【About Us】
We are a leading quantitative trading firm and liquidity provider dedicated to delivering superior risk-adjusted returns. Our trading models have stood the test of time by combining comprehensive mathematical analysis, extensive financial market knowledge, and cutting-edge artificial intelligence technology solutions. We are pioneers in systematic decision-making, algorithmic execution, and active risk management. Our team consists of experienced professionals from top investment banks (such as Morgan Stanley/Merrill Lynch (Bank of America)/UBS/Macquarie) and graduates with outstanding academic backgrounds from institutions like London School of Economics/Oxford University/Nanyang Technological University/National University of Singapore.
【Responsibilities】
Real-time Data Processing
- Build and optimize real-time data stream processing systems using Apache Flink for millisecond-level market data, option Greeks, volatility, and news sentiment calculations
- Design and implement complex event processing logic using Flink CEP for real-time market anomaly detection and trading signal generation
In-Memory Storage and Performance Optimization
- Design efficient real-time data storage and query architectures using Redis to support second-level aggregation and access of massive tick data
- Optimize Redis cluster performance, including data sharding, persistence configuration, memory management, and high concurrency processing
Quantitative Strategy Support
- Support real-time generation and dynamic adjustment of quantitative trading strategies, such as minute-level 3-Way Collar strategies
- Work closely with quantitative analysts and algorithm teams to design low-level technical frameworks supporting high-frequency trading
System Stability and Scalability
- Build highly available distributed systems ensuring stability and low latency for real-time trading systems
- Design data flow and storage scaling solutions supporting real-time computation needs for thousands of stocks and options
Technical Innovation and Optimization
- Continuously research latest big data processing technologies and database optimization solutions
- Create high-quality technical documentation and provide technical support and training
【Requirements】
Core Skills
- Bachelor’s degree or above in Computer Science or related field, 5+ years experience in distributed systems or financial big data processing
- Expert in Redis, familiar with data structures, persistence mechanisms, and cluster deployment
- Expert in Apache Flink, familiar with stream processing architecture, state management, and Complex Event Processing (CEP)
Programming Skills
- Proficient in C++, Java, Python, Scala with solid programming foundation
- Experience in high-throughput, low-latency development preferred
- Familiar with multi-threading programming and asynchronous frameworks
Data Skills (Bonus)
- Proficient in setting up Apache Doris, ES databases
- Experienced with Kafka, Minio and other common components
- Familiar with Bloomberg/Reuters/Factset financial data product structures
Quantitative Trading Experience (Bonus)
- Experience in financial industry and quantitative trading system development
- Understanding of tick data calculation and option pricing models
- Familiar with Greeks and implied volatility calculations
- Knowledge of common option trading strategy calculations
Personal Skills
- Strong problem analysis and solving abilities
- Excellent team collaboration and communication skills
- Fluent English proficiency preferred
【Benefits】
- Optional remote work up to 100% – your choice; up to 25 days working abroad annually
- Competitive base salary and bonuses
- Flat organizational structure, positive team atmosphere
- Multiple company overseas trips annually
- Recreational activities including sports and board games
【Location】
- China Shanghai/Dublin/Calgary