Intern - Quantitative Research (Backtest and Live Trading Platform)

Job Responsibilities

• Develop and enhance the functionality of existing backtesting and live trading framework, including backtesting, paper trading, and live trading modes. The engine must support multi-frame data (daily, minute frame, and tick-level) and multi-asset support (stocks, futures, and currencies).
• Handle testing, maintenance, support, and enhancement of the existing backtesting and live trading system.
• Connect the data module with various data sources, such as AQUMON’s data center, Bloomberg, Wind, Choice, and local CSV data.
• Connect the trading module with the Order Management System and Execution Management System.
• Optimize the latency and throughput of existing trading platforms.
• Automate routine tasks using scripting languages.
• Effectively communicate and cooperate with the infrastructure team and strategy developers.

Job Requirements

• Major in a quantitative discipline (Computer Science, Mathematics, Statistics, Physics, Engineering, Finance, etc.).
• Programming experience in Python. Experience developing backtesting and live trading engines is a plus.
• Experience developing complex multi-threaded Python applications is a plus. Solid knowledge of financial instruments such as equity, futures, currencies, and options is a plus.
• Fluent in Mandarin and English.
• Self-motivated, solution-oriented, and innovative.

Profile and Fit

• Passionate about entrepreneurship and familiar with fintech.
• Proactive, responsible, and team-driven.