As a Machine Learning Engineer Intern at Optiver, you’ll work alongside experienced engineers on high-performing systems that respond to live financial markets in real time.

You’ll contribute to the compute platforms and libraries that support large-scale machine learning model training and simulation workloads, gaining hands-on experience applying modern ML techniques to real quantitative trading problems. Within weeks, you could be building tools or models that run in production and directly support our trading strategies.

By the end of the 8-week internship, you’ll have a clear and practical understanding of how technology and ML techniques are used in the quantitative trading industry. Plus, if you’ve excelled over the summer, you’ll receive an offer to return as a Machine Learning Engineer.

WHAT YOU’LL DO:

Led by our in-house education team that consists of ex-traders and engineers, you’ll delve into advanced engineering concepts and lead innovative projects, during our world-class training program.

In just a few weeks, you'll have the opportunity to:

• Gain first-hand experience applying the latest AI technology to quantitative trading problems.

• Help build the compute platform and libraries for large scale machine learning model training and simulation workloads.

• Manage a project end-to-end, learn how to work with a complex code base and make impactful contributions to production systems.

• Work on real trading and IT problems, both technically and functionally, to improve our trading success.

Throughout the program, you'll be paired with an experienced mentor, who will show you the ins-and-outs of our trading systems, and provide you with guidance and feedback.

Additionally, internal resources will be available for your continuous learning and development.

WHAT YOU’LL GET:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the most complex problems in the financial markets.

In addition, you’ll receive:

• A highly competitive remuneration package.

• Optiver-covered flights and accommodation for the duration of the internship.

• The opportunity to work alongside best-in-class professionals.

• Training, mentorship and personal development opportunities.

• Gym membership, plus weekly in-house chair massages.

• Daily breakfast, lunch and in-house barista.

• Regular social events.
  
  

WHO YOU ARE:

• Students graduating in 2027 or later.

• Foundations in Machine Learning fundamentals, including optimisation and deep learning concepts.

• Hands-on experience with deep learning frameworks such as PyTorch, JAX, or similar.

• Interested in building scalable and reproducible machine learning pipelines, including data preprocessing, training, evaluation, and experiment tracking.

• Natural problem solvers who love nothing more than tackling a complex technical challenge.

• Team players who thrive in collaborative environments and are eager to learn, iterate, and improve.

• Interested in the trading / quantitative finance industry (prior finance knowledge is not required).
  
  Optional:

• Ability to identify and reason about compute and performance bottlenecks, using profiling, benchmarking, and systematic analysis to improve training efficiency.

• Experience with distributed training or GPU acceleration is a plus.

• Familiarity with experiment management tools (e.g. MLflow, Weights & Biases) or workflow orchestration is a plus.

HOW TO APPLY:

If you're ready to take the next step in your career and work on one of the most exciting trading floors in mainland China, we’d love to hear from you. Apply now via the form below. Applications close 16 March 2026.

In your application, please submit the following materials in English:

• Resume

• Cover letter (optional)

For any other inquiries, contact us at chinacareers@optiver.com.au

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can re-apply when the next recruitment season begins in 2027.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

As a Software Developer Intern at Optiver, you’ll work alongside experienced engineers to develop innovative solutions that enable us to respond to the financial markets at lightning-fast speeds. In just a few weeks, you could develop applications that contribute towards our trading success.

By the end of the 8-week internship, you’ll have deepened your understanding of how technology is used in the quantitative trading industry. Plus, if you’ve excelled over the summer, you’ll receive an offer to return as a Graduate Software Developer.

WHAT YOU’LL DO:

Led by our in-house education team that consists of ex-traders and engineers, you’ll delve into advanced engineering concepts and lead innovative projects, during our world-class training program.

In just a few weeks, you'll have the opportunity to manage a project from end-to-end, learn how to work with a complex code base and make impactful contributions to production systems. You’ll get to work on real trading and IT problems, both technically and functionally, to improve our trading success.

You will also be able to build the compute platform and libraries for large scale machine learning model training and simulation workloads. You will have first-hand experience on applying the latest AI technology to quantitative trading problems.

Throughout the program, you will be paired with an experienced mentor, who will show you the ins-and-outs of our trading systems and provide you with guidance and feedback. Additionally, internal resources will be available for your continuous learning and development.

WHAT YOU’LL GET:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the most complex problems in the financial markets.

In addition, you’ll receive:

• A highly competitive remuneration package.

• Optiver-covered flights and accommodation for the duration of the internship.

• The opportunity to work alongside best-in-class professionals.

• Training, mentorship and personal development opportunities.

• Gym membership, plus weekly in-house chair massages.

• Daily breakfast, lunch and in-house barista.

• Regular social events.

WHO YOU ARE:

• Students who are graduating in 2027 or after 2026 September.

• Studying a Computer Science, Computer/Software/Electrical/Mechatronic Engineering or similarly technical degree.

• Knowledgeable about object orientated design and development concepts (experience with C++, C#, Python or Java is required for our technical assessment). 

• Understanding of the concepts underlying machine learning and deep learning technologies, and experience with modern deep learning frameworks such as TensorFlow, PyTorch etc

• Natural problem solvers who love nothing more than tackling a complex technical challenge.

• Team players who love working with like-minded peers and are always looking to learn and improve.

• Interested in the trading/quantitative finance industry (previous knowledge is not required).

HOW TO APPLY:

If you're ready to take the next step in your career and work on one of the most exciting trading floors in mainland China, we’d love to hear from you. Apply now via the form below. Applications close 16 March 2026.

In your application, please submit the following materials in English:

• Resume

• Cover letter (optional)

For any other inquiries, contact us at chinacareers@optiver.com.au

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can re-apply when the next recruitment season begins in 2027.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

The Impact You’ll Be Contributing to Moloco:

• Data Science and Analytics (DSA) is a global team of data scientists and analysts. As a Data Scientist, Growth Analytics intern, you will work with data products, e.g. raw data, campaign facts, growth insights to help customers improve campaign performance and maximize their business goals with Moloco.

The Opportunity:

• Moloco Data Scientist, Growth Analytics interns contribute in the following areas, all while working cross-functionally to help meet our client’s needs and advance our machine learning models. 
  • Data Analysis: data gathering, analysis and effective communication of presentations and recommendations to multiple levels of stakeholders. You’ll be responsible for creating custom visual displays of quantitative information through writing queries, scripts, and developing automated reports and dashboards to provide insights at scale.
  • Data validation: verifying the data we obtain from ad exchanges and mobile-app tracking solutions to confirm our campaign models are trained with the most accurate engagement data.
  • Campaign optimization: engaging in the life cycle of campaigns, from monitoring  daily performance to partnering with sales teams on bespoke analysis for clients.
  • Business Collaboration: collaborate with key stakeholders to help Moloco focus on decisions that improve our products and services, with a focus on client growth.  

How Do I Know if the Role is Right For Me?

• Current student in a Bachelor's or Master’s program and able to complete an internship of at least 6 months.
• Statistics: must have strong knowledge and experience in experimental design,  hypothesis testing, and various statistical analysis such as regression or time-series analysis.
• Programming: experience in Python and SQL is required.
• Comfortable balancing multiple projects simultaneously and effectively prioritizing work based on business needs.
• Excellent verbal and written communication skills, with ability to present information and analysis results effectively to technical and less technical stakeholders..
• Ability to build positive relationships within the data science & analytics community, as well as with our business stakeholders and clients.
• Work effectively with cross-functional and cross-cultural partners.
• Have an interest in data, metrics, analysis, and trends from the mindset of helping a customer-centric business. Know when to apply statistical measurement vs 80-20 analysis for business growth.
• Ability to manage multiple projects at the same time while paying attention to detail.
• Distinctive problem-solving skills, good at articulating product questions, pulling data from large datasets and using statistics to arrive at a recommendation.
• Proven ability to own projects end-to-end, even when you have to get creative: you do more than completing delegated tasks.

* This internship is targeted for this summer term or earlier.
* This position does not support work-from-home arrangements.

The Impact You’ll Be Contributing to Moloco:

Moloco’s Growth Data Science team leverages data and experimentation to uncover growth opportunities for our customers — helping them acquire more valuable users at a lower cost. As a Team Lead, you will manage and mentor a team of data scientists while also taking on hands-on data science work - providing the opportunity to both shape team strategy and stay close to customer impact.

This team focuses on supporting gaming companies in China, working directly with premium clients to optimize their user acquisition campaigns and scale their growth with Moloco’s machine learning–powered advertising platform.

What You’ll Do

Team Leadership:

• Lead, coach, and develop a team of high-performing data scientists, fostering growth in both business and technical know-how.
• Set priorities, review work quality, and ensure impactful delivery aligned with Moloco and client objectives.
• Collaborate closely with global stakeholders across Sales, Product, Engineering and Go-To-Market teams to bring customer needs into Moloco’s broader growth and product strategies.

