Job Responsibilities:

Based on intraday high-frequency market information, use machine learning methods to research and analyze market microstructure and extract effective features;
Utilize statistical methods to analyze market data and real-time trading results, and assist the quantitative trading team in designing trading models;
Build comprehensive quantitative strategies based on independently developed effective feature factors;
Perform necessary data cleaning and mining.

Job Requirements:

A solid foundation in mathematical statistics, with familiarity with classic algorithms and network architectures in machine learning and deep learning.
An exploratory spirit and strong hands-on skills, with proficiency in implementing relevant algorithms in Python and C++.
Experience in research or project development related to machine learning/deep learning.
Internship of at least three months, five days per week or more. Long-term internships preferred.