APAC Delta One Quant Researcher — ML-Driven Trading

IMC B.V.; Hong Kong; On-site; HKD 900,000 - 1,100,000; Full time

Job summary

A global trading firm in Hong Kong seeks experienced quant researchers to develop high-frequency delta one trading strategies. Candidates should have over 3 years in alpha research within Asia markets and a strong statistical background. The role involves generating testable alpha signals and collaborating closely with trading teams. Exceptional programming skills in Python are preferred. This is an opportunity to influence trading strategies and work within a cutting-edge research environment.

Qualifications

• 3+ years of experience in high-frequency equities or futures alpha research, ideally with prior track record in Asia markets.
• Strong foundation in probability and statistics with practical ML experience.
• Experience with large, high-frequency trading datasets.

Responsibilities

• Generate high quality, testable alpha signals.
• Refine understanding of market microstructure and order book dynamics.
• Apply statistical and machine learning techniques with focus on robustness.
• Collaborate with trading and engineering teams for production strategies.

Skills

High-frequency equities or futures alpha research

Probability and statistics

Machine learning techniques

Programming (Python preferred)

Job description

A global trading firm in Hong Kong seeks experienced quant researchers to develop high-frequency delta one trading strategies. Candidates should have over 3 years in alpha research within Asia markets and a strong statistical background. The role involves generating testable alpha signals and collaborating closely with trading teams. Exceptional programming skills in Python are preferred. This is an opportunity to influence trading strategies and work within a cutting-edge research environment.