quantitative equities/fixed income/CTA strategiest

  • competitive
  • 上海, 上海市, 中国
  • 3-5 年
  • Preston Asset Management
  • 2017-01-09

Preston Investment Group is a leading hedge fund with head office in Shanghai and trading crossing major markets. The fund is one of the members of asset management association of China (AMAC). Its clients including major banks and securities in China and leading offshore mutual funds. Its major trading strategies include index arb, CTA, statistical arbitrages in equities and commodities markets, event-driven arbitrages, high frequency market making and volatility arbitrages.

1. Analyze domestic and overseas financial market data (commodity futures, stock index futures, treasury bond futures, stocks, etc.) to build quantitative equities and (or)CTA strategies (intraday CTA or intercommodity arbitragies are preferred though trend following is also welcomed) or fixed income market quant strategies.
2.Develop and maintain strategies via ways including but not limited to time series, statistic model, machine learning, artificial intelligence etc.
3.Participate into the development of of CTA strategy infrastructures or other quantitative analytic platforms. Experience in fixed income market arb strategies is a big plus.

Requirement
1.Statistical, science and engineering background, have good knowledge reserve of statistics, data mining, etc. and be familiar with machine learning.
2. Good programming skills, be familiar with at least one programming language.
3.Good  data mining and machine learning skills to develop relevant strategies.
4.Good self-learning, fast learning ability and execution. Have passion and love financial industry.
5.Master degree or above, or excellent talent in relevant major of bachelor degree.
6.Experience with China markets is a plus.