Gordon9944
专注于亚太Hedge fund人才，欢迎交流
三年外资银行到Hedgefund量化猎头，为您精准连接顶级人才与机遇
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oh！APAC Hedge Funds猎头服务
I am Gordon, after three years in foreign banks, transitioning to quantitative hedge fund roles. We connect top talent with opportunities.
Senior headhunter in the Asia-Pacific region recruiting top quantitative hedge funds, seeking top talent. Can tailor contracts specifically for hedge funds in the Asia-Pacific region to meet customer needs.
Location: Beijing, Shanghai, Shenzhen, Hong Kong, Singapore, Japan, remote, etc
Partners: China's leading quantitative hedge fund, globally renowned hedge fund, web 3.0 fund, AI technology company
Position: Quant Researcher, Quantitative Manager, CTA Quantitative Investment, Alpha Investment Manager, Stock T0 Strategy, Option Quantitative Strategy, High Frequency, Quantitative Strategy (Machine Learning), C++Quantitative Trading System Development, Channel Manager, etc.
We welcome quantitative and Internet technology talents and companies at home and abroad to exchange industry insights and information.
#量化 #quant #crypto #hedgefund #量化交易 #headhunter
I am Gordon, after three years in foreign banks, transitioning to quantitative hedge fund roles. We connect top talent with opportunities.
Senior headhunter in the Asia-Pacific region recruiting top quantitative hedge funds, seeking top talent. Can tailor contracts specifically for hedge funds in the Asia-Pacific region to meet customer needs.
Location: Beijing, Shanghai, Shenzhen, Hong Kong, Singapore, Japan, remote, etc
Partners: China's leading quantitative hedge fund, globally renowned hedge fund, web 3.0 fund, AI technology company
Position: Quant Researcher, Quantitative Manager, CTA Quantitative Investment, Alpha Investment Manager, Stock T0 Strategy, Option Quantitative Strategy, High Frequency, Quantitative Strategy (Machine Learning), C++Quantitative Trading System Development, Channel Manager, etc.
We welcome quantitative and Internet technology talents and companies at home and abroad to exchange industry insights and information.
#量化 #quant #crypto #hedgefund #量化交易 #headhunter
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MOVA & USD1SWAP Genesis Eagle
Backed jointly by the Trump Fund (WLFI), Aqua1, and Standard Chartered Bank, the financial engine USD1SWAP, which carries the USD1 stablecoin and the trillion-level RWA track, officially opens for subscriptions.
Copy the link in the Web3 wallet to enter the official website for subscription…
#美国政府停摆 #mova #USD1Swap
Backed jointly by the Trump Fund (WLFI), Aqua1, and Standard Chartered Bank, the financial engine USD1SWAP, which carries the USD1 stablecoin and the trillion-level RWA track, officially opens for subscriptions.
Copy the link in the Web3 wallet to enter the official website for subscription…
#美国政府停摆 #mova #USD1Swap
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The 4th China Quantitative Investment White Paper Seminar - Singapore Venue
Conference Highlights: Face-to-Face with Singapore Financial Management Institutions
Singapore is an important gateway for global asset management companies and investors, with a total asset management scale of SGD 6.07 trillion, of which alternative investments have increased by 14%, and 77% of AUM comes from outside Singapore.
Conference Highlights: In-Depth Engagement with Alternative Assets
Cryptocurrency Market Total Market Value $1.94 trillion
Equity Market China Stock Market: $10.62 trillion
US Stock Market: $53.8 trillion
The "China Quantitative Investment White Paper" was jointly initiated by Kuangbang Technology, Huatai Securities, Financial Industry, and Huarei Technology in 2021, depicting the talents and organizations in the quantitative industry, trends and frontiers, interviews and practices through quantitative and qualitative methods. Approximately 1000 questionnaires were collected over 3 years, with in-depth interviews from over 20 institutions, including Jiukun Investment, Century Frontier, and Wenbo Investment, compiled into a book, with a cumulative issuance of over 10,000 printed copies, and the electronic version has also received high praise in the market.
The "2024-2025 Annual China Quantitative Investment White Paper" PDF electronic version is free!
