Quantitative Developer: ML pipelines & Market Microstructure

Jump Trading; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

A global financial technology firm in Hong Kong is seeking a Quantitative Developer. This role involves collaborating with researchers to develop machine learning pipelines and portfolio optimization systems, while managing full-cycle system development. Candidates should have at least 5 years of coding experience, with strong skills in Python and/or C++. The ideal candidate is passionate about building efficient software, ready to tackle complex quantitative problems, and has a desire for continuous professional development.

Qualifications

• 5+ years of coding experience with measurable impact.
• Strong desire to learn and grow in software development.
• Experience with industrial-grade codebases in C++ is advantageous.

Responsibilities

• Develop machine learning pipelines and algorithms.
• Enhance research tools for market microstructure analysis.
• Design and implement portfolio optimization systems.
• Manage full-cycle system development and user support.

Skills

Coding problem-solving

Software development in Python

Software development in C++

Effective communication

Intellectual curiosity

Job description

A global financial technology firm in Hong Kong is seeking a Quantitative Developer. This role involves collaborating with researchers to develop machine learning pipelines and portfolio optimization systems, while managing full-cycle system development. Candidates should have at least 5 years of coding experience, with strong skills in Python and/or C++. The ideal candidate is passionate about building efficient software, ready to tackle complex quantitative problems, and has a desire for continuous professional development.