社招 | 千禧年基金（Millennium）招聘初级量化研究员、量化软件工程师（上海/香港）
Junior Quantitative Researcher, Equity
Shanghai
Posted: 2021-04-14
Job Description
Quantitative Researcher as part of a centralized alpha research team, focused on generating return prediction signals for systematic trading of global equities.
Location: Shanghai, China
Principal Responsibilities
Apply quantitative research techniques to financial data to develop innovative predictive signals: this includes the full pipeline from idea generation, data gathering, research/analysis, through to signal implementation
Deploy state-of-the-art statistical learning technologies and software packages
Enhance technology toolset for research
Collaborating with teammates in China to stay abreast of latest finance research and conduct new research
Preferred Experience
No prior experience in the investment field is required; we will train you
Bachelor, Master or Ph.D. degree in a quantitative subject such as Statistics, Computer Science, Machine Learning, Applied Mathematics, Engineering or related fields
A track record of exceptional accomplishment in your field, including conducting original research
Required Technical Skills
Strong statistical and machine learning skills and knowledge
Strong programming skills in Python (Pandas, Numpy, etc.)
Preferred Technical Skills
Working knowledge of Kdb/q is a plus
Working knowledge of C++ is a plus
Experience with machine learning packages (e.g. Sklearn, TensorFlow, PyTorch, etc.)
Highly Valued Relevant Experience
Experience working with large and diverse datasets
Experience applying NLP
Other Relevant Skills and Experiences
Strong critical thinking ability
Strong written and spoken communication skills in Mandarin
Strong English language written and oral communication skills
Self-motivated and dare to tackle difficult questions
Target Start Date: As soon as possible
Please send resume submissions to china.quant.talent@mlp.com and reference REQ-11391 in the subject line.
职位：初级量化研究员
工作内容
量化研究员，是alpha（阿尔法，创造超额利润）研究团队的一员，专注于为全球股票系统化交易提供回报预测信号。
地区: 中国 上海
主要职责
将量化研究技术应用于金融数据，开发新的预测信号：这包括从构思、收集数据、研究/分析到开发预测信号的整个流程.
跟踪，学习并且应用最前沿的统计（机器）学习技术和软件包
更新补强团队里用于研究的技术工具
与组里同事合作，了解最新金融研究动态，积极开展创新型的研究
其他资历
不需有投资方面的经验，我们将培训你
统计学、计算机学、机器学习、应用数学、工程学或相关的学科学士、硕士或博士学位
有所在领域的卓越履历，包括原创研究
所需技能
很强的统计和机器学习技能和知识
很强的Python（Panda，Numpy等）编程技能
其他相关技能
Kdb/q 的工作经验有加分
C++ 的工作经验有加分
使用机器学习包的经验（例如，Sklearn，TensorFlow，PyTorch等）
高度有价值的相关经验
处理大型和多样化数据的经验
使用自然语言处理(NLP)的经验
其他相关技能和经验
较强的逻辑思考能力
较强的普通话书面和口头沟通能力
较强的英语书面和口语沟通能力
有上进心，勇于处理难题
目标开始日期: 尽快
Quantitative Developer
Shanghai
Posted: 2021-04-14
Job Description
Experienced developer as part of a centralized alpha research team, focused on building the research platform for mid to high-frequency systematic trading strategies.
Location: Shanghai, China
Principal Responsibilities
Designing, building and maintaining an efficient research pipeline and tools for data processing, strategy simulation and alpha generation.
Architecting and developing a tick-by-tick backtesting and research platform for equities.
Designing and continuously optimizing large-scale parallel computing system.
Assisting in designing and optimizing of a machine learning platform, improving the efficiency and computing performance.
Preferred Experience
At least 3 years of professional experience in a trading/technology environment (banks, hedge funds, asset management, technology firms, etc.)
Experiences dealing with market microstructures and tick data
Bachelor's degree in Computer Science or a related quantitative discipline.
Preferred Technical Skills
At least 5 years of practical experience with C++ and Python
Strong knowledge of data structure, algorithms, OOP design
Strong knowledge of Linux and SQL, knowledge of kdb/q is a plus
Hands-on knowledge of building cloud applications for parallel computing
Hands-on knowledge of DevOps tools like Git, Conda, Docker, Mesos, Chronos, Ansible, Jenkins etc.
Highly Valued Relevant Experience
Experience in high-performance computing and efficient database management
Experience with machine learning platforms such as TensorFlow and PyTorch
Other Relevant Skills and Experiences
Strong English language written and oral communication skills
Strong written and spoken communication skills in Mandarin
Target Start Date: As soon as possible
Please direct all resume submissions to China.Quant.Talent@mlp.com and reference REQ-11392 in the subject line.
招聘职位：量化软件工程师
职位简述
我们在寻找具有经验的量化软件工程师加入信号研究组，专注于开发从高频到中频量化交易策略的研究平台。
工作地点: 上海
主要职责
设计、搭建并维护一个高效的研究流水线以及相关工具，包括但不仅限于数据清理、策略模拟以及生成交易信号
构建并开发基于tick数据的回测研究平台
设计并持续改进大规模并行计算系统
帮助设计及优化机器学习平台，提升系统的计算效率
有以下经历的候选人优先
至少三年的交易/科技工作经历，包括但不限于银行、对冲基金、资产管理以及大型科技公司
至少五年的C++和Python使用经验
有处理tick数据与市场微观结构的经验
计算机科学相关的本科及以上学历
有以下技能的候选人优先
对数据结构与算法以及面向对象程序设计有深刻理解
对Linux系统及SQL语言有深刻了解，熟悉kdb/q语言加分
有搭建云计算应用经历
有使用运营维护软件的经历，包括但不仅限于Git, Conda, Docker, Mesos, Chronos, Ansible, Jenkins
我们看重以下经历
HPC(high-performance computing)及计算机集群应用
高效率数据库管理
机器学习平台应用，包括但不仅限于TensorFlow及PyTorch
其他相关技能及经验
优秀的英语口语及书写能力
优秀的中文口语及书写能力
开始工作时间: 尽快
请将履历电邮至china.quant.talent@mlp.com 引用邮件主题行中加入 ‘REQ-11392’
Equity Derivatives Quant Developer
Hong Kong
Posted: 2021-04-14
Job Function Summary
Equity Derivatives Developer primarily supporting the HK based and other regional Portfolio Managers trading various Equity Derivative and Structured products
Principal Responsibilities
Build strong working relationships with the Portfolio Managers who are trading Equity Derivative strategies
Deliver platform development requirements and also provide on-going support for all the Equity Derivative products and platforms to the Portfolio Managers
Act as the primary point of contact for all Equity Derivative Portfolio Managers within the Asia region
Work with local and global Technology team members to help define and deliver the global Equity Derivative technology roadmap
Qualifications/Skills Required
Minimum of 5 years’ experience within Equity Derivative Financial Markets
Essential that the candidate possesses Equity Derivatives knowledge and experience in the following areas:
Derivatives and Options Pricing, including Vol Fitting and knowledge of various Option Pricing methodologies (e.g. Black Scholes model)
Real time position and Risk Management of Vanilla and Exotic Equity Products (e.g Vol and VaR Swaps)
Back testing for Equity Derivatives portfolios
Has experience in building derivative pricing and risk management systems, including analytic tools, P&L tools and other pre-trade tools
Possesses the ability to work closely with Derivatives Traders and the Pricing and Risk Management Development teams
Possesses the skills to communicate system requirements, understanding both the business and technical aspects of the requirements
Good command of Python language and its ecosystem
Experience of developing applications in Java/Spring or C++
应聘方式
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