Quantitative Trading Researcher (HFT/ML)

Bitqcode quantitative capital; Dubai; On-site; AED 350,000 - 750,000; Full time

Job summary

Bitqcode Quantitative Capital is seeking a quantitative researcher to design and implement trading strategies across global markets. You will leverage statistical and machine learning models to research signals, backtest strategies on large tick-data, and develop alpha-generating ideas for execution across multiple exchanges.

The role requires strong programming skills (Python/C++/Rust), knowledge of market microstructure, and experience with high-frequency data and backtesting frameworks.

Qualifications

• Experience with global financial markets and exchange mechanics.
• Strong coding skills in Python, C++, or Rust with numerical computing and data wrangling.
• Familiarity with machine learning techniques rooted in statistics and model validation.
• Experience handling high-frequency data, order book reconstruction, and backtesting.

Responsibilities

• Research and implement quantitative trading strategies across global markets.
• Conduct alpha research, signal generation, and strategy backtesting on tick data.
• Develop statistical arbitrage techniques across asset classes and exchanges.
• Model market microstructure phenomena such as latency and order book dynamics.
• Collaborate with engineering to deploy low-latency strategies in production.
• Monitor and improve model performance using real-time and historical data.

Skills

Python

C++

Rust

Machine Learning

Time Series

Data Wrangling

Low Latency

API Interaction

Education

Bachelor's degree in quantitative field

Master's degree in quantitative field

PhD in quantitative field

Tools

CUDA

NumPy/Pandas

Git

Job description

Bitqcode Quantitative Capital is seeking a quantitative researcher to design and implement trading strategies across global markets. You will leverage statistical and machine learning models to research signals, backtest strategies on large tick-data, and develop alpha-generating ideas for execution across multiple exchanges.

The role requires strong programming skills (Python/C++/Rust), knowledge of market microstructure, and experience with high-frequency data and backtesting frameworks.