#美SEC和CFTC加密监管合作 #量化 #Quant
Conference Highlights: Face-to-Face with Singapore Financial Management Institutions
Singapore is an important gateway for global asset management companies and investors, with a total asset management scale of SGD 6.07 trillion, of which alternative investments have increased by 14%, and 77% of AUM comes from outside Singapore.
Conference Highlights: In-Depth Engagement with Alternative Assets
Cryptocurrency Market Total Market Value $1.94 trillion
Equity Market China Stock Market: $10.62 trillion
US Stock Market: $53.8 trillion
The "China Quantitative Investment White Paper" was jointly initiated by Kuangbang Technology, Huatai Securities, Financial Industry, and Huarei Technology in 2021, depicting the talents and organizations in the quantitative industry, trends and frontiers, interviews and practices through quantitative and qualitative methods. Approximately 1000 questionnaires were collected over 3 years, with in-depth interviews from over 20 institutions, including Jiukun Investment, Century Frontier, and Wenbo Investment, compiled into a book, with a cumulative issuance of over 10,000 printed copies, and the electronic version has also received high praise in the market.
The "2024-2025 Annual China Quantitative Investment White Paper" PDF electronic version is free!
#美SEC和CFTC加密监管合作 #量化 #Quant
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Crypto high-frequency quant look here!!!
#Web3 quantitative trading company, with industry-leading #high-performance trading framework and practical experience.
Headquartered in Singapore, members primarily come from Hong Kong University of Science and Technology, Chinese Academy of Sciences, Fudan University, and Wuhan University, including PhDs and Masters in Computer Science.
Position Title: #Crypto High-Frequency Trading Strategy Researcher
Base: Shanghai/Shenzhen/Hong Kong/Remote
【Job Responsibilities】
1. Develop and optimize #high-frequency trading strategies (#market making /#arbitrage /#trend following, etc.).
2. Monitor strategy performance, dynamically adjust parameters, and adapt to market changes.
3. Manage trading risks and respond to market anomalies.
4. Produce strategy research reports to promote team strategy iterations.
【Job Requirements】
1. Master's degree or above in Computer Science, Mathematics, Statistics, Physics, Financial Engineering, or related fields from 985/211 or globally ranked QS100 universities.
2. 2 years or more of quantitative research experience, with preference given to those with experience in digital asset markets and liquidity management.
3. Strong coding skills with high performance, proficient in at least one of Go/C++/Python.
4. Experience in competitions such as NOI/ICPC/CMO/CPhO with outstanding results, and preference for those with experience in top private equity or foreign hedge funds.
5. Understanding of cryptocurrency market characteristics (high volatility, 24/7 trading, etc.), and familiarity with digital currency exchange APIs and the entire strategy development process.
6. Mastery of basic blockchain knowledge (trading mechanisms, spot/contract, funding rates, Maker/Taker, etc.).
7. Passionate about the financial industry, self-driven, with strong hands-on skills and problem-solving abilities.
8. Excellent communication skills, teamwork ability, strong ambition, and eagerness to learn.
【Bonus Items】
1. Experience in Go/C++ #low-level optimization.
2. Experience in matching engine development/optimization.
3. Successful practical market making/arbitrage strategy cases.
4. Familiarity with unique risks in the #crypto market (flash crashes, coin delistings, funding rate adjustments, etc.).
【Salary and Benefits】
1. Competitive salary and broad career development prospects.
2. Fast-paced, results-oriented, flat structure.
3. Rich opportunities and resources to access the latest ecosystems and markets.
#Web3 quantitative trading company, with industry-leading #high-performance trading framework and practical experience.
Headquartered in Singapore, members primarily come from Hong Kong University of Science and Technology, Chinese Academy of Sciences, Fudan University, and Wuhan University, including PhDs and Masters in Computer Science.
Position Title: #Crypto High-Frequency Trading Strategy Researcher
Base: Shanghai/Shenzhen/Hong Kong/Remote
【Job Responsibilities】
1. Develop and optimize #high-frequency trading strategies (#market making /#arbitrage /#trend following, etc.).
2. Monitor strategy performance, dynamically adjust parameters, and adapt to market changes.
3. Manage trading risks and respond to market anomalies.
4. Produce strategy research reports to promote team strategy iterations.
【Job Requirements】
1. Master's degree or above in Computer Science, Mathematics, Statistics, Physics, Financial Engineering, or related fields from 985/211 or globally ranked QS100 universities.
