代发上海工作机会，感兴趣者请直接通过电邮（非猎头）联系招聘(转载)# Returnee - 海归
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【 以下文字转载自 Quant 讨论区 】
发信人: lishsh (shsh), 信区: Quant
标 题: 代发上海工作机会，感兴趣者请直接通过电邮（非猎头）联系招聘负责人
发信站: BBS 未名空间站 (Thu Feb 23 05:08:33 2012, 美东)
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 x**[email protected] 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
发信人: lishsh (shsh), 信区: Quant
标 题: 代发上海工作机会，感兴趣者请直接通过电邮（非猎头）联系招聘负责人
发信站: BBS 未名空间站 (Thu Feb 23 05:08:33 2012, 美东)
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 x**[email protected] 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