Strategic customer support:

• Partner with Sales teams to develop compelling growth narratives, join client meetings, and present insights to C-level stakeholders at leading gaming companies.
• Design, run, and analyze experiments to support campaign optimization.
• Generate insights and provide actionable recommendations to improve UA efficiency, engagement, and retention for gaming clients.
• Verifying the data we obtain from ad exchanges and mobile-app tracking solutions to confirm our campaign models are trained with the most accurate engagement data.

What We’re Looking For

Minimum Requirements:

• 7+ years of experience in data science, analytics, or related roles, including hands-on use of Python and SQL.
• Proven experience designing and running experiments (A/B testing, causal inference, etc).
• Strong statistics foundation (experimental design, hypothesis testing, regression, time-series analysis).
• Fluent in Mandarin Chinese and English, with excellent communication skills (verbal, written, and presentation).
• Experience working directly with clients, especially in campaign or growth optimization contexts.
• Strong collaborator with experience working across global, cross-functional teams.
• Demonstrated ability to own projects end-to-end and think strategically while executing tactically.
• Master’s degree in a quantitative field (or equivalent practical experience).

Preferred Qualifications:

• Prior people management experience leading technical teams (managing data scientists or analysts).
• Deep familiarity with the gaming industry and user acquisition strategies.
• Willingness to travel occasionally within China to meet with clients.

The Impact You’ll Be Contributing to Moloco:

• Data Science and Analytics (DSA) is a global team of data scientists and analysts. As a Data Scientist, Growth Analytics intern, you will work with data products, e.g. raw data, campaign facts, growth insights to help customers improve campaign performance and maximize their business goals with Moloco.

The Opportunity:

• Moloco Data Scientist, Growth Analytics interns contribute in the following areas, all while working cross-functionally to help meet our client’s needs and advance our machine learning models. 
  • Data Analysis: data gathering, analysis and effective communication of presentations and recommendations to multiple levels of stakeholders. You’ll be responsible for creating custom visual displays of quantitative information through writing queries, scripts, and developing automated reports and dashboards to provide insights at scale.
  • Data validation: verifying the data we obtain from ad exchanges and mobile-app tracking solutions to confirm our campaign models are trained with the most accurate engagement data.
  • Campaign optimization: engaging in the life cycle of campaigns, from monitoring  daily performance to partnering with sales teams on bespoke analysis for clients.
  • Business Collaboration: collaborate with key stakeholders to help Moloco focus on decisions that improve our products and services, with a focus on client growth.  

How Do I Know if the Role is Right For Me?

• Current student in a Bachelor's or Master’s program and able to complete an internship of at least 6 months.
• Statistics: must have strong knowledge and experience in experimental design,  hypothesis testing, and various statistical analysis such as regression or time-series analysis.
• Programming: experience in Python and SQL is required.
• Comfortable balancing multiple projects simultaneously and effectively prioritizing work based on business needs.
• Excellent verbal and written communication skills, with ability to present information and analysis results effectively to technical and less technical stakeholders..
• Ability to build positive relationships within the data science & analytics community, as well as with our business stakeholders and clients.
• Work effectively with cross-functional and cross-cultural partners.
• Have an interest in data, metrics, analysis, and trends from the mindset of helping a customer-centric business. Know when to apply statistical measurement vs 80-20 analysis for business growth.
• Ability to manage multiple projects at the same time while paying attention to detail.
• Distinctive problem-solving skills, good at articulating product questions, pulling data from large datasets and using statistics to arrive at a recommendation.
• Proven ability to own projects end-to-end, even when you have to get creative: you do more than completing delegated tasks.

* This internship is targeted for this summer term or earlier.
* This position does not support work-from-home arrangements.

About Akuna

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialise in providing liquidity as an options market maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully we design and implement our own low latency technologies, trading strategies and mathematical models. At Akuna we have a flat structure, where the best idea wins.

Our Founding Partners, including Andrew Killion, first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Shanghai, Sydney, Singapore and London.

What you’ll do as Junior Developer on the C++ Team at Akuna:

• Work on a range of high-performance and low-latency systems, ranging from exchange connectivity, trading algorithms, pricing, and automation.
• Collaborate closely with colleagues from within the technology team and other departments including quant and trading to identify and deliver high impact projects.
• Be responsible for the full software development life cycle from requirements analysis, design, development, testing, deployment, and post deployment reliability and performance.
• Contribute innovative ideas and solutions to the team.

• BS/MS/PhD in Computer Science, Engineering, or equivalent technical field
• 0-2 years' experience, must be graduating by Jul 2026 or prior
• Familiarity with modern C++ development and best practices
• Excellent communication and collaboration skills
• Passion for building high quality software within a fast-moving environment
• Familiarity with data structures, algorithms, and lower-level performance optimisation
• Familiarity with multi-threaded and distributed systems
• Willing to communicate in English at the technical interviews.

Optiver continues to expand across APAC, increasing its regional footprint, expanding access channels across markets, and rolling out strategies across its major business lines.

For its growing D1 Cash business, Optiver is looking to fill a senior external-facing Business Development position in Hong Kong with responsibility to enable further growth in the region through challenging the status quo, gather unique insights and pursuing best-in-class commercial business outcomes.

You will take prime responsibility for Business Development for the D1 Cash business line, with scope for involvement with other business lines too.

Through your expertise and network, you will seek to add value to our business in close collaboration with internal and external business partners.  You will work directly with key business stakeholders including trading leaders in the D1 Cash business line, Corporate Strategy and the Institutional Sales team.

What you’ll do:

• You will be professionally representing the regional D1 Cash business in Hong Kong and beyond
• Inform and direct the business on impactful developments relating to our markets, operations, competition and brokerage partners - for better decision making
• Lead and develop business cases, partnerships and pursuing business opportunities to enable growth, in close collaboration with the business
• Challenge the status quo in Optiver’s business model, including but not limited to corporate structure, market access, prime brokerage relationships and services, identifying sources of alpha, insights and improved commercial outcomes

Who you are:

• 8+ years of experience in Business Development, Strategy or Trading roles in the equity-linked Delta 1 space
• Preference for candidates with relevant experience on the buy side (proprietary trading firms, quant and hedge funds) or sell side (including but not limited to Financing, Sales Trading)
• Proven experience creating value through pursuing business opportunities, partnerships and/or commercial outcomes.
• Proven experience building and maintaining senior industry relationships both internally and externally,
• Self-motivated, results driven and commercially minded challenging the status quo
• Critical, detail oriented, strategic thinker, entrepreneurial spirit
• Excellent technical communication and interpersonal skills
• Fluency in English is a must; Mandarin proficiency ideal but not required

What you'll get:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle some of the most complex problems in the financial markets.

In return for your expertise, you will have access to a range of Optiver perks, including:

• A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool, fostering a truly collaborative environment.
• The chance to work alongside diverse and intelligent peers in a rewarding environment.
• Leadership and growth opportunities.
• Meal allowances.
• Gym membership, plus weekly in-house chair massages.
• Corporate health insurance.
• Regular social events, including a company trip every two years.

Diversity statement

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

Questions? Get in touch with the recruitment team at careers@optiver.com.au

Key Skills & Experience:

• Core Technical
• Strong Python proficiency — you'll use it daily for signal research, backtesting, data processing, and prototyping
• Solid foundation in quantitative methods: statistics, probability, optimization, and factor modeling
• Hands-on experience with ML/DL (PyTorch, TensorFlow, or similar) — not just coursework, but building and validating models end-to-end
• Practical exposure to LLMs and AI agents — whether prompt engineering, fine-tuning, or building LLM-powered research workflows
• Research & Domain
• Exposure to factor-based strategies, portfolio construction, or systematic alpha research — able to independently design, test, and critically evaluate signals with rigour
• Comfortable working with new or unstructured datasets — cleaning, exploring, and extracting value from imperfect data
• Ability to assist PMs with portfolio analytics — analysing return attribution, risk decomposition, and testing portfolio construction parameters
• Nice-to-Haves
• Prior internship in quantitative research or systematic investing
• Familiarity with China equity markets (A-shares, market structure)
• Versatility to move between research and engineering — equally comfortable exploring a novel idea and shipping high-quality code
• Education
• Currently enrolled at a top-tier university in Computer Science, Mathematics, Statistics, Physics, or a related quantitative field

Key Skills & Requirements:

• Core Technical
• Strong Python proficiency — you'll refactor research code into robust, tested production pipelines daily
• Awareness of performance and optimisation — profiling, memory management, and computational efficiency when scaling research code across large universes
• Solid software engineering practices: version control, unit testing, code review, CI/CD, and refactoring — you care about code quality, not just code that works
• Comfortable on Linux platforms with working knowledge of shell scripting
• Experience with data analysis libraries (NumPy, SciPy, pandas) and handling large datasets
• Familiarity with databases and data infrastructure (SQL, data pipelines, or tools like ArcticDB)
• Exposure to ML/DL frameworks (PyTorch, TensorFlow, scikit-learn) or LLM-related tooling
• Research & Domain
• Relevant mathematical knowledge — statistics, optimisation, or factor modeling — enough to understand the research you're productionising
• A keen interest in financial markets and how quantitative strategies are built and deployed
• Nice-to-Haves
• Prior internship in quantitative development, systematic investing, or front-office technology
• Education
• Currently enrolled at a top-tier university in Computer Science, Software Engineering, Mathematics, Physics, or a related field with strong computational content

WHAT YOU’LL DO

We are looking for a Senior Quantitative Researcher with deep expertise in Delta One equities trading to join our Shanghai team. In this role, you will own the full lifecycle of systematic trading strategies and directly impact trading performance in live markets. You can expect to:

• Lead alpha research: define ideas, discover signals, and decide what’s worth pursuing
• Build and validate models: develop predictive models and ensure they are robust through rigorous backtesting
• Construct portfolios: combine signals, manage risk exposures, and optimize for costs and capacity
• Drive production & execution: own the team performance ensure strategies are implemented, tradable, and aligned with real market conditions

WHO YOU ARE

You are a highly driven and collaborative researcher with a strong track record in systematic equity trading and a passion for solving complex problems in fast-moving markets.

