工作描述:
1、协助开拓、维护区域内全国性银行、保险、信托、大型国有企业财务公司等机构合作关系；
2、向区域内大型金融机构客户提供专业化的产品服务，积极推动产品销售；
3、拜访区域内重点机构客户，交流公司产品的投资操作、投资策略，以及策划其他互动活动，建立客户和产品的档案与分类，及时反馈客户沟通情况，根据客户的不同需求设计相应的合作方案；
4、提供市场趋势、需求变化、竞争对手和客户反馈方面的准确信息，为产品设计和服务方案提出建议。

职位要求:
1、硕士及以上学历，具有3年以上工作经验，有公募、券商资管、银行相关销售经验者优先；
2、具备良好的沟通表达能力和演讲能力，能够组织投资交流会，能够独立向客户宣讲产品；
3、具有较强的工作责任感，具备细致的工作习惯和踏实肯干的工作态度，具备良好的团队合作意识与人际关系处理能力。

符合《证券基金经营机构董事、监事、高级管理人员及从业人员监督管理办法》等监管办法规定的执业条件。

工作描述:
1、体系化开展策略指数开发，包括但不限于资产配置类及配套因子类策略等；
2、搭建策略评估框架、新策略分析框架、向客户进行路演及推介；
3、根据客户个性化需求提供测试框架及方案，推进策略的上线并跟进落地；
4、根据需求，扩充全球标的作为策略开发支持，持续优化数据质量及相关参数；
5、推进配套交易系统及运维系统的开发，准备相关策略介绍及产品材料及文本。

职位要求:
1、硕士研究生及以上学历，数理，计算机，金融工程等相关专业；
2、具备5年以上策略研发和实盘投资方面的工作经验，熟悉境内外股票、债券及衍生品的定价和交易规则，对全球资产配置及投资有深入的理解和判断；
3、具有良好的学习能力、沟通能力和书面表达能力，态度积极主动，踏实肯干，适应快节奏高效率工作。

符合《证券基金经营机构董事、监事、高级管理人员及从业人员监督管理办法》等监管办法规定的执业条件。

工作描述:
1、Lead the construction and management of multi-asset portfolios (rates, credit, FX volatility instruments) with a fixed-income core, driving absolute-return strategies while adhering to risk-adjusted performance targets.
2、Design and implement risk parity frameworks to optimize asset allocation, hedging strategies, and leverage across multi-asset portfolios, ensuring alignment with fund mandates and liquidity constraints.
3、Build proprietary quantitative models to identify mispricing, asses tail risks, and enhance portfolio alpha generation.
4、Lead due diligence on new investment products and oversee onboarding for executable instruments.

职位要求:
1、Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field.
2、7 to 10+ years of hands-on portfolio management or trading experience in multi-asset fixed income and derivatives, with a proven track record of alpha generation within buy-side/sell-side institutions.
3、Deep understanding of sell-side/buy-side infrastructure: funding dynamics, prime brokerage relationships, collateral management, and trading system workflows.
Working experience covering one major asset or multi-asset class as below.
Rates: DM/EM rates & derivatives (gov bonds & linkers, EM quasi-gov bonds, and related derivatives i.e., Futures, IRS etc.
FX: G7 and major EM related spot, fwd and option etc.
Credit: Non-China credit, equity embedded instrument i.e., Convertible bonds, etc.
Vol instrument: MBS/CMO, rates option etc.
4、Practical experience in executable hedging tool and strategy. Familiar with arbitrage and RV strategy in major macro and credit markets. Approved good trading and investment tracking record.
5、Expertise in quantitative programming (Python/VBA/R/MATLAB) for back testing, pricing, and risk modeling. Experience with API-based trading systems is a plus.

工作描述:
1、Provide real-time legal and compliance analysis of bond and derivative transactions to ensure adherence to Hong Kong regulations (SFC, HKMA), cross-border risks and internal policies.
2、Lead the drafting, negotiation, and legal risk assessment of trading agreements (ISDA, GMRA, GMSLA), repurchase agreements, and structured products.
3、Monitor regulatory developments (e.g., SFC circulars, HKMA guidelines) impacting FICC markets and advise of implementation.
4、Liaise with regulators for filings, audits, and inquiries related to trading activities. Prepare and submit regulatory reports (e.g., Large Open Position Reports for derivatives).
5、Design and deliver compliance training for trading teams on conduct risk, best execution and market abuse regulations.

职位要求:
1、LLB/JD or Master’s degree in Law, Finance, or a related quantitative field. Admission to the Hong Kong Bar or equivalent common law jurisdiction (preferred).
2、3+ years of legal/compliance experience in fixed income, derivatives, or investment banking, preferably within a buy-side institution.
3、Strong analytical skills with the ability to interpret complex legal/regulatory texts.
4、Excellent communication skills, critical thinking, and ability to perform under pressure.

工作描述:
1、Monitor and analyses daily risks across multiple asset classes, including macro (rates & FX), credit, equity, and related derivative/structured products while ensuring the stability of risk management system.
2、Develop and implement tailored risk management methods, including stress tests, scenario analysis, and P&L attribution. Modify and calibrate risk valuation models as needed.
3、Collect and maintain a comprehensive database for FICC risk management. Calculate risk factors and P&L when necessary.
4、Implement and optimize internal risk control procedures to enhance operational efficiency.
5、Collaborate with investment managers to onboard new trading instruments, ensuring seamless integration into existing systems.

