization and cooperate with experienced developers to deploy the models onto our existing platform, and cooperate with trading analysts to validate the changes thereafter. Topics covered include market impact models, smart order routing, volume scheduler, alpha plus trading.
Qualifications
Recent Master’s/ PhD from a science, engineering, computing or related field
Strong mathematical and statistical skills
Strong programming skills, proficiency in C++ is required for this role
Strong problem-solving skills
Detail-oriented with the ability to handle tedious tasks carefully
Proactive and eager to learn complicated topics
Nice to have
Comfortable with Linux/ Unix
Familiar with at least one scripting language (e.g. python, MATLAB, etc.)