Additionally, as part of our team you’ll need:

• 5+ years of experience in quantitative research or trading within equity markets
• A strong research mindset, with hands-on experience applying machine learning / deep learning techniques to financial data
• Proven ability to generate original ideas and take them from concept to production
• Experience working with large-scale datasets and data pipelines

WHAT YOU’LL GET

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Daily office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO

As a Senior Portfolio Manager or Quantitative Researcher on our Equity MFS (Medium Frequency Statistical arbitrage) team, you’ll jointly lead the effort to build Optiver Shanghai’s proprietary equity MFS strategy. In addition, you’ll:

• Be hands-on, and responsible for the end-to-end implementation of our current strategy, with some support
• Have experience specialising in Equity Statistical Arbitrage strategies that predict horizons from intraday to couple of days
• Have experience in computationally intensive research

WHO YOU ARE

To succeed in this role, you’ll need to have the below skills and experience.

• 3+ years of experience on a successful equities trading team, preferably a proprietary trading firm
• An educational background in Statistics, Mathematics, Engineering, Computer Science, or similar
• Strong analytical and mathematical skills
• Programming experience in languages such as Python, Java and C++ is a strong plus
• Quick learner, driven, team player, open minded and eager for success
• Collaborative attitude and continuous improvement mindset

WHAT YOU’LL GET

• The chance to work alongside diverse and intelligent peers in a rewarding environment
• Competitive remuneration including an attractive bonus structure and additional leave entitlements
• Training, mentorship and personal development opportunities
• Daily breakfast, lunch and snacks
• Gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks.

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO

We look for a senior quantitative researcher who has expertise in Delta One derivatives quant trading. You will be working on complex, high impact projects that will have immediate feedback. As the key member of Optiver Shanghai’s trading team, you can expect to:

• Take the lead in developing new strategies for and delivering improvements to the trading system, in the pricing, modelling and execution domains, leveraging our mature tech stack
• Collaborate with peers to conduct and review research
• Participate in strategic discussions to set the direction of the business

WHO YOU ARE

Our success has been founded on the collaborative nature of how we operate. We look for people who thrive in team environments, love to be challenged daily and are intuitively strong.

Additionally, as part of our team you’ll need:

• 3+ years experience in quant trading, on a desk that has been at or near the market dominant position
• Hands-on, on top of all the implementation details of current strategies and has the capability to implement the solution end-to-end with some support
• Experience in computationally intensive research
• Quick learner, driven, team player, open minded and eager for success
• Strong analytical and mathematical skills
• Programming experience in Python or C++

WHAT YOU’LL GET

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Daily office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO:

• Explore, ingest, process and analyze diverse and alternative data sources
• Collaborate directly with traders and analysts on signal ideas, commodity research, and market intuition. Work with traders and analysts to develop, backtest and productionize trading signals
• Build and maintain data pipelines and analytics dashboards for various data sources
• Leverage AI technology, work with developers to improve the team's research pipelines and tools

WHO YOU ARE:

• Degree in a quantitative discipline (Mathematics, Statistics, Computer Science, Physics, Engineering, or Finance)
• Strong team player and communication skills
• 0-3 years of experience in quantitative research, data science, or a related field
• Strong Python proficiency
• Passion in AI and proved track record of leveraging AI to improve work quality
• Demonstrated ability to learn new domains quickly
• Familiar with operating systems

WHAT YOU’LL GET:

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Competitive compensation package, office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

Ready to accelerate your growth in one of the most fascinating and dynamic industries? Our Research Summer Internship program will give you real insights into how data and research is used to improve global financial markets. Expand your knowledge of the financial markets and solve challenging problems that could impact the way we trade. Plus, if you’ve excelled over the summer and shown us your potential, you could receive an offer to join us as a graduate quantitative researcher.

With Optiver’s internship program, your work improving the market starts today.

Who we are:

Optiver is a global market maker founded in Amsterdam, with offices in London, Chicago, Austin, New York, Sydney, Shanghai, Hong Kong, Singapore, Taipei and Mumbai. Established in 1986, today we are a leading liquidity provider, with close to 2,000 employees in offices around the world, united in our commitment to improve the market through competitive pricing, execution and risk management. By providing liquidity on multiple exchanges across the world in various financial instruments we participate in the safeguarding of healthy and efficient markets. We provide liquidity to financial markets using our own capital, at our own risk, trading a wide range of products: listed derivatives, cash equities, ETFs, bonds and foreign currencies.

Since its establishment in 2012, our Shanghai office is a rapidly growing participant in the Chinese markets, trading exchange-listed futures, options and equities in China mainland. Our vision is to become the trusted partner in the development of Chinese financial markets. With the culture of a start-up but the backing of a 35+ year-old trading firm, the Optiver Shanghai office is truly unique. Everyone who joins us will help shape the future of our company and its global impact. Get ready: we are only just beginning. 

What you’ll do:

As a Quantitative Research Intern, you’ll work with our researchers and traders on real-life research projects, that directly impact the way we trade. Our quantitative researchers are responsible for the accuracy of our core pricing models. They work closely with our traders to analyse and improve all facets of our trading strategies.

As part of the internship, you’ll get to:

• Perform extensive analysis in order to implement new algorithms that support and improve our existing models.
• Develop risk management and portfolio optimisation tools to improve our execution algorithm.
• Work with petabytes of low latency, high-frequency market data sets.
• Collaborate with our developers to test and drive changes to our trading system, that will improve our ability to make successful trades.
• Keep up to date on the latest development of new models and technologies
• No previous experience in trading or financial markets? You bring the passion and we'll have the training to support you along the way 

Who you are:

• PhD student, who will graduate during 2028.
• Major in a highly quantitative field.
• Strong knowledge of probability and statistics, experience in machine learning and time-series analysis is a big plus.
• Programming experience in any language (C, C++, Python, JAVA, etc.), ideally with a preference towards Python.
• Ability to carry a project on your own in a structured way within a short timeframe.
• Experience in working with large datasets.
• Both a self-motivated contributor and a team player, with an entrepreneurial attitude and hunger for success.
• Interest in the trading/quantitative finance industry.

What you’ll get:

• The chance to work alongside diverse and intelligent peers in a rewarding environment.
• Competitive remuneration, including an attractive bonus structure and additional leave entitlements.
• Training, mentorship and personal development opportunities.
• Daily breakfast, lunch and snacks.
• Gym membership, sports and leisure activities, plus weekly in-house chair massages.
• Regular social events, clubs and Friday afternoon drinks.

Diversity statement:

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities. 

Questions? Check out our internship and graduate FAQs or get in touch with the team at chinacareers@optiver.com.au.

How to apply:

If you’re interested in taking your career to the next level and work on one of the most exciting trading floors in China mainland, apply now via the form below. 

While we love how bilingual our teams are, be sure to submit the below application materials in English:

• Resume
• Academic transcripts, including Bachelors and Masters and PhD if any

For any other inquiries, please email chinacareers@optiver.com.au.

Privacy disclaimer:

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

Ready to kickstart your career in one of the world's leading tech-driven trading firms?

Join FutureFocus, our immersive five-day program designed to ignite your potential as a future developer, trader or researcher at Optiver.

Dive into the fundamentals of trading, gain unique insights into Optiver’s cutting-edge trading systems and build the key skills that our developers, traders and researchers use every day.

Plus, if you've excelled in the program, you could receive a direct offer for our 2027 Summer Internship Program.

• Eligible for pre-penultimate university students (graduating in 2028), who are studying a bachelor's or master's degree

• Program dates:

Option 1: June 29, 2026 to July 3, 2026

Option 2: September 7, 2026 to September 11, 2026

• Where: Shanghai, details to be announced

*Note: If you reside outside of Shanghai, Optiver will cover your travel and accommodation costs.

