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Quant Developer - C++, Java- HK Investment banking
One of the leading US investment bank is seeking a Quant Developer (C++, Java) with at least 2 years experience within an investment bank. The role includes analysis of huge data sets and hands-on implementation. Working as a part of Quant trading team in HK, you will involve in statistical arbitrage, automated market making and designing electronic algorithms.

Your profile should include Phd in a Computer Science or Engineering or related fields from a reputed institution. Proficiency in programming (C++, Java) is a must. You will be asked for a track record of utilising such skills. A minimum of 2 years experience in a similar role is required.

Algorithmic Trading Developer / ALGO Developer

Role

Provide development and support to Algorithmic Trading (ALGO) Requirements capture, development and testing REQUIRED SKILLS AND KNOWLEDGE Knowledge and experience in algorithmic trading is a must Experience developing in a professional environment. Experience of Unix and databases would be a bonus but not a must. Experience and understanding of Asian equity markets but exception can be made for strong candidates. Excellent communication skills. Fluent English is a must. Asian languages an added advantage.

2007自動交易錦標賽筆記-38

2007自動交易錦標賽筆記-38 (補記)22-12-2007

比賽第十二周

比賽完畢 再戰來年

個人表現：

起始資金10000, 終值 10 482.25 , 23勝14負, 最終總排名79/603, 比上一週升25名.

中國選手表現

(http://championship.mql4.com/2007/users?k=China)

(http://championship.mql4.com/2007/users?k=Taiwan)
Chunhsu Chen連續八周中國區榜首.

來自台灣的Chunhsu Chen以炒賣EURJPY 1小時圖參賽,表現一直勝利,19戰全勝,再小升一位,總排名20/603, 連續八周成為中國區第一人,其詳細交易報告可見以下網址:
http://championship.mql4.com/2007/users/dustin270/reports

全體表現

獲利十二倍 技高震群雄

烏克蘭的Olexandr,終以十二周獲利12倍,以壓到性姿態羸得冠軍, 更獲得40000美元獎金,見

http://championship.mql4.com/2007/news/337

http://championship.mql4.com/2007/users/Better/reports

賽後小記:

大會設有個人版面,我在自我介紹中,開宗明義提及自覺只是中階水平,希望透過比賽提升至更高層次的水準,而這次比賽確切是個難得經驗,比賽未開始前的固定時間準備,一步一步推進,在初段因深感「機算不如人算」而編寫出「複雜條件」EA、在中途之前,因大會reset server關係而引致參賽程式失去預期的威力,令人警惕到真實交易中,外匯商在特別假期reset server也是慣常之事, 這個沒花上真金白銀而得到的經驗確是可貴, 及後當以為自己可以當上一星期的中國區冠軍之際卻發現人外有人,來自台灣的Chunhsu Chen不敗一場地比我優勝, 到最後幾星期由無望到些少喜出望外, 得到第79名, 亦總算是正回報收場.

對於比賽的結果,我覺得是略遜於預期,原期望最少也是top 10% 60名內,最高則在top 3%約第20名左右, 再對比後來的「無reset server測試」, 終結資金11992, 強要排在榜裡可以得到第55名,至於第二周開始研發的「複雜條件」EA, 終結資金14202.4, 強要排在榜裡可以得到第43名, 兩個「事後孔明」都只是預算中下限附近,有熱心留言指, 只要我肯加大每注金額, 回報將可打入前列位置, 這方面我亦曾經考慮, 而因為我此行是為實際應用而鋪路, 所以一切可預計導致「爆倉」的行為我都會避免, 於比賽所見每注風險限於18%內, 已經是在進取與保本間取得平衡了。(待續)