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

Futu Holdings Limited; Hong Kong; On-site; HKD 400,000 - 650,000; Full time

Job summary

Futu Holdings Limited in Hong Kong invites graduates to join our quantitative research and development teams. You will design and implement algorithms for execution, pricing, and smart order routing, translating designs into runnable code.

You will explore TWAP/VWAP strategies, machine learning based approaches, and collaborate with business and engineering teams on tests and documentation. Proficiency in Python or Go and good English/Chinese communication are expected.

Qualifications

• Education as stated: Bachelor's degree or above in Financial Engineering, Computer Science, Applied Mathematics, or a related STEM field.
• Financial knowledge: familiar with securities trading mechanisms and basic algorithmic execution or option pricing; internship or project experience preferred.
• Technical skills: solid programming fundamentals; proficiency in Python or Go; ability to implement algorithms/models as runnable code; basic ML knowledge preferred.
• Work attributes: respect for financial data/business rules; risk awareness and clear communication.
• Language skills: good English & Chinese listening, speaking, reading, and writing; able to read English tech literature and communicate technically.
• Preferred qualifications: ML/deep learning or option pricing project experience; hands-on AI tools usage for modeling or coding.

Responsibilities

• Participate in design and development of systems including algorithmic orders, quantitative models, and smart order routing.
• Participate in research and optimization of execution algorithms (TWAP and VWAP) and ML-based strategies for performance and reproducibility.
• Develop and optimize algorithms and systems related to option pricing and volatility surfaces, with correct pricing logic and parameters.
• Use AI tools to improve R&D efficiency and validate model outputs, executions, and pricing.
• Engage in day-to-day and technical communication with business and engineering teams; read English technical literature and interfaces.

Skills

Python

Go

Machine Learning basics

Programming fundamentals

English & Chinese proficiency

Education

Bachelor's degree or above in Financial Engineering, Computer Science, Applied Mathematics, or a related STEM field

Tools

Pandas

Job 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.