What you'll do

Led by ex-traders and ex-engineers, our renowned in-house education team will guide you through the intricacies of market making. You will be immersed in a mix of hands-on and classroom learning, empowering you to thrive in the world of trading and technology.

As part of the FutureFocus program, you’ll have the opportunity to:

• Kickstart your journey as a developer and explore our tech career pathways. Discover the cutting-edge techniques that keep us at the forefront of the global financial markets and see our world-class trading systems in action.

• Learn the core fundamentals of trading and build trading strategies for deployment in a virtual market.

• Connect with recent graduates and hear their personal experiences.

• Receive mentorship and support from our in-house trainers and senior developers, who are committed to ensuring you have the guidance and support needed to succeed.

• Experience Optiver's culture and enjoy our incredible perks, including daily breakfast, lunch and coffee, weekly massages and more.

Who You Are

• A pre-penultimate university student, graduating in 2028. Major in computer science or software engineering related.

• An inquisitive thinker, with a passion for quantitative problems and working in collaborative, dynamic environments.

• Holds superior quantitative and logical reasoning skills, and enjoys working on an array of problems, with a strong focus on results.

• Excited to test yourself in one of the most dynamic areas of the financial market.

Applying for the program

Our Software Developers play a critical role in executing successful trades. Driven by the desire to find the simplest solutions to the most complex problems, they design and build high performance systems that solve real business problems. Check out Brenda’s ‘Day in the Life’ story to learn more.

Ready to kickstart your career with Optiver? Apply for FutureFocus to ignite your potential today.

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with our team at chinacareers@optiver.com.au.  

Privacy disclaimer

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

Ready to kickstart your career in one of the world's leading tech-driven trading firms?

Join FutureFocus, our immersive five-day program designed to ignite your potential as a future trader at Optiver.

Dive into the fundamentals of trading, gain unique insights into Optiver’s cutting-edge trading systems and build the key skills that our traders and researchers use every day.

Plus, if you've excelled in the program, you could receive a direct offer for our 2027 Summer Internship Program.

• Eligible for pre-penultimate university students (graduating in 2028), who are studying a bachelor's or master's degree

• Program dates:

Option 1: June 29, 2026 to July 3, 2026

Option 2: September 7, 2026 to September 11, 2026

• Where: Shanghai, details will be announced

*Note: If you reside outside of Shanghai, Optiver will cover your travel and accommodation costs.

What you'll do

Led by ex-traders and ex-engineers, our renowned in-house education team will guide you through the intricacies of market making. You will be immersed in a mix of hands-on and classroom learning, empowering you to thrive in the world of trading and technology.

As part of the FutureFocus program, you’ll have the opportunity to:

• Kickstart your journey in trading or research, as you learn the fundamentals of trading theory. You’ll also learn how to build trading strategies and deploy them in a virtual market.

• Immerse in our dynamic trading floor and see our cutting-edge systems in action. You'll discover unique insights into our in-house trading systems and understand how we remain at the forefront of the global financial markets.

• Connect with recent graduates and hear their personal experiences.

• Receive mentorship and support from our in-house trainers and senior traders, who are committed to ensuring you have the guidance and support needed to succeed.

• Experience Optiver's culture and enjoy our incredible perks, including daily breakfast, lunch and coffee, weekly massages and more.

Who you are

• A pre-penultimate university student, graduating in 2028 who are studying a bachelor's or master's degree

• An inquisitive thinker, with a passion for quantitative problems and working in collaborative, dynamic environments.

• Holds superior quantitative and logical reasoning skills, and enjoys working on an array of problems, with a strong focus on results.

• Excited to test yourself in one of the most dynamic areas of the financial market.

Applying for the program

Our Traders make trading decisions based on market conditions and other factors. They’re driven and have a flair for analytical problem solving. Check out Will’s ‘Day in the life’ story to learn more.

Ready to kickstart your career with Optiver? Apply for FutureFocus to ignite your potential today.

Diversity statement 

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with our team at  Chinacareers@optiver.com.au

Privacy disclaimer

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

WHAT YOU’LL DO:

We look for an experienced quantitative researcher to join our options trading team. Key skillset requirements include:

• Formulate and improve data driven forecasts utilising our vast arrays of inhouse and external data
• Work closely with traders, who’ll directly use your results to inform their trading
• Work on complex mathematical and statistical problems related to volatility forecasts and optimisation
• Collaborate closely with other researchers both locally and regionally

WHO YOU ARE:

• Solid skills in working with big data and pipeline design; Strive to understand the business problem and apply the work to production
• Proficient and passionate about all things mathematics related, and comfortable with coding
• Ability to solve complex problems independently and able to utilise the resources available around
• Collaborate with stakeholders and lead complex discussions
• Communicate effectively and not afraid to challenge the status quo
• Past experience on either options data driven research or systematic trading in delta one space is preferred
• English speaking is a must

WHAT YOU’LL GET:

• The chance to work alongside best-in-class professionals
• Training, mentorship and personal development opportunities
• Competitive compensation package, office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

WHAT YOU’LL DO:
As a data scientist in our options market making team, you will play a key role in improving our trading strategies through rigorous data-driven analysis. You’ll take a scientific approach to understanding how our systems perform in live markets—developing hypotheses, building experiments, and using advanced analytics to uncover opportunities for improvement.
You’ll work with large-scale production trading data to identify patterns, test ideas, and evaluate strategic changes. This may include leveraging statistical modeling, machine learning techniques, and other quantitative methods to better understand market dynamics and strategy behavior.
You’ll collaborate closely with traders and engineers, but your work will be rooted in independent thinking, analytical rigor, and a strong focus on real-world impact.

WHO YOU ARE:

• Strong research skills with a scientific mindset and a passion for solving real-world problems with data.
• Proficient in Python for data analysis and prototyping; familiarity with C++ is a plus.
• Experience applying machine learning or statistical modeling techniques to complex systems or noisy data.
• Excellent critical thinking and attention to detail.
• Effective communicator who can challenge ideas constructively, explain reasoning clearly, and collaborate across teams.
• Prior experience in trading or financial markets is a plus, but not required.

Diversity Statement

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

Privacy Disclaimer

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.

WHAT YOU'LL DO

As a Senior Portfolio Manager / Quantitative Researcher on our Shanghai team, you'll lead the development of systematic intraday strategies that capture opportunities from minute to hour horizons across a range of asset classes. You'll own the full research-to-production lifecycle and have direct impact on live trading performance. You can expect to:

• Lead alpha research: generate ideas, discover signals, and decide what's worth pursuing at intraday horizons
• Build and validate models: design predictive models tailored to intraday dynamics and ensure robustness through rigorous backtesting
• Construct portfolios: combine signals, manage intraday risk exposures, and optimise for costs, turnover and capacity
• Drive production & execution: own performance end-to-end and ensure strategies are tradable and aligned with real market microstructure

WHO YOU ARE

We expect someone who is a driven, passionate and collaborative researcher with a strong track record in systematic intraday trading. To succeed in this role, you'll need:

• 3+ years of experience in quantitative research or trading, preferably at a proprietary trading firm, with solid production results in live intraday strategies
• A strong research mindset, and a proven ability to generate original ideas and take them from concept to production
• Programming experience in languages such as Python, Java or C++, and experience working with large-scale datasets and data pipelines
• A quick-learning, team-oriented and open-minded attitude, with a continuous improvement mindset and drive to succeed

WHAT YOU'LL GET

• The chance to work alongside diverse and intelligent peers in a rewarding environment
• Competitive remuneration including an attractive bonus structure and additional leave entitlements
• Training, mentorship and personal development opportunities
• Daily office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

DIVERSITY STATEMENT

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Questions? Get in touch with the recruitment team at careers@optiver.com.au.

PRIVACY DISCLAIMER

Optiver 重视个人信息的保护。请您在提供个人信息给我们之前，认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.

ABOUT CAPCO 

Capco is a global technology and management consultancy specializing in driving digital transformation in the financial services and insurance industries. Capco is committed to providing clients with practical solutions. We offer a globally integrated service with offices in leading financial centers across the globe. We have the people, the vision, and the passion.

We are growing through a significant growth journey, now is a very good time to join us as we expand geographically, increase headcount and disrupt the consulting market across APAC with entrepreneurial and agile thinking.

ABOUT CAPCO HONG KONG

• We are experts in banking, capital markets, wealth and asset management
• We specialize in risk and compliance, regulatory transformation, digital transformation, data management & data analytics, business & finance transformation engagements, and IT transformation and change programs
• We are committed to growing our business and hiring the best talent in the market
• Our focus is on maintaining our agile and entrepreneurial culture

RESPONSIBILITIES

As a Senior Consultant at Capco, you will have the opportunity to deepen and expand your expertise within the Securities Services domain, supporting large‑scale change initiatives for leading global banks and financial services. 

