Big Data Architecture & AI Agent Backend Intern

Responsibilities Build AI-oriented financial market data infrastructure based on MCP, enabling LLMs and Agents to understand high-frequency tick data, candlestick patterns, capital flows, and macro data. Develop standardized, low-latency context interfaces for large models and Agents. Use Java or Golang to build backend Agent systems for quantitative research and financial analysis. Design Agent workflows that can automatically analyze market movements, collect related news, analyze position data, and generate research-style outputs. Package technical indicators and statistical algorithms such as MACD and BOLL into callable Tools / Skills for Agents. Expand the internal Agent tool library to help LLMs better understand trading scenarios. Requirements Must be based in Guangzhou or Shenzhen, or able to work onsite in Guangzhou / Shenzhen according to team requirements. Junior or senior student majoring in Computer Science or related fields. Strong foundation in data structures and algorithms. Strong understanding of, or interest in, Tool Use, MCP, streaming computing, and time-series data processing. Understanding of the collaboration between Context, Model, Prompt, and Tools. Defensive programming mindset to prevent logic loops and tool-calling failures. Strong curiosity and interest in futures, quantitative trading, or financial markets. Nice to Have Familiarity with Java, Golang, Flink, Kafka, time-series databases, or market data systems. Experience with Agent systems, MCP, Tool Calling, or LLM application development. Interest in quantitative research, futures trading, or financial AI.