另类投资业务线为中信证券二级市场自营交易平台,部门基本覆盖境内量化、基本面各类策略,运用股票、股指期货、商品期货、场内外期权、转债等工具获取绝对收益。 The Alternative Investment Business Line is a secondary market prop-trading hedge fund platform at CITICS. It basically covers all kinds of domestic quantitative and fundamental strategies, and seeks absolute return with the use of such investment tools as equities, stock index futures, commodity options, over-the-counter options, convertible bonds, exotic derivatives..
1. 协助量化策略的开发,协助研究市场的交易行为。包括但不限于因子构建,开发定价模型、对冲模型,波动率预测模型、高频 / 算法交易模型等;
Assisting in developing quantitative trading strategies, including but not limited to factor engineering, exotic pricing, hedging, volatility forecasting, and high-frequency / algorithm trading models;
2. 负责维护投研回测平台;
Maintaining and enrich the functionality of backtesting platform;
3. 负责数据的整理及统计分析。
Cleansing and analyzing big data.
1. 国内2021年应届生及海外2020/2021年毕业生,全日制硕士及以上学历的在校生;
2021 Master and PhD graduates from domestic universities,and 2020/2021 Master and PhD graduates from overseas universities;
2. 经济金融、数学/统计、计算机或其他理工科专业;
Major in one of the following fields: economics/business, mathematics/statistics, computer science, other science / engineering subjects;
3. 具有出色的逻辑分析能力和解决问题能力;
Exellent analytical thinking and problem-solving skills;
4. 精通Python, MATLAB或R。熟悉C++或Java是加分项;
Expert in Python, MATLAB. or R. Familiar with C++ or JAVA will be a plus;
5. 对机器学习领域的模型及应用有深入理解和实践经验是加分项;
Profound knowledge and experience in machine learning will be a plus;
6. 对财报和公司行为有深入理解是加分项;
Deep understanding on financial analysis and corporate behavior will be a plus;
7. 拥有在量化对冲平台的工作经验是加分项;
Research experience in quantitative hedge fund platform will be a plus;
8. 拥有博士学历是加分项;
Ph.D. degree is preferred;
9. 英文表达出色。
Fluency in English.
1. 协助搭建、开发并维护高频、并多发、低延时的下一代交易平台和回测平台;
Assisting in designing, developing and maintaining high-frequency trading and backtesting platform of the next generation;
2. 提升投研整体流程的自动化程度;
Improving the level of automation for trading business as a whole;
3. 高效处理各类非结构化数据,协助基于大数据策略的开发。
Processing unstructured data, and assisting in developing trading strategies based on big-data.
1. 国内2021年应届生及海外2020/2021年毕业生,全日制硕士及以上学历的在校生;
2021 Master and PhD graduates from domestic universities,and 2020/2021 Master and PhD graduates from overseas universities;
2. 理工类专业,并有相关项目开发经验;
Major in a science/engineering field with reasonable experiences in project development;
3. 具备逻辑分析能力能力、快速学习能力。有责任心、工作细致;
Well-equipped with analytical thinking and fast-learning capability. Able to take responsibility and attention to detail;
4. 精通C++,数据库,及大数据处理,对系统架构有深入理解;
Expert in C++, database operation, big data processing, and modular architecture design;
5. 对经济金融的知识储备是加分项;
Knowledge of economics / finance will be a plus;
6. 对机器学习等前沿统计应用有相关积累是加分项;
Knowledge of machine-learning and other frontier statistics will be a plus;
7. 英文表达出色。
Fluency in English.
1. 覆盖相关行业和个股研究,负责相关细分行业中重点公司的资料收集,模型搭建,分析产业链和行业竞争格局,掌握行业和公司的发展趋势和动态;
Covering TMT industry and individual equity, including collecting relevant data and information, tracking companies, building financial models, analysing industrial trends and competition patterns;
2. 发掘相关行业的投资机会,对潜在投资标的进行筛选、分析和研究。管理自身股票池,对有价值项目撰写相关个股研究报告,行业研究报告,及时跟踪公司动态;
Capturing investment opportunities,including building top pick lists, tracking fundemantal trends, analysing potential underlying, generting and sharing investment ideas;
3. 根据投资经理要求,对非公开发行项目,可转换债项目,可交换债项目进行研究和跟踪。
Completing research assigned by PM about private placement and CB/EB project.
1. 国内2021年应届生及海外2020/2021年毕业生,全日制硕士及以上学历的在校生;
2021 Master and PhD graduates from domestic universities,and 2020/2021 Master and PhD graduates from overseas universities;
2. 电子、计算机、通信等相关理工科类专业优先;
Major in one of the following fields: Electronic Engineering/Computer Science,Communications,and ohter science/engineering subjects;
3. 具有相关实习经历优先;
Revelant intern experience will be a plus;
4. 有较强的主动性,抗压性,对证券研究有很强的兴趣;
Active learner, able to word under pressure, with great passion for equity research;
5. 对财报和公司行为有深入理解是加分项;
Deep understanding on financial report analysis and corporate behavior will be a plus;
6. 英文表达出色。
Fluency in English.