You will work closely with senior clients to deliver large-scale change initiatives for leading investment banks and play an integral role in defining and overcoming complex problems and providing innovative solutions to our clients.

KEY RESPONSIBILITIES 

• Deliver Securities Services transformation projects across fund admin, transfer agency or client servicing functions.
• Good understanding of Fund Admin processes, controls, regulations and industry standards. 
• Work with senior stakeholders to define complex business problems, shape solutions, and support end‑to‑end delivery.
• Lead and support business and functional requirements gathering, including user stories, process flows, and technology alignment.
• Analyse operational and financial data to identify risks, inefficiencies, and improvement opportunities.
• Develop structured quantitative and qualitative analyses to support operating model, regulatory, and transformation initiatives.

SKILLS AND EXPERTISE

• Minimum 6+ years of experience in consulting or Business Analysis / Project Management roles within Financial Services. 
• Proven experience for delivering end-to-end projects for fund administration, transfer agency or securities lending
• Experience with a top management consulting firm or in other generalist problem solving environments across the Capital Markets Sector
• An outstanding ability to analyse problems, apply quantitative analytical approaches, communicate effectively and confidently (both oral and written), work well in cross-functional teams
• Familiarity with agile delivery methodologies is advantageous. 
• Comfortable working in an environment that encourages continuous development and constructive peer feedback
• Excellent communication skills in English is essential. Cantonese and Mandarin is a plus not a must 

WHY CAPCO?  

We are expanding our business rapidly across Hong Kong and Asia. You will work on engaging projects with some of the largest banking and insurance clients in the world, projects that will deliver significant transformation and change.

Scopely is looking for a Director of Product to join an unannounced title working with External Development in our Shanghai office on a hybrid basis.

At Scopely, we care deeply about what we do and want to inspire play, every day - whether in our work environments alongside our talented colleagues, or through our deep connections with our communities of players. We are a global team of game lovers who are developing, publishing and innovating the mobile games industry, connecting millions of people around the world daily. 

We are in the early stages of development on an ambitious, unannounced AAA mobile game, and we’re assembling a team of passionate game makers to craft unforgettable environments and immersive adventures that players will love.

What You Will Do

You will be responsible for developing product strategy for a portion of Scopely’s new game development portfolio to help us have the best chance of a breakout success. You will need to work with our User Insights team, and do qualitative and quantitative analysis on the market/competitive set to form a strong Point of View on where the products of opportunities and threats are. You will then work with our internal game teams to guide them toward the best commercial outcomes and help them answer commercial viability questions during the Greenlight process. You will also have the opportunity to partner with our corporate development team to find the right talent/product mix to add to our slate based on the product strategies you develop. In some cases, you will help the team to form the free-to-play live and monetization strategies during the meta game design phase of the project.

• Work closely with stakeholders and partners worldwide to comprehend market demand, user needs, and competition in order to create a product that fulfills customer expectations
• Analyze Western and Eastern user behavior to derive insights and concepts, and then translate them into product features
• Develop and articulate product strategies aligned with business goals and market potential
• Determine clear product roadmaps and priorities
• Understand the variances in Western and Chinese product development and navigate the challenges
• Set Beta / Soft Launch / Launch KPI’s for the game during development and testing phase
• Business intelligence analysis
• Competitor’s products tear-down/de-construction
• Lead product and data analytics to comprehend competitor set KPIs
• Market insight analysis on game genres, user behaviors, and UA trends
• Monitor the global trend of the Chinese gaming industry in terms of both development and publishing
• Prepare professional decks for executive-level reporting
• Collaborate with the research team, assist the studio in understanding the gameplay behavior of western users, and translate the product requirements into implementation

What We’re Looking For

• A combination of strong quantitative skills, research capabilities, and F2P/Live operations understanding
• Expert in comp analysis and the ability to quantify what excellence looks like in design/live operations
• Expert in modeling P&L from individual product KPI’s
• Be passionate about game development
• Strong analytics mindset and capability desired
• 5+ years of experience in product strategy or development-related projects on F2P titles in live operations environment
• Track record in successfully influencing product strategy with the game teams
• User research/consultative/analytical background preferred

Please submit your CV in English.

At Scopely, we create games for everyone - and want to ensure that the people behind our games reflect that!   We are committed to creating a diverse, supportive work environment where everyone is treated with respect. We are committed to providing equal employment opportunities and welcome individuals from all backgrounds to join us & embrace the adventure!

Who we are

At ACT Commodities we trade environmental products and help our clients reach their environmental and sustainability objectives through trading products such as carbon offsets, environmental certificates, biofuels and many others. We do this by utilizing our knowledge and network. We are a young-minded company with 400+ ambitious people from all over the world, all working in an open environment where no day is the same.

About the Role

We are seeking a highly motivated and analytical Business Commercial Intern to join our S&W team. This internship offers an exciting opportunity to support strategic initiatives by identifying and assessing environmental product trends and business opportunities across the Asia-Pacific (APAC) region.

As part of the team, you will gain practical exposure to a fast-growing and dynamic sector, supporting the trading team in the registration and onboarding of environmental assets and conducting targeted market research to guide commercial and regional decision-making. You’ll learn how environmental commodities are structured, tracked, and traded, while contributing insights that help strengthen the company’s market position.

Key Responsibilities

• Support the trading team in the end-to-end process of registering and onboarding environmental assets across various registries.
• Maintain accurate documentation and ensure compliance with registry requirements and internal controls.
• Conduct qualitative and quantitative market research on environmental commodities, regulatory developments, and emerging market opportunities in APAC.
• Assist in gathering, organizing, and analyzing data from public databases, industry reports, and proprietary sources.
• Prepare concise market updates, asset summaries, and internal briefing materials for commercial and trading stakeholders.
• Collaborate with internal stakeholders to support ad hoc market research.

公司介绍

在 ACT Commodities，我们从事环境产品交易，并通过交易碳抵消、环境证书、生物燃料等多种产品，帮助客户实现其环境与可持续发展目标。我们通过自身的专业知识和广泛的网络来实现这一点。公司拥有超过400名来自世界各地、充满抱负的员工，秉持年轻化的企业文化，在一个开放且充满活力的环境中工作，每一天都充满变化。

岗位介绍

我们正在寻找一位积极主动、具备分析能力的商业实习生（Business Commercial Intern）加入我们的 S&W 团队。该实习机会将为您提供一个参与战略项目的良好平台，主要负责在亚太地区（APAC）识别和评估环境产品趋势及商业机会。

作为团队的一员，您将有机会接触一个快速发展且充满活力的行业，支持交易团队完成环境资产的注册及上线流程，并开展有针对性的市场研究，为商业及区域决策提供支持。您将学习环境大宗商品的结构、追踪及交易方式，同时通过提供洞察来增强公司的市场竞争力。

主要职责

• 协助交易团队完成各类环境资产在不同注册机构中的全流程注册及上线工作
• 维护准确的文件记录，并确保符合注册机构要求及公司内部控制规范
• 针对亚太地区的环境大宗商品、政策法规发展及新兴市场机会开展定性与定量市场研究
• 协助收集、整理并分析来自公共数据库、行业报告及内部数据来源的信息
• 准备简明的市场更新、资产总结及内部汇报材料，供商业及交易团队参考
• 与内部相关团队协作，支持临时性的市场研究需求

Riot Games was established in 2006 by entrepreneurial gamers who believe that player-focused game development can result in genre-defining games. Back in 2009, that vision gave birth to our debut title League of Legends, which achieved critical acclaim among players and became the most played PC game in the world. We are honored to serve over 100 million players worldwide every month. 

We’re looking for humble but ambitious, razor-sharp professionals who can teach us a thing or two. We promise to return the favor. We embrace those who see things differently, aren’t afraid to experiment, and who have a healthy disregard for constraints. As a Rioter in Team China, you'll join a team of culturally diverse professionals that share our prioritization of player experience, rejection of convention and maniacal passion for gaming.  

The Product Management function in VAL China Publishing, is responsible for representing the best player’s in-game experience in China. The team will support VAL Mobile to make rightful product related decisions across Engagement and Monetization, to not only ensure a satisfying game experience to players, but also a long-term sustainable business for Riot Games. You will work closely with our regional publisher, and global teams across many craft and functions. From monitoring/analyzing game performance, to ensuring a smooth live-service experience, to managing daily business operation decisions, and to explore new product features/opportunities. You will get deeply involved in every aspect of player experience in the game.

As a Publishing Product Manager on the VAL Publishing team, you will need strong critical/structural thinking, superb understanding of the local mobile industry, and deep understanding of VALORANT. You need the ability to see through ambiguous market dynamics and player behavior, rightfully define the root cause of problem or opportunity for growth, and drive the thinking behind player experience oriented local event content optimization through publishing capabilities. You will report directly to the Mobile Publishing Product Management lead in China.

