Quantitative Trader 量化交易员（美股中频交易策略）

What you'll do We are looking for an experienced quantitative trader to join our US equity team, focusing on mid-frequency trading strategies. Ideal candidates should have practical experience in dispersion trading, correlation trading, and index arbitrage, and a proven track record of profitability in the US stock market. The role includes alpha development and risk management responsibilities. Design, implement, and manage mid-frequency trading strategies in the US stock market, applying statistical arbitrage and advanced quantitative models. Develop, test, and execute dispersion trading, correlation trading, and index arbitrage strategies. Analyze and model the relationships between stocks and indices, capturing market inefficiencies caused by correlation, dispersion, and other market dynamics. Monitor portfolio risk and strategy performance, proactively optimizing and adjusting strategies to improve risk-adjusted returns. The same skills, strategies, and frameworks will need to be applied to other alternative asset (crypto) fields. What you'll need Bachelor's degree or above in Mathematics, Statistics, Computer Science, Engineering, or a related quantitative field. Practical experience in dispersion trading, correlation trading, or index arbitrage in the US stock market. At least 2 years of practical experience in mid-frequency trading (holding period from hours to several days) in the US stock market. Proficient in mainstream programming languages ​​such as Python/C++/R, and familiar with trading system development. Solid knowledge of stock market microstructure and trade execution. Excellent analytical and quantitative modeling abilities, capable of independently designing and backtesting complex trading strategies. Ability to work independently and achieve performance in a competitive, fast-paced environment. Familiarity with options, ETF arbitrage, and other market-neutral strategies is preferred. Experience in applying data mining, predictive modeling, and machine learning in trading is preferred. A verifiable or citationable historical profit record is preferred. 岗位职责： 设计、实施并管理在美股市场上的中频交易策略，应用统计套利及先进的量化模型。 开发、测试及执行dispersion trading、correlation trading 和 index arbitrage 等相关策略。 分析并建模股票与指数之间的关系，捕捉由相关性、分散性及其他市场动态产生的市场低效。 监控投资组合风险及策略表现，主动优化并调整策略以提升风险调整后收益。 同样的技能，策略，框架将需要被应用在其他另类资产（crypto）领域。 任职要求： 数学、统计学、计算机科学、工程或相关量化专业本科及以上学历。 具备dispersion trading（股指分散交易）、correlation trading（相关性交易） 或 index arbitrage（指数套利）在美股市场的实际操作经验。至少2年美股中频交易（持仓周期为小时至数天）实战经历。 精通Python/C++/R等主流编程语言，熟悉交易系统开发。扎实的股票市场微结构及交易执行知识。优秀的分析能力和量化建模能力，能够独立设计并回测复杂交易策略。 有独立驱动工作的能力，并能在竞争激烈、快节奏环境中取得业绩。 熟悉期权、ETF套利及其他市场中性策略者优先。 有数据挖掘、预测建模及机器学习在交易中应用经验者优先。 拥有可验证或可引用的历史盈利记录者优先。