Huifeng Algorithm Technology Research

[Job Responsibilities]

1. Futures arbitrage strategy development and backtesting: Based on the futures basis logic, use Python/C++ etc. to clean up historical data and backtest, and output Sharpe ratio and maximum drawdown report.

2. Simulation and real-time verification: Conduct simulated trading during the development period to calibrate the model's reaction speed.

3. Risk monitoring and management: After the real account is activated, be responsible for daily profit and loss monitoring, position management, and daily maintenance of non-standardized data (such as exchange inventory, interest rates).

[Job Requirements]

1. Bachelor's degree or above, majoring in Computer Science, Software Engineering, Mathematics, Finance, Economics, etc. (do not accept fresh graduates and those with less than 4 years of full-time relevant experience, those with no relevant experience please do not disturb)

2. Proficient in Python (Pandas, NumPy) or C++

3. Market insight: Highly sensitive to macroeconomic factors such as interest rate hikes and exchange rate fluctuations, and able to explain the market logic behind the data

4. Bonus:

a) Candidates with at least 4 years of quantitative futures strategy experience are preferred

b) Meet the requirements of any of the four major world university rankings, with priority given to the top 100 universities/985/211

c) Priority will be given to those with visas, and those without visas will be interviewed based on their abilities

[Salary and benefits]

1. Directly involved in core quantitative strategy research and development, as well as asset management practical opportunities.

2. Competitive salary and year-end bonuses based on performance.

3. Provide Hong Kong local accommodation or housing allowance.

4. Provide breakfast, lunch, and dinner.

5. New department establishment period, team members can be allocated high bonuses for motivation.