Responsibilities:

• Responsible for in-game event experience through close collaboration with VAL regional and global team, and local publishers.
• Responsible for in-game asset resource management. Design and run a healthy and sustainable asset distribution program to effectively control the in-game and out-of-game asset usage.
• Identify local key publishing moments to deliver various in-game and out-of-game events and rewards contents. Leverage moments and thematic contents to drive gaming activity growth and player sentiments.
• Work closely with the monetization, product and insights team in applying quantitative/qualitative research methods, generating local player research reports, and forecasting future business performance.
• Provide timely business insights and performance updates to China and global leadership.

Required Qualifications: 

• Bachelor’s degree and 3-5+ years of professional experience in game operations, event operations, monetization operations.
• Strong data analytic skill with good product sense and critical thinking skill
• Fluent in Chinese and English, and can drive collaboration across language and culture 
• Strong cross team communication and in building trust with stakeholder
• Willingness to travel frequently

Desired Qualifications:

• Deep experience of Valorant and other FPS games & competitive titles
• Good project management mindset, could work with different teams & stakeholders with multi-tasks ability and good communication skills
• You have a big picture understanding of game development and game publishing, knowing how each team and each workflow should work together to deliver gaming contents
• You have a product design mindset, you care about how the gaming contents you design will deliver the best user experience to players

Employment Type: employment contract with FESCO Adecco, a professional personnel company in China.

About the Company:

AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market shares on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

Responsibilities:

AlphaGrep Securities seeks a Software Developer who will be part of our infrastructure development group based in Shanghai and help them design in – house trading applications which are robust and extremely fast. 

• Design, develop and test proprietary software. Examples include:
  • Trading strategy simulation software optimized for distributed computation
  • Large scale data acquisition, storage, accessibility, and visualization
  • Real time trade management and risk analysis
• Identify innovative solutions to complex problems and advocate for their implementation to your team by communicating your ideas in a clear and concise manner
• Collaborate with other software developers, quantitative traders and researchers in cross-functional team environments

Qualifications:

• 2+ years of hands-on Software Development experience in C++
• A strong understanding of object-oriented design, data structures and algorithms
• Brilliant problem-solving abilities
• Exposure to network programming (TCP/IP), multi‐threaded applications, computational intelligence and real‐time programming 
• A passion for new technologies and ideas
• The ability to manage multiple tasks in a fast-paced environment
• Strong communication skills
• A working knowledge of Linux/Unix

Why You Should Join Us:

• Great People. We're curious engineers, mathematicians, statisticians and like to have fun while achieving our goals
• Transparent Structure. Our employees know that we value their ideas and contributions
• Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
• Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees

On Behalf of a Discretionary Allocator / Multi-Manager Platform

We are partnering with an established allocator (running internal funds + external SMAs) actively seeking high-quality quantitative trading teams and individual traders to allocate significant capital.

Allocator Background

• Experienced multi-manager allocator with roots in traditional finance (ex-Brevan Howard, Citadel Multi-Manager etc).
• Currently manages ~$20M+ AUM across strategies, including 3 internal funds launched in 2024 and large external SMAs, plans to scale to 100M+ with investors ready to deploy.
• Team footprint: London & New York trading/PM focus; engineering support (consulting basis) in Hong Kong.
• Proven track record in equity multi-manager and market-neutral/arbitrage approaches.
• Deep crypto trading connections and capital introduction expertise.

What We're Looking For

Proven teams or individuals generating consistent P&L in Crypto:

• Quantitative / systematic strategies
• High-Frequency Trading (HFT)
• Statistical / execution arbitrage
• Delta-neutral / market-neutral setups
• Relative value, latency-driven edges, counterparty/special connections, or niche arbitrage opportunities

Ideal profiles include:

• Current or former prop traders / small teams at established prop firms or hedge funds.
• Independent quant groups with live track record but latent / under-deployed capacity.
• Individuals or small teams (2-5 people) with strong engineering, low-latency execution, or unique alpha sources.
• Top performing teams at any scale interested in external funding.
• Preference for backgrounds from top-tier firms (HFT shops, multi-strats, pods, etc.).

The Opportunity

• Significant capital allocation via SMA or fund structure (external mandate, no need to launch your own full fund).
• Competitive economics: performance-aligned (fixed + variable components discussed based on strategy/track record).
• Discovery & trust-based process: direct conversations with allocator to explore fit.
• Potential to scale with proven results; allocator has onboarded external teams successfully.
• Flexible: can be individuals, pods, or small teams — not requiring a full prop firm setup.

This is not a traditional job — it's an introduction to capital for strong performers who may be capacity-constrained, seeking better terms, or open to external backing at the right time.

How to Express Interest (Confidential)

If this aligns with your current setup or strategy, please apply directly or reach out privately with:

• Brief overview of your strategy / edge (market neutral, arb, HFT, etc.)
• Track record summary (Sharpe, drawdowns, capacity estimates, AUM if applicable)
• Current setup (solo, team size, location, prop/hedge background)

We are a decentralized protocol committed to the radical transparency of market data. In an industry where "Code is Law," we ensure that the spirit of fair play is upheld through rigorous analysis. As a Market Integrity Analyst, you will be the lead investigator and architect of our surveillance systems, identifying sophisticated manipulation and ensuring our ecosystem remains a trusted foundation for global finance.

Your Core Responsibilities

• Monitor on-chain and off-chain trading activity to detect, investigate, and prevent market abuse, including wash trading, spoofing, layering, and front-running.

• Develop and refine statistical models and heuristics to identify anomalous behavior that traditional rule-based systems might miss.

• Conduct deep-dive investigations into flagged transactions, tracing the flow of funds and correlating cross-platform activity to uncover coordinated manipulation.

• Design and maintain real-time dashboards and comprehensive reports on market health for protocol governance and community transparency.

• Collaborate with the engineering team to integrate advanced surveillance tools and automate the detection of emerging threat typologies.

Who You Are

• You have a keen eye for detail and a "sixth sense" for identifying when market data doesn't add up.

• You are comfortable working with large datasets and using Python or SQL to extract actionable insights from raw blockchain data.

• You understand the mechanics of AMMs, order-book DEXs, and the specific incentives that drive malicious actors in a decentralized environment.

• You operate with the highest level of integrity, providing neutral, evidence-based assessments that protect the protocol's reputation.

Requirements

• 3+ years of experience in financial surveillance, market oversight, or data science within a high-frequency trading or exchange environment.

• Proven proficiency in Python, SQL, and data visualization tools (e.g., Dune Analytics, Tableau, or Grafana).

• Deep understanding of market manipulation schemes and the regulatory landscape surrounding digital assets.

• Experience with blockchain analytics platforms (e.g., Chainalysis, Elliptic, or Solidus Labs) is a significant plus.

• Bachelor’s degree in Finance, Mathematics, Computer Science, or a related quantitative field.

基金运营

Business Operations

关于我们 / About Us

AlphaGrep 是一家全球领先的量化交易公司，专注于股票、商品、外汇及固定收益等资产的算法交易。我们在国际市场拥有显著份额，依托自主开发的超低延迟系统与严格的风控体系，持续构建高效能策略。

AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income. We hold significant market share internationally, powered by proprietary low-latency infrastructure and robust risk controls.

AlphaGrep China 是专注于中国市场人民币资产管理的机构，服务对象涵盖机构投资人、家族办公室与高净值客户。我们深耕中国资本市场，涵盖股票及衍生品等多类资产，结合全球量化研究体系与本地实战经验，构建多元交易策略，致力于实现长期稳健增长。

AlphaGrep China is a dedicated RMB asset management platform focused on the Chinese market, serving institutional investors, family offices, and high-net-worth individuals. We leverage deep expertise in China’s equity and derivatives markets, together with AlphaGrep’s global quantitative research capabilities, to deliver diversified strategies targeting long-term and stable returns.

岗位职责 / Responsibilities

1. 产品全生命周期管理： 负责公司私募证券投资基金的全流程运营工作，包括但不限于产品的设立、备案、开户、日常申赎、分红、清盘等环节的操作与协调。
2. 交易支持与结算： 负责产品资金划拨指令执行，协调托管、经纪商完成每日交易数据的清算、估值核对及资金结算，确保交易链路顺畅无误。
3. 数据维护与分析： 维护产品运营相关数据，对准确性进行复核，协助处理与运营相关的数据统计、分析及报表制作。
4. 账户维护与管理： 负责基金产品的证券账户、期货账户、资金账户等各类账户的开立、变更及日常维护。
5. 信息披露与合规报送： 按照监管要求及基金合同约定，编制及复核各类定期/不定期报告，向投资者、监管机构及合作方进行准确、及时的信息披露。
6. 其他工作： 完成上级交办的其他运营相关事务性工作，配合跨部门相关工作。

任职要求 / Qualifications

1. 工作经验： 至少2年以上私募证券基金、券商托管部或相关金融机构的运营工作经验。熟悉私募证券基金“募投管退”全流程。
2. 专业技能： 熟悉交易规则及结算估值流程，对基金相关数据指标计算有清晰的理解。
3. 逻辑思维强： 面对复杂的业务流程和多方的数据核对，能够条理清晰地理顺逻辑，发现并解决问题。
4. 严谨耐心细心： 对数字敏感，做事一丝不苟，能沉下心处理重复性、细节性的核对工作，具备极强的责任心。
5. 沟通协调： 具备良好的内部及跨部门沟通能力，能够灵活高效协调各方的关系。
6. 语言能力：可以使用英语作为工作语言，进行书面沟通以及日常口语交流。

加入我们 / Why You Should Join Us

信任是团队协作的根基

我们鼓励坦诚沟通与主动承担，让每一位成员都能在安全感中成长，自主决策、共同前行。这份信任源于彼此支持与并肩作战，是我们最珍贵的团队资产。

Trust is the foundation of collaboration.

