Hangzhou LongQi Technology Co., Ltd (杭州龙旗科技有限公司)

Position Title/Short Description

Full Text of JOE Listing:

Responsibilities
Lead end-to-end R&D and deployment of AI algorithms in quantitative finance, focusing on financial time-series forecasting, Alpha factor mining, and portfolio optimization (data preprocessing, feature engineering, modeling, and live trading iteration included).

Manage content curation, architecture design, and development of the AI knowledge base; participate in R&D and maintenance of the vector database and construction of the retrieval evaluation system.
Track cutting-edge AI technologies (lightweighted large models, reinforcement learning, multi-modal fusion, etc.) for research and technology transfer, building the firm’s quantitative tech moat.
Collaborate with investment research, trading, and risk teams to refine R&D standards, compile technical documents, and strategy attribution reports.

Requirements
Master’s/PhD in Computer Science, AI, Mathematics, or related fields; PhD preferred.
Proficient in Python/C++ and core ML/DL algorithms (CNN, Transformer, etc.); hands-on with PyTorch/TensorFlow/JAX; proven experience in end-to-end algorithm delivery.
Strong problem-solving skills, market/tech sensitivity, and a cross-team collaboration mindset.

Preferred
Awards in ACM/ICPC/NOI or papers in top AI conferences/journals; experience in large model lightweight deployment; open-source contributions or core algorithm patents.