A global trading firm is seeking a Quantitative Trader to lead research and back testing for delta-one equity strategies. Candidates should possess a degree in a quantitative discipline and 3+ years of experience in quantitative trading or monetization research, with strong skills in Python or C++. The role requires in-depth data analysis and the ability to work collaboratively in a fast-paced environment. Exceptional candidates may be considered for the Hong Kong location.
Qualifications
3+ years of experience in quantitative trading or monetization research, preferably in equities.
Strong experience with back testing frameworks, large datasets, and systematic performance evaluation.
Deep understanding of market microstructure, transaction costs, and scalability constraints.
Responsibilities
Research and evaluate new trading signals and strategy ideas with a focus on monetization potential.
Design and run large-scale back tests to assess PnL, risk, capacity, and robustness.
Analise transaction costs, market impact, and execution assumptions within back testing frameworks.
Skills
Research-driven trading
Large-scale data analysis
Performance validation
Strong programming skills (Python/C++)
Statistical intuition
Education
Degree in a quantitative field
Tools
Back testing frameworks
Job description
A global trading firm is seeking a Quantitative Trader to lead research and back testing for delta-one equity strategies. Candidates should possess a degree in a quantitative discipline and 3+ years of experience in quantitative trading or monetization research, with strong skills in Python or C++. The role requires in-depth data analysis and the ability to work collaboratively in a fast-paced environment. Exceptional candidates may be considered for the Hong Kong location.