• Develop quantitative trading systems and infrastructure, including but not limited to: market data interfaces, trading framework, data processing and storage, trade execution, and risk management modules.
• Participate in performance optimization of the trading system to enhance responsiveness and efficiency.
• Implement systematic risk management and monitoring to ensure system stability and reliability.
• Continuously research and study the latest quantitative trading technologies and market developments to continually refine trading strategies and systems.

Position Requirements

• Bachelor’s degree or above in Computer Science or a related field from a reputable domestic or international university, with at least one year of relevant work experience.
• Solid programming skills, proficient in Python, C++ or Rust.
• Familiar with Linux, proficient in shell scripting and development tools such as Git and Docker.
• Excellent communication and teamwork abilities, strong self-motivation, serious and rigorous work attitude, detail-oriented, diligent and reliable.

Preferred Qualifications

• Experience working at a domestic or international hedge fund, or over one year of quantitative private equity development experience.
• Experience developing low-latency trading systems or participating in low-latency system projects.
• Familiarity with financial markets and exchange operations, with an understanding of futures, options and other financial derivatives and high-frequency financial data.
• Data processing and analysis capabilities, familiar with common tools and libraries such as Pandas and NumPy.