1. Perform in-depth data mining and modeling to develop machine learning and medium/high-frequency trading strategies. 2. Track factor performance, conduct quantitative backtesting, simulation, and follow-up improvement work.
1. Strong learning ability, good at critical thinking, and capable of solving problems independently; strong curiosity and self-motivation. 2. Proficient in the optimization and iteration of machine learning (deep learning) models, and possessing innovative research capabilities. 3. Excellent programming skills, proficient in at least two programming languages, and skilled in using Tensorflow/Pytorch. 4. Preferred qualifications: Experience in numerical optimization and ability to quickly reproduce State-of-the-art results, OR having published relevant papers in top international conferences or journals (including but not limited to NIPS, ICML, CVPR, AAAI). 5. Master's degree or higher (or an exceptionally outstanding Bachelor's degree, prefer 985) in a Science or Engineering major. Preference is given to candidates with excellent achievements in top industry competitions or relevant quantitative strategy work/internship experience..
- WFH Policy - Discretionary Bonus
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