We foster open communication and proactive ownership, empowering every team member to grow with a strong sense of security, make autonomous decisions, and move forward together. This trust—built through mutual support and shared commitment—is our most valued asset.

优秀的团队成员，我们汇聚了工程师、数学家、统计学家，保持好奇心，乐在其中。

Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.

透明的组织架构，我们重视每一位成员的想法与贡献。

Transparent Structure. Our employees know that we value their ideas and contributions.

轻松的办公环境，无等级文化，常有团建、聚会与休闲活动。

Relaxed Environment. Flat organization with yearly offsites, happy hours, and more.

健康福利支持，健身补贴、零食饮品、充足年假。

Health & Wellness Programs. Gym membership, stocked kitchen, and generous vacation.

Summary: Join our innovative proprietary trading firm dedicated to developing cutting-edge algorithmic execution tools for the cryptocurrency markets. In this role, you will focus on creating ultra-low-latency execution engines using C++ to enhance trading strategies and performance.

Responsibilities:

• Design and develop advanced algorithmic trading systems with a focus on ultra-low-latency execution.
• Optimize and enhance existing trading strategies and systems.
• Collaborate with quantitative researchers and traders to implement new strategies.
• Troubleshoot, test, and maintain high-performance trading applications.
• Stay updated with the latest developments in crypto markets and HFT technologies.

Required skills:

• Expert-level proficiency in C++ or Rust programming.
• Strong background in high-frequency trading (HFT) or market making.
• Experience with low-latency system design and optimization.
• Solid understanding of algorithmic trading strategies and cryptocurrency markets.
• Excellent problem-solving skills and attention to detail.

We are working with a decentralised exchange which looks to innovate on providing the best of CEXs and DEXs, focusing on building a safe, simple and scalable platform for trading. They differentiate themselves by offering institutional level systems and support whilst remaining on-chain and decentralised.

We are in search of a highly adept Trading Systems Engineer for the core Engineering team to strengthen the platform's performance, scalability, and observability. The ideal candidate will have a strong background in low-latency trading systems and experience supporting clients like quant funds and market makers in integrating with APIs (both REST and WebSocket).

As the Trading Gateway Engineer, responsibilities include implementing core connectivity systems to expand the trading engine into a global, low-latency network. This involves building foundational data distribution channels and improving their throughput and latency.

Successful candidates will engage with clients' developers and project managers, addressing inquiries and resolving issues. Collaboration with the Gateway team and Trading Engineering will be essential to troubleshoot API and trading issues while contributing to the overall Gateway roadmap. Additionally, work with the Product Engineering team to enhance the SDK for blockchain signatures used by API traders.

What you’ll be doing:

• Develop and optimize the core matching engine and risk engine for the exchange, ensuring high performance and low latency.
• Write highly reliable, production-ready code that guarantees the financial safety and integrity of computations.
• Investigate and debug complex issues through thorough analysis of logs.
• Create and maintain comprehensive unit tests and advanced integration tests to validate the exchange's financial computational correctness.
• Work with the Quant team to develop, test, and refine our various trading algorithms.
• Continuously improve and refine the trading core to meet evolving business and technical requirements.
• Stay updated with the latest advancements in HFT systems and low-latency trading technologies.

What we’re looking for:

• Minimum of 7 years of experience in software engineering, with at least 3 years focused on high-frequency trading (HFT) systems.
• Bachelor's or Master's degree in Computer Science, Engineering, or a related field.
• Proven experience in building and optimizing low-latency trading infrastructure. Proficient in low-latency message bus systems such as Aeron or Chronicle Queue.
• Strong proficiency in Golang and Solidity. Expertise in deterministic coding and zero garbage-collection techniques.
• Exceptional debugging and troubleshooting skills, with the ability to analyze complex logs and traces to identify and resolve issues.
• Strong emphasis on writing unit tests, integration tests, and other advanced testing methodologies to ensure financial computational correctness.
• Experience in the financial technology industry, particularly in high-frequency trading or crypto exchanges.
• Experience with real-time data processing systems and streaming technologies.

#LI-REMOTE

风险合规交易员

Risk & Compliance Trader

关于我们 / About Us

AlphaGrep 是一家全球领先的量化交易公司，专注于股票、商品、外汇及固定收益等资产的算法交易。我们在国际市场拥有显著份额，依托自主开发的超低延迟系统与严格的风控体系，持续构建高效能策略。

AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income. We hold significant market share internationally, powered by proprietary low-latency infrastructure and robust risk controls.

AlphaGrep China 是专注于中国市场人民币资产管理的机构，服务对象涵盖机构投资人、家族办公室与高净值客户。我们深耕中国资本市场，涵盖股票及衍生品等多类资产，结合全球量化研究体系与本地实战经验，构建多元交易策略，致力于实现长期稳健增长。

AlphaGrep China is a dedicated RMB asset management platform focused on the Chinese market, serving institutional investors, family offices, and high-net-worth individuals. We leverage deep expertise in China’s equity and derivatives markets, together with AlphaGrep’s global quantitative research capabilities, to deliver diversified strategies targeting long-term and stable returns.

岗位职责 / Responsibilities

交易风险识别与实时监控

对交易系统、交易指令及持仓状态进行全面监控；对异常交易行为进行及时识别与预警；结合市场环境（流动性、波动率、极端行情）动态评估策略运行风险，识别潜在风险。

Trading Risk Identification & Real-Time Monitoring

Comprehensively monitor trading systems, trading instructions, and position status across all accounts and strategies. Identify and issue timely alerts for abnormal trading behaviors. Dynamically assess strategy-level risks by incorporating market conditions such as liquidity, volatility, and extreme market events, proactively identifying potential and emerging risks.

风险干预与应急下单处置

在风险阈值触发或出现异常情况下，具备独立判断并执行风险干预措施的能力，包括但不限于暂停或限制策略交易、下调资金规模等；负责交易事故、市场极端波动等突发事件的应急下单及处置；与投研、风控团队高效协同，快速定位问题根因并修复。

Risk Intervention & Emergency Order Execution

Independently evaluate risk situations and execute risk intervention measures when thresholds are breached or abnormalities occur. Handle emergency order execution and risk mitigation during trading incidents, system failures, or periods of extreme market volatility. Work closely with research, risk management teams to quickly identify root causes and drive effective remediation.

交易复盘与风险分析

盘后完成交易与风险复盘，包括但不限于异常交易分析、风险触发原因与处置效果、改进建议与规则优化方向等；从实盘运行角度进行风控模型的优化。

Post-Trade Review & Risk Analysis

Conduct post-trade and post-risk reviews. Continuously optimize risk control models and rules based on real trading performance and live execution feedback.

系统与流程建设

参与交易风控系统、实时监控工具及自动化风控模块的设计；对接 ORS / RMS，推动风险识别与干预流程的标准化和自动化；

System & Process Development

Participate in the design and enhancement of trading risk control systems, real-time monitoring tools, and automated risk management modules. Collaborate with ORS and RMS to standardize and automate risk identification, escalation, and intervention workflows.

任职要求 / Qualifications

国内外知名院校本科及以上学历，金融、统计、金融工程等相关专业优先。

Bachelor’s degree or higher in Finance, Financial Engineering, Statistics, or a related quantitative field.

有5年以上量化或大型金融机构交易经验。

Five plus years of quantitative or large financial institution trading experience.

熟悉股票、期货、期权等多类金融产品的交易机制与风险特征。

Strong understanding of trading mechanisms and risk characteristics across multiple asset classes, including equities, futures, and options.

具备强责任心和风险意识，原则性强，能够独立承担风控决策压力。

Demonstrates a strong sense of responsibility and risk awareness, with high integrity and the ability to independently bear pressure related to risk control and decision-making.

加入我们 / Why You Should Join Us

信任是团队协作的根基

我们鼓励坦诚沟通与主动承担，让每一位成员都能在安全感中成长，自主决策、共同前行。这份信任源于彼此支持与并肩作战，是我们最珍贵的团队资产。

Trust is the foundation of collaboration.

