① Quantitative factor/strategy development: factor mining based on high and low frequency price and volume data, factor validity research

② Multi-factor integration: use statistical models, machine learning and other methods to perform linear/non-linear integration of multiple factors

③ Portfolio optimization research and attribution analysis;

① More than 2 years of experience in quantitative strategy opening and firm operation

② Qingbei reunion or 985 university education background

③ Must have a machine learning research background

④ Familiar with statistical modeling, multiple regression, time series analysis, etc.

⑤ Familiar with algorithms such as support vector machine, Boosting, random forest, etc.

⑥ Experience in optimization algorithms, familiar with concepts such as Lagrangian Duality, KKT conditions, SDP, interior point method, etc.