# 2027 Fresh Grad Hire - Algorithm Engineer (Financial Securities Algorithm R&D Fo

**Company:** [moomoo](https://jobs.workable.com/companies/rYBPx6Li26wNSnbH8JV4qn.md)
**Location:** Shenzhen, China
**Workplace:** on site
**Employment type:** Full-time

[Apply for this job](https://jobs.workable.com/view/8e348d00-b83f-4a9c-9b1f-a24cab8ec1c2)

## Description

-   Participate in the design and development of systems including algorithmic orders, quantitative models, and smart order routing, translating algorithmic designs into runnable and verifiable system implementations.
-   Participate in the research and optimization of execution algorithms such as TWAP and VWAP, as well as machine learning–based strategies, with a focus on execution performance and result reproducibility.
-   Participate in the development and optimization of algorithms and systems related to option pricing and volatility surfaces, with attention to the correctness of pricing logic, parameters, and boundary conditions.
-   Make appropriate use of AI tools to improve efficiency in research and development, and validate key outputs such as model results, executions, and pricing.
-   Read English technical literature, interface protocols, and relevant market materials, and engage in day-to-day and technical communication with business and engineering teams.

## Requirements

-   Education: Bachelor's degree or above in Financial Engineering, Computer Science, Applied Mathematics, or a related STEM field.
-   Financial knowledge: Familiarity with securities trading mechanisms and a basic understanding of algorithmic execution or option pricing; internship or project experience in quantitative finance, securities firms, exchanges, or fintech is preferred.
-   **Technical skills**: Solid programming fundamentals; proficiency in at least one language such as Python or Go; ability to implement algorithms and models as runnable code; Basic knowledge of machine learning is preferred.
-   Work attributes: Respect for financial business, data, and rules; risk awareness and sensitivity to pricing, executions, and anomalous results; clear logical thinking and effective communication and collaboration.
-   Language skills: Good English & Chinese listening, speaking, reading, and writing skills; ability to read English technical literature fluently and to communicate in both day-to-day and technical contexts.
-   Preferred qualifications: Project or research experience in machine learning, deep learning, or option pricing; hands-on experience applying AI tools to model research or code implementation.

\*Open to candidates graduating between January 2026 and August 2027.