Direct message the job poster from Avenir Group Collect, clean, and analyze high-frequency market data (such as order book data, trade data, market depth, etc.) to build efficient data processing workflows. Develop and optimize quantitative models for predicting short-price movements, volatility, and liquidity. Conduct performance attribution analysis of high-frequency strategies to identify sources of returns and risk factors. Analyze market microstructure (such as order book dynamics, spreads, liquidity distribution, etc.) to uncover potential trading opportunities. Qualifications: Master’s degree or above from a well-known domestic or international university, preferably in Mathematics, Physics, Statistics, Financial Engineering, or related fields. Familiarity with the development process and methodology of quantitative strategies, with experience in renowned quantitative institutions being a plus. Proficiency in using Python, C++, Java, and other tools to process large volumes of financial data. Strong sense of teamwork and communication skills, as well as a high level of responsibility and stress tolerance. Seniority level
Not Applicable Employment type
Full-time Job function
Analyst and Finance Industries: Venture Capital and Private Equity Principals, International Trade and Development, and Holding Companies
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