[北京]Aures Capital招聘Algorithmic Trading Strategie

[Wanjun Huang]

Sector  :          Algorithmic Trading Strategies Development
Position:          IT/Quant Developer
Start Date:        Early April 2012
Duration:          3months
Location:          Beijing
    
Background
    
A proprietary trading company is seeking a smart and talented individual to w
ork closely with its owner on cutting-edge systematic trading models. This po
sition will involve research, design, and implementation of systematic tradin
g strategies. The work involved will be applied across various asset classes 
and global markets. Send CV to ap...@aurescapital.com
    
    
Role Description
    
1.    The role is a hand’s on role requiring the individual to code and deli
ver on tight deadlines.
2.    Design robust market data acquisition systems pertaining to over 60+ fi
nancial instruments including Equity Futures, Commodity Futures, Rates Future
s and Foreign Exchange.
3.    Responsible for ongoing maintenance of market data database and regular
 market data updates including responsibility to resolve any issues with mark
et data providers.
4.    Development of fast and reusable trading strategies backtesting systems
 based on algorithms and using historical market data.
5.    Work closely with the owner to identify new trading algorithms and refi
ning existing algorithms.
6.    Continuous research of quantitative trading model and technical analysi
s indicators.
7.    Development of reporting system allowing fair and conclusive comparison
 across various different backtested trading strategies.
8.    Research of trend-following and mean reverting trading strategies.
9.    Responsible for managing the ongoing project lifecycle for implementati
ons requested by the owner.
10.    Development of automated trade execution systems linked to the broker’
s platform using the broker’s proprietary Application Programming Interface 
API.