2. 2 years or more of quantitative research experience, with preference given to those with experience in digital asset markets and liquidity management.
3. Strong coding skills with high performance, proficient in at least one of Go/C++/Python.
4. Experience in competitions such as NOI/ICPC/CMO/CPhO with outstanding results, and preference for those with experience in top private equity or foreign hedge funds.
5. Understanding of cryptocurrency market characteristics (high volatility, 24/7 trading, etc.), and familiarity with digital currency exchange APIs and the entire strategy development process.
6. Mastery of basic blockchain knowledge (trading mechanisms, spot/contract, funding rates, Maker/Taker, etc.).
7. Passionate about the financial industry, self-driven, with strong hands-on skills and problem-solving abilities.
8. Excellent communication skills, teamwork ability, strong ambition, and eagerness to learn.
【Bonus Items】
1. Experience in Go/C++ #low-level optimization.
2. Experience in matching engine development/optimization.
3. Successful practical market making/arbitrage strategy cases.
4. Familiarity with unique risks in the #crypto market (flash crashes, coin delistings, funding rate adjustments, etc.).
【Salary and Benefits】
1. Competitive salary and broad career development prospects.
2. Fast-paced, results-oriented, flat structure.
3. Rich opportunities and resources to access the latest ecosystems and markets.
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Four top crypto firms looking for high-frequency market making and arbitrage QR (CTA also considered)
High-frequency market making and arbitrage QR/PM base Hong Kong/Singapore/Remote
High-frequency market making and arbitrage QR/PM base Shenzhen/Hong Kong/Remote
High-frequency market making and arbitrage QR/PM base Shanghai/Hong Kong/Remote
High-frequency market making and arbitrage QR/PM base Hong Kong/Remote
1. Development of real trading quantitative strategies (including but not limited to CTA strategies, arbitrage strategies, market maker strategies, and high-frequency strategies);
2. Fund quantitative strategy upgrading maintenance, product management;
3. Development of quantitative trading models, optimizing company trading strategies;
4. Implementing algorithmic strategies through modular programming and performing accurate backtesting and intelligent analysis of historical data.
Job Requirements:
1. Full-time undergraduate degree or above, in related fields such as financial engineering, computer science, statistics, applied mathematics, etc., overseas study experience is preferred;
2. Independent modeling experience in Python (preferred), Matlab, R, SAS programming languages; certain object-oriented programming foundation, and some Linux environment programming experience;
3. Relevant financial knowledge, able to understand CTA strategies, arbitrage strategies, market maker strategies, and high-frequency strategies;
4. Familiar with futures, cash market ratios, options, and financial derivatives markets;
5. Familiar with commonly used modeling tools, design tools, and software technical documentation writing methods;
6. More than two years of experience in related industries in quantitative trading model, algorithm strategy development, and real trading management experience;
#quant
High-frequency market making and arbitrage QR/PM base Hong Kong/Singapore/Remote
High-frequency market making and arbitrage QR/PM base Shenzhen/Hong Kong/Remote
High-frequency market making and arbitrage QR/PM base Shanghai/Hong Kong/Remote
High-frequency market making and arbitrage QR/PM base Hong Kong/Remote
1. Development of real trading quantitative strategies (including but not limited to CTA strategies, arbitrage strategies, market maker strategies, and high-frequency strategies);
2. Fund quantitative strategy upgrading maintenance, product management;
3. Development of quantitative trading models, optimizing company trading strategies;
4. Implementing algorithmic strategies through modular programming and performing accurate backtesting and intelligent analysis of historical data.
Job Requirements:
1. Full-time undergraduate degree or above, in related fields such as financial engineering, computer science, statistics, applied mathematics, etc., overseas study experience is preferred;
2. Independent modeling experience in Python (preferred), Matlab, R, SAS programming languages; certain object-oriented programming foundation, and some Linux environment programming experience;
3. Relevant financial knowledge, able to understand CTA strategies, arbitrage strategies, market maker strategies, and high-frequency strategies;
4. Familiar with futures, cash market ratios, options, and financial derivatives markets;
5. Familiar with commonly used modeling tools, design tools, and software technical documentation writing methods;
6. More than two years of experience in related industries in quantitative trading model, algorithm strategy development, and real trading management experience;
#quant
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