Remote Quant Researcher – HFT & Asian Markets

Code Compass ?; Zürich; Remote; CHF 120,000 - 180,000; Full time

Benefits offered by this job

Competitive compensation package

Flexible work arrangements

Relocation & visa sponsorship

Job summary

Quantitative Researcher role in Zurich focuses on developing and optimizing systematic high-frequency trading strategies across international markets, with a special focus on Asia. You will work with trading and engineering teams to design, backtest, and deploy low-latency algorithmic strategies.

You should have 2+ years in quantitative research or algorithmic trading, strong programming skills, and experience applying ML to high-frequency financial data.

Qualifications

• 2+ years of quantitative research or algorithmic trading experience.
• Strong programming skills.
• Experience researching Asian financial markets.
• Practical experience applying ML to high-frequency financial data.

Responsibilities

• Developing predictive trading signals using tick-level and order-book market data.
• Applying machine learning and statistical techniques to identify profitable trading opportunities.
• Researching Asian market microstructure, liquidity, order-book dynamics.
• Collaborating with traders and engineers to deploy high-performance algorithmic trading strategies.

Skills

Python

C/C++

Quantitative Research

Machine Learning

Algorithmic Trading

Low-Latency

Tools

Backtesting

Tick Data

Order Book Data

Job description

Quantitative Researcher role in Zurich focuses on developing and optimizing systematic high-frequency trading strategies across international markets, with a special focus on Asia. You will work with trading and engineering teams to design, backtest, and deploy low-latency algorithmic strategies.

You should have 2+ years in quantitative research or algorithmic trading, strong programming skills, and experience applying ML to high-frequency financial data.