Low-Latency Quant Researcher: Asia Markets & HFT Edge

Legacy Shift

Zug

On-site

CHF 150,000 - 230,000

Full time

44 hours ago

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Benefits offered by this job

30 days holiday

Gym membership

Relocation package

Visa sponsorship

Job summary

Legacy Shift is hiring an experienced Quantitative Researcher to develop systematic, high-frequency trading strategies across Asian financial markets. You will research predictive signals from tick-level data, apply machine-learning to identify alpha sources and translate them into strategies for low-latency production environments.

The role sits at the intersection of quantitative research, machine learning, market microstructure and algorithmic trading.

Qualifications

3+ years of professional quantitative research or algorithmic trading experience in an HFT/proprietary environment.
Strong Python/C/C++ design and programming skills.
Deep knowledge of Asian market microstructure across equities, FX and/or commodities.
Practical experience applying machine-learning techniques to financial market data.

Responsibilities

Research, develop and improve systematic and high-frequency trading strategies across Asian equities, FX and/or commodities.
Develop predictive signals from tick-level, order-book and other high-frequency market data.
Apply machine-learning and statistical techniques to price prediction and liquidity forecasting.
Analyse market microstructure across Asian venues and intraday patterns.
Build robust backtests with realistic execution constraints and costs.