We foster open communication and proactive ownership, empowering every team member to grow with a strong sense of security, make autonomous decisions, and move forward together. This trust—built through mutual support and shared commitment—is our most valued asset.

优秀的团队成员，我们汇聚了工程师、数学家、统计学家，保持好奇心，乐在其中。

Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.

透明的组织架构，我们重视每一位成员的想法与贡献。

Transparent Structure. Our employees know that we value their ideas and contributions.

轻松的办公环境，无等级文化，常有团建、聚会与休闲活动。

Relaxed Environment. Flat organization with yearly offsites, happy hours, and more.

健康福利支持，健身补贴、零食饮品、充足年假。

Health & Wellness Programs. Gym membership, stocked kitchen, and generous vacation.

关于我们 / About Us

AlphaGrep 是一家全球领先的量化交易公司，专注于股票、商品、外汇及固定收益等资产的算法交易。我们在国际市场拥有显著份额，依托自主开发的超低延迟系统与严格的风控体系，持续构建高效能策略。

AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income. We hold significant market share internationally, powered by proprietary low-latency infrastructure and robust risk controls.

AlphaGrep China 是专注于中国市场人民币资产管理的机构，服务对象涵盖机构投资人、家族办公室与高净值客户。我们深耕中国资本市场，涵盖股票及衍生品等多类资产，结合全球量化研究体系与本地实战经验，构建多元交易策略，致力于实现长期稳健增长。

AlphaGrep China is a dedicated RMB asset management platform focused on the Chinese market, serving institutional investors, family offices, and high-net-worth individuals. We leverage deep expertise in China’s equity and derivatives markets, together with AlphaGrep’s global quantitative research capabilities, to deliver diversified strategies targeting long-term and stable returns.

岗位职责 / Responsibilities

监控生产交易的风险和合规性问题，并快速响应异常行为或市场情况；Monitoring production trading for risk and compliance issues and quickly responding to unusual behaviours or market conditions.

与资深交易员协同运营并执行我们的自动交易策略；Work as a team with senior traders to operate and implement our automated trading strategies.

解决生产问题、管控生产前后工作风险、协调各角色并与交易所、托管商和生产支持团队协同，以无缝管理和监控团队的战略；Troubleshoot production issues, manage risk, pre and post production jobs, reconcile positions, interact with exchanges, brokers and production support team to seamlessly manage and monitor the team's strategies.

任职要求 / Qualifications

知名院校本科及以上学历；A bachelor’s degree from a top-tier college or university

有至少2年的交易支持经验；At least 2 years of experience in trading to trade support role

有托福和雅思成绩者优先；TOEFL or IELTS scores will be highly preferred

熟练掌握SQL、Python、Bash和Linux（必需）；Experience with SQL, Python, Bash and Linux (Must)

有一定股票、期货、期权市场风控知识；Working knowledge of risk control of equities, futures, options markets

对高频自动化交易策略有扎实经验，深入理解交易所的特定规则和程序；Solid experience with high-frequency automated trading strategies and understanding of exchange-specific rules and procedures

扎实的解决问题、数学和定量推理能力；Strong problem-solving, mathematical and quantitative reasoning skills

注重条理及细节，能够独立开展工作；Extremely organized, detail-oriented, and able to work independently

出色的沟通能力，能在商务场景下用英语流利表达；Excellent communication skills and fluency in English for business purposes

加入我们 / Why You Should Join Us

信任是团队协作的根基

我们鼓励坦诚沟通与主动承担，让每一位成员都能在安全感中成长，自主决策、共同前行。这份信任源于彼此支持与并肩作战，是我们最珍贵的团队资产。

Trust is the foundation of collaboration.

We foster open communication and proactive ownership, empowering every team member to grow with a strong sense of security, make autonomous decisions, and move forward together. This trust—built through mutual support and shared commitment—is our most valued asset.

优秀的团队成员，我们汇聚了工程师、数学家、统计学家，保持好奇心，乐在其中。

Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.

透明的组织架构，我们重视每一位成员的想法与贡献。

Transparent Structure. Our employees know that we value their ideas and contributions.

轻松的办公环境，无等级文化，常有团建、聚会与休闲活动。

Relaxed Environment. Flat organization with yearly offsites, happy hours, and more.

健康福利支持，健身补贴、零食饮品、充足年假。

Health & Wellness Programs. Gym membership, stocked kitchen, and generous vacation.

关于我们 / About Us

AlphaGrep 是一家全球领先的量化交易公司，专注于股票、商品、外汇及固定收益等资产的算法交易。我们在国际市场拥有显著份额，依托自主开发的超低延迟系统与严格的风控体系，持续构建高效能策略。

AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income. We hold significant market share internationally, powered by proprietary low-latency infrastructure and robust risk controls.

AlphaGrep China 是专注于中国市场人民币资产管理的机构，服务对象涵盖机构投资人、家族办公室与高净值客户。我们深耕中国资本市场，涵盖股票及衍生品等多类资产，结合全球量化研究体系与本地实战经验，构建多元交易策略，致力于实现长期稳健增长。

AlphaGrep China is a dedicated RMB asset management platform focused on the Chinese market, serving institutional investors, family offices, and high-net-worth individuals. We leverage deep expertise in China’s equity and derivatives markets, together with AlphaGrep’s global quantitative research capabilities, to deliver diversified strategies targeting long-term and stable returns.

岗位职责 / Responsibilities

研究量化模型、量化相关策略及资产管理等；
Conduct research on quantitative models, quantitative strategies, and asset management;

利用机器学习、深度学习等数据挖掘方法对历史数据进行研究分析、开发投资模型及策略；
Apply data mining techniques such as machine learning and deep learning to analyze historical data and develop investment models and strategies;

基于另类数据源和海量数据挖掘模型开发新策略；
Develop new strategies using alternative data sources and large-scale data mining models;

设计、实施及部署交易算法。
Design, implement, and deploy trading algorithms.

任职要求 / Qualifications

具备自我驱动力与科研创新能力，热爱量化行业，乐于接受挑战，渴望将想法投入真实市场验证；

Self-motivated with strong research and innovation capabilities, passionate about the quantitative field, eager to take on challenges, and driven to test ideas in real-market environments;

熟悉金融市场与数据，熟练掌握 Python 进行金融数据分析，具备 C/C++ 使用经验者更佳；

Familiar with financial markets and data, proficient in Python, with experience in C/C++ being a strong plus;

基于对市场的真实理解与实战能力，有实盘交易经验（包括个人账户或策略交易）者将是一个加分项。

Practical trading experience (including personal accounts or strategy-based trading) is a plus.

如何投递 / How to Apply

我们正在招聘实习生及应届生全职岗位，涵盖多个专业方向，包括机器学习、因子研究等。
We are currently seeking candidates for both internship and full-time positions across multiple specialization areas, including machine learning, factor research.

AlphaGrep人才招聘团队将对您的简历进行专业评估，并根据您的背景与职业发展方向，为您匹配最合适的岗位机会，全程指导后续招聘流程。
Our Talent Acquisition team will conduct a comprehensive review of your application, match you with the most suitable opportunity based on your background and career goals, and guide you through every stage of the recruitment process.

AlphaGrep 在多个城市提供办公岗位，为便于招聘团队评估，请提交中英文双语版本的简历。
AlphaGrep offers opportunities across multiple office locations., please be sure to submit your resume in a bilingual (Chinese-English) format.

如在投递过程中遇到任何问题，欢迎通过以下邮箱与我们联系：chinacareers@alpha-grep.com。
Should you encounter any issues during the application process, please feel free to contact us at: chinacareers@alpha-grep.com.

加入我们 / Why You Should Join Us

信任是团队协作的根基

我们鼓励坦诚沟通与主动承担，让每一位成员都能在安全感中成长，自主决策、共同前行。这份信任源于彼此支持与并肩作战，是我们最珍贵的团队资产。

Trust is the foundation of collaboration.

We foster open communication and proactive ownership, empowering every team member to grow with a strong sense of security, make autonomous decisions, and move forward together. This trust—built through mutual support and shared commitment—is our most valued asset.

优秀的团队成员，我们汇聚了工程师、数学家、统计学家，保持好奇心，乐在其中。

Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.

透明的组织架构，我们重视每一位成员的想法与贡献。

Transparent Structure. Our employees know that we value their ideas and contributions.

轻松的办公环境，无等级文化，常有团建、聚会与休闲活动。

Relaxed Environment. Flat organization with yearly offsites, happy hours, and more.

健康福利支持，健身补贴、零食饮品、充足年假。

Health & Wellness Programs. Gym membership, stocked kitchen, and generous vacation.

可通过Greenhouse投递简历，或通过邮箱 chinacareers@alpha-grep.com与我们联系。

Interested in the role? You can submit your resume via Greenhouse or contact us via chinacareers@alpha-grep.com too!