Delta-One Quant Researcher — HFT in China Commodities

IMC B.V.; Hong Kong; On-site; HKD 500,000 - 700,000; Full time

Job summary

A global trading firm is seeking an experienced quant researcher in Hong Kong to develop high frequency delta one trading strategies and predictive models for the China Commodity Futures market. The role involves significant data analysis to inform trading decisions and requires a strong foundation in probability, statistics, and machine learning. Collaboration with trading and engineering teams is essential to translate research into effective production strategies. This position offers an exciting environment focused on innovation and teamwork.

Qualifications

• 3+ years of experience in high-frequency alpha research for China Commodity Futures.
• Strong foundation in probability and statistics with practical ML experience.
• Excellent programming skills in at least one language (Python preferred).

Responsibilities

• Generate high quality, testable alpha signals.
• Refine understanding of market microstructure and order book dynamics.
• Apply statistical and machine learning techniques to enhance robustness.
• Collaborate to translate research into production strategies.

Skills

High-frequency alpha research

Probability and statistics

Machine learning techniques

Programming in Python

Collaboration with trading teams

Job description

A global trading firm is seeking an experienced quant researcher in Hong Kong to develop high frequency delta one trading strategies and predictive models for the China Commodity Futures market. The role involves significant data analysis to inform trading decisions and requires a strong foundation in probability, statistics, and machine learning. Collaboration with trading and engineering teams is essential to translate research into effective production strategies. This position offers an exciting environment focused on innovation and teamwork.