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光大证券策略投资部招聘衍生产品自营交易人才 |
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2012/2/25 2:13:35 | 浏览:4261 | 评论:1 |
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This is an exceptional opportunity to join the Strategy and Investment Department of Everbright Securities Co. Ltd.(SH 601788, http://www.ebscn.com ), a major securities company based in Shanghai, China. The team has vast experience in quantitative investment and trading around the globe such as the U.S., European Union and emerging economies in Asia. They are currently looking for more talents to enhance their competitive edge in proprietary trading of stocks, ETFs, futures, options and convertible bonds. Candidates with solid background in technology and passionate about quantitative investment are welcome to apply. Suitable applicant has to be able to demonstrate technical competence. Practical experience in statistical arbitrage and market making with a professional organization is desired. Finance training program will be available after joining the team. The compensation structure is merit-based and competitive. If interested, please send a copy of your resume with a cover letter to xuff@ebscn.com. Be sure to include the position you are applying for in the subject line. Thanks.
Quantitative Analyst
Responsibilities:
Develop, deploy and manage trading models and investment strategies in the areas including but not limited to stocks, ETFs, futures, options and convertible bonds.
Qualifications:
- Solid background in financial engineering and in-depth knowledge of various securities and derivatives pricing models, numerical methods, portfolio optimization, arbitrage relationship, and risk management
- Solid training and experience in statistics and data analysis such as regression, neural networks, pattern recognition, artificial intelligence, Kalman filter and support vector machine
- Practical experience in processing and analyzing large scale data sets and programming experience in C++ or Java and Python
- Good command of Matlab(statistics and optimization)and Excel(VBA)
- Strong knowledge of SQL database such as MSSQL, MySQL and Oracle
- Familiar with exchange/market rules and various securities
- Working knowledge of Linux and Windows operating systems
- Integrity and excellence, team-work spirit, passion for technology and quantitative investment, out-of-box thinking and readiness to succeed in a fast-paced environment
Quantitative Developer
Responsibilities:
- Develop, maintain and expand quantitative investment and trading systems
- Support trading and assist in strategy development, testing and deployment
- Understand various market data and financial information exchange(FIX)protocols, develop software to receive and parse market data and manage orders, positions and risk
- Assist in data collection and maintenance
Qualifications:
- Proficient in C++ or Java, object-oriented programming and design patterns
- Extensive experience with multi-threaded real-time system, memory management, data structure and algorithm
- Extensive experience with event-driven architecture, distributed computing and messaging
- Outstanding knowledge of network communication protocols such as UDP, TCP and multicast and socket programming
- Practical experience in Python and Shell scripting
- Significant experience in Linux or Unix and Windows system programming
- Practical experience in SQL database such as MSSQL, MySQL and Oracle
- Integrity and excellence, team-work spirit, passion for cutting-edge technologies, readiness to succeed in a fast-paced environment
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