1.设计开发投资组合管理系统。管理各类策略从提交、模拟盘到实盘的持仓、交易结果分析与监控，分主题建设相应的BI支持系统； 2.根据不同策略和需求，为上下游提供策略、交易等层面的数据分析支持； 3.向CIO及投决会负责，跟踪量化策略在实盘的表现，并定期给出策略评估对比结果及建议； 任职要求： 1.有模型效果评估，指标设计等相关分析经验，有策略评价、回测等相关经验大大加分； 2.精通至少一门编程语言（如Python、Matlab、R、SAS），对数据分析软件包例如pandas有深入了解； 3.具备快速学习和迭代的能力，能够在快节奏的金融环境中迅速适应和应对挑战； 4.国内以及国外院校理工科专业本科及本科以上学历，数学、统计、金融、计算机、电子、自动化等相关专业优先。 PS：不要求有相关金融背景，看中快速理解、融会贯通的能力；或者具有丰富的策略评估经验，自带分析体系的人； Responsibilities • Design and develop the portfolio management system. Manage the full lifecycle of quant strategies — from submission, paper-trading to live-trading — including position tracking, trade result analysis, and monitoring. Build topic-specific BI dashboards to support investment decision-making. • Provide cross-functional data analytics support. Deliver strategy- and trading-level data analysis to upstream and downstream teams based on varying strategy types and business requirements. • Report to the CIO and Investment Decision Committee. Track live performance of quant strategies, and regularly produce strategy evaluation, comparison reports, and actionable recommendations. • Bridge internal and external stakeholders. Support analytics and advisory requests from internal product and marketing teams, as well as external investors and regulators. Effectively translate upstream business requirements into internal strategy management objectives. Requirements • Experience in model performance evaluation and metric design. Prior experience in strategy evaluation, backtesting, or related analytics is strongly preferred. • Proficiency in at least one programming language (e.g., Python, MATLAB, R, SAS). Deep understanding of data analysis libraries such as pandas. • Strong learning agility — able to ramp up quickly and iterate in a fast-paced financial environment. • Bachelor's degree or above in a STEM discipline from a recognized institution. Mathematics, Statistics, Finance, Computer Science, Electronics, Automation, or related fields preferred. • Research or management experience in at least one category of common quant strategies. Familiarity with or hands-on experience with mainstream risk models such as Barra.