HFT Delta One Quant Researcher / Trader

Principle Partners Pte Ltd; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Top-tier HFT/ Market-Making Firm APAC is expanding its APAC strategies and seeks an experienced quant researcher/trader to build high-frequency delta one strategies and predictive models for APAC equities and futures.

You’ll work with large high-frequency datasets, turning microstructure into features and signals, and taking ideas through to production with traders and engineers.

Qualifications

• 3+ years in high-frequency equities or futures alpha research.
• Track record in at least one Asia market.
• Strong probability and statistics skills with hands-on ML experience.
• Comfortable with large high-frequency datasets and real-time features.
• Clear, practical communication when explaining ideas.

Responsibilities

• Generate and test high-quality alpha signals applicable to deployment.
• Leverage order book and microstructure to build robust features.
• Apply statistics and machine learning with emphasis on robustness and out-of-sample performance.
• Collaborate with traders and engineers to productionize research into live strategies.

Skills

HF trading

Probability statistics

ML approaches

APAC market exp

Team communication

Tools

Python

Job description

We're working with a top-tier HFT / market-making firm that is expanding its APAC strategies. They're hiring an experienced quant researcher / trader to build high-frequency delta one strategies and predictive models for APAC equities and futures.

You’ll work on large, high-frequency datasets, turn market microstructure into features and signals, and take ideas through to production with traders and engineers.

What you’ll do

• Generate and test high-quality alpha signals, with a bias to what can actually be deployed
• Use order book and market microstructure to build features that hold up out of sample
• Apply statistics and machine learning with real discipline around robustness and overfitting
• Work with trading and engineering so research becomes a live strategy, not a notebook

What we’re looking for

• 3+ years in high-frequency equities or futures alpha research, with a track record in at least one Asia market
• China equity experience is a plus
• Strong probability and statistics, and hands- on experience with at least one mainstream ML approach
• Comfortable with large high-frequency trading datasets
• Strong programming in at least one language (Python preferred)
• Practical, collaborative, and clear when explaining an idea