职位要求:
1、Master’s degree in Mathematics, Economics, Finance, or a related quantitative field.
2、3+ years of risk management experience in a buy-side environment (e.g., asset management, hedge fund, bank, or insurance).
3、Solid understanding of financial instrument valuations.
4、Excellent analytical & quantitative skills, with proficiency in Python, C++, SQL, or similar programming tools.
5、Exceptional communication skills, critical thinking abilities, and the capacity to perform effectively under pressure.

工作描述:
1、Research, design, and implement quantitative trading strategies for fixed income cash and derivatives products.
2、Conduct rigorous data analysis (historical/time-series, cross-sectional) to identify market inefficiencies, pricing anomalies and predictive signals.
3、Collaborate with Portfolio Managers (PMs) to translate research insights into executable trading strategies, ensuring alignment with portfolio objectives.
4、Partner with engineering/IT team to enhance data pipelines, trading infrastructure and execution algorithms. Continuously refine existing strategies based on market regime shifts, new data sources, or model feedback and trading systems.

职位要求:
1、Master’s degree in Mathematics, Physics, or related STEM field.
2、3 - 5+ years of experience working in investment/trading strategy research environment. Preferably in fixed income.
3、Demonstrated experience working with large datasets, programming skills, and proficiency in Python.
4、Excellent communication skills, teamwork mentality, and ability to perform under pressure.

工作描述:
1、Execute liquidity management related trades, including Repo, Rates ＆ FX derivative, and short-term IG bond.
2、Develop and implement efficient financing strategies and plans, and broaden funding related instruments.
3、Monitor real-time market conditions and liquidity situation, to provide actionable insights for ALM decision.
4、Cultivate and maintain external trading relationships with liquidity providers.

职位要求:
1、Master’s degree in Mathematics, Physics, Economics, Finance, or a related field.
2、3+ years of relevant trading experience (e.g., securities firm, bank, or hedge fund).
3、Detail-oriented, excellent communication skills, teamwork mentality, and ability to perform under pressure.

工作描述:
1、Execute trades across multiple asset classes, including macro (rates & FX), credit, equity, and related derivative/structured products.
2、Develop and implement efficient execution strategies and trading plans in alignment with investment manager directions.
3、Monitor real-time market conditions, including liquidity, transaction flows, and emerging trends, to provide actionable insights for investment decisions.
4、Ensure trading system stability and proactively optimize trading venues for execution efficiency.
5、Cultivate and maintain external trading relationships with brokers, dealers, and trading platform providers.
6、Collaborate with investment managers to onboard new trading instruments and ensure seamless integration.

职位要求:
1、Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field.
2、3+ years of trading experience in a buy-side environment (e.g., asset management, hedge fund, bank, or insurance).
3、Solid understanding of financial instruments and a strong desire to expand trading expertise.
4、Strong analytical & quantitative skills, with proficiency in Python, R, MATLAB, or similar programming tools.
5、Excellent communication skills, teamwork mentality, and ability to perform under pressure.

工作描述:
1、推动ETF、股票做市系统及相关交易算法的设计与开发，推进做市业务高性能体系的建设；
2、利用前沿技术，开发二级市场交易策略，提高交易效能；
3、持续监测实时数据的动态变化以及市场行情走向，增强交易绩效同时强化风险管控能力；
4、参与算法策略的历史回测、模拟测试、因子开发、策略迭代，跟踪评估策略表现。

职位要求:
1、硕士研究生及以上学历，专业不限；
2、精通Python/java/C/C++等，其中Java和C++必须至少熟练掌握一种，代码底层能力强；
3、在以下至少一个领域有研究及相关落地经验：机器学习、自然语言处理，时间序列建模，深度学习、强化学习；
4、有低时延/高性能/存储/分布式相关经验；
5、有责任心，善于学习、谦虚谨慎，有较强的自我驱动，有较好的工作协调能力和团队精神，执行力强；
6、《证券基金经营机构董事、监事、高级管理人员及从业人员监督管理办法》等监管办法规定的执业条件。

工作描述:
1、参与行业研究，了解行业规律，挖掘投资项目;
2、参与投资项目的执行工作，包括财务、业务尽调，财务模型搭建等，并形成投资判断;
3、参与投资项目决策文件及相应工作底稿的编制，参与投资立项和投决工作；
4、参与投后管理，分析投资项目的后续经营管理情况。

职位要求:
1、本科以上学历，计算机、理工类相关专业优先；
2、具有VC/PE行业3年以上工作经历，具备早期或成长期项目独立执行能力；
3、对人工智能、智能汽车、自动驾驶、低空经济、具身智能等硬科技行业有较深入研究，掌握行业研究的基本方法，并且能够做出独立的判断；
4、具备较强的系统思维能力、分析判断能力，出色的沟通交流能力、组织协调能力，快速的学习能力、执行能力及良好的团队协作精神；
5、符合《证券基金经营机构董事、监事、高级管理人员及从业人员监督管理办法》等监管办法规定的执业条件。