职位描述
1.负责各类市场行情数据整理与维护,将历史数据与实时数据做统一化处理;
2.负责制定数据处理标准,设计并开发统一接口与框架,解决策略部门共性的数据需求;
3.开发数据回测及校验工具,改进存储格式,优化底层性能,不断提升数据服务质量与效率。
-Perform normalization and maintenance of multi-source market data (tick/OHLC), ensuring consistency between historical archives and real-time feeds.
-Define data governance standards and architect unified API frameworks to serve cross-strategy team data needs.
-Build quantitative backtesting pipelines with data validation modules, implement storage optimizations (e.g. columnar formats), and drive performance tuning for latency-sensitive data services.
职位要求
1.计算机科学、软件工程等相关专业科及以上学历;
2.有量化机构数据团队或海外数据供应商,3年及以上相关工作经验;
3.熟练掌握 Python/R、C++等编程语言;
4.熟悉Pandas/NumPy等常见数据处理和分析工具,具备一定的统计分析能力;
5.熟悉MySQL、Redis等常用数据库,具备性能优化方面的经验。
-Bachelor's degree or higher in Computer Science, Software Engineering, or a related field.
-3+ years of relevant experience in quantitative data teams (at hedge funds/prop trading firms) or global data vendors (e.g., Bloomberg, Refinitiv).
-Proficient in Python/R and C++ for data processing and system development.
-Strong expertise in Pandas/NumPy for data analysis, with foundational statistical modeling skills.
-Hands-on experience with MySQL and Redis, including database performance tuning.