Job description

[This job id 8386 first appeared in Job-Q.com on 20 May 2026]

We are a leading fintech company specializing in systematic investment strategies for hedge funds. Includes both USD-denominated funds and RMB-denominated funds. Currently seeking top-tier talent in reinforcement learning and machine learning.

Responsibilities:

• Develop models based on provided databases and generate trading strategies across markets such as futures and U.S. equities.
• Conduct research and implementation in high-frequency trading, machine learning, quantitative analysis, and data modeling.
• Perform quantitative research and development using Python and/or C++.

Requirements:

Strong communication skills; articulate and persuasive in expression.

• Proven experience in high-frequency trading, machine learning, quantitative analysis, and data modeling.
• Proficient in Python and/or C++, with the ability to conduct quantitative research and development.
• Experience in high-frequency trading and futures arbitrage is preferred.
• Outstanding fresh graduates are welcome to apply.

We invite qualified candidates to submit their resumes to: alice@morganfund.com

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