Quant Researcher, Equities & Futures — HFT & ML

IMC Trading; Hong Kong; On-site; HKD 800,000 - 1,000,000; Full time

Job summary

A global trading firm is seeking an experienced Quantitative Researcher to develop high frequency trading strategies and predictive models for the APAC markets. The role involves performing large scale data analysis to derive statistically profitable predictions of market behavior, collaborating with traders and developers, and leveraging a strong grasp of market dynamics and microstructure. Candidates should have 3+ years of relevant experience, preferably in high frequency trading, along with strong programming skills in Python.

Qualifications

• 3+ years experience as a Quantitative Researcher or Trader.
• Proven experience in high frequency Equities or Futures.
• Strong programming skills in at least one language, preferably Python.

Responsibilities

• Develop high frequency delta one trading strategies.
• Perform large scale data analysis to derive market predictions.
• Collaborate to improve models and production results.

Skills

Quantitative Research

Machine Learning

Statistical analysis

Market dynamics understanding

Programming in Python

Education

Graduate/Postgraduate in machine learning, statistics, or STEM

Job description

A global trading firm is seeking an experienced Quantitative Researcher to develop high frequency trading strategies and predictive models for the APAC markets. The role involves performing large scale data analysis to derive statistically profitable predictions of market behavior, collaborating with traders and developers, and leveraging a strong grasp of market dynamics and microstructure. Candidates should have 3+ years of relevant experience, preferably in high frequency trading, along with strong programming skills in Python.