Contek is a proprietary quantitative trading firm specialising in the development and implementation of systematic, research-driven trading strategies. Our trading approach is founded on rigorous quantitative research, advanced mathematical modelling, and the in-house development of sophisticated trading technologies and infrastructure.
Our core team comprises graduates from leading universities, including Tsinghua University, the University of Oxford, and Imperial College London. Team members bring extensive professional experience from globally recognised quantitative trading firms and hedge funds, such as WorldQuant, GSA Capital, and Jump Trading, as well as leading technology companies, including Google, Meta, and Microsoft.
Since 2017, our founding team has accumulated extensive experience in quantitative trading, developing a deep understanding of financial market structures, trading dynamics, and systematic investment strategies. By combining expertise in quantitative research, technology, and risk management, Contek focuses on identifying market inefficiencies and capturing investment opportunities through proprietary trading models and advanced execution systems.
Work type: Internship, having opportunities to turn permanent
Location: Shenzhen, Shanghai
Join our quantitative trading firm as a Quantitative Development Intern and work closely with researchers and traders to design, develop, and optimize proprietary trading systems. You will gain hands-on experience in building trading infrastructure, processing large-scale datasets, and implementing systematic trading strategies in a fast-paced, collaborative environment.
Trading System Development: Collaborate with the quant research team to design and implement mid-frequency trading systems using C++ and Python.
Tool Development: Build tools to assist researchers with data analysis, strategy backtesting, and optimization.
Data Processing & Cleaning: Extract, clean, and preprocess large-scale datasets to ensure accuracy and consistency, including handling missing values and standardizing formats.
Performance Optimization: Optimize trading algorithms and data pipelines to ensure real-time system performance.
Team Collaboration: Work closely with quant researchers, traders, and other developers to integrate research results into trading infrastructure.
Documentation: Maintain clear documentation of code, processes, and tools to support team knowledge sharing.
Educational Background: Bachelor’s degree or above from top domestic universities (985/211) or globally renowned institutions, in Computer Science, Engineering, Mathematics, or related fields.
Programming Skills: Proficiency in C++ or Python.
Problem-Solving Ability: Capable of tackling complex technical issues related to performance optimization and data processing.
This internship provides the opportunity to gain hands-on experience with cutting-edge technologies in a fast-paced environment, helping you build practical expertise in quantitative finance. We offer competitive internship compensation and housing allowance to support your integration into the team and enhance your professional development.
Competitive package: RMB 600 - RMB 1000 per day