Job Responsibilities: 1. Research and develop execution algorithms (TWAP/VWAP/POV, etc.) to minimize market impact and improve execution efficiency 2. Analyze order book dynamics and liquidity patterns to continuously optimize algorithm parameters 3. Design intelligent order-slicing strategies adaptable to different market conditions 4. Integrate algorithms with trading systems and ensure seamless coordination with execution engines and risk control modules 5. Monitor algorithm performance in real-time and analyze execution slippage and anomalous trading activities 6. Track exchange rule changes and dynamically optimize strategies and portfolios Qualifications: 1. Bachelor's/Master's degree in Computer Science, Financial Engineering, Mathematics or related fields from top-tier universities 2. Minimum 3 years of experience in execution algorithm development, strong knowledge of China market trading rules 3. Expertise in order book modeling and market microstructure research 4. Proficient in C++/Python programming 5. Strong independent research and problem-solving skills with ability to drive projects autonomously 6. Familiarity with machine learning and optimization algorithms in trading is preferred