Quantitative Researcher

Anson McCade Pty; Hong Kong; On-site; HKD 900,000 - 1,200,000; Full time

Job summary

Anson McCade Pty in Hong Kong partners with a globally renowned quant trading firm to hire Quantitative Researchers for a team covering global cash equities and futures, with a focus on APAC markets.

You will own the full research and trading lifecycle for systematic strategies at HFT/short-term horizons, from data prep and feature engineering to production deployment and live monitoring, collaborating across quant researchers, developers and monetisation experts.

Qualifications

• 2+ years of front office quant research experience in equities/futures, APAC region preferred.
• Proficiency in Python; C++ experience is desirable.
• Bachelor’s/Master’s degree; PhD preferred but not required.

Responsibilities

• Research and develop HFT, intraday or mid-frequency strategies in APAC cash equities or futures.
• Develop and optimise infrastructure and tools on an ad hoc basis.
• Lead/mentor more junior team members toward leading a desk.

Skills

Python

C++

Education

Bachelor's or Master's degree

Job description

• Proficiency in Python, exp with C++ is desired
• You will cover global equities markets
• At least 2 yrs of exp

Quantitative Researcher - Cash Equities/Futures - APAC Region

Anson McCade have partnered with a globally-renowned quant trading firm which is hiring Quantitative Researchers for a research and trading team covering global cash equities and futures, particularly in APAC markets. The team is led by several Senior Quantitative Researchers/Portfolio Managers with extensive experience and strong track records within this space.

The successful candidate will be responsible for collaborating on the full research and trading lifecycle for systematic strategies at HFT/short-term, intraday or mid frequency time horizons (seconds up to 1-2 weeks). You will cover global equities markets, covering data pre-processing and feature engineering on market/alternative datasets, through to putting models into production and monitoring their performance in live trading, in collaboration with other quant researchers, developers and monetisation experts in the team.

The Role:

• Research and develop HFT, intraday or mid-frequency strategies in APAC cash equities or futures, working with developers and quant traders on the implementation and management/optimisation of these models.
• Develop and optimise infrastructure and tools on an ad hoc basis.
• Lead/mentor more junior members of the team, with the aim of leading a team/desk.

Requirements:

• At least 2 years of experience in front office quant research in equities/futures markets, particularly in the APAC region.
• Proficiency in Python, experience with C++ is desired.
• A Bachelor’s and/or Master’s degree from a top University, PhDs are preferred but not required.