Quantitative Researcher

Anson McCade; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Anson McCade partners with a globally-renowned quant trading firm to hire Quantitative Researchers for a research and trading desk covering global cash equities and futures, with emphasis on APAC markets. The team is led by Senior Quant Researchers/Portfolio Managers with extensive experience and strong track records within this space.

The successful candidate will collaborate on the full research and trading lifecycle for systematic strategies at HFT/short-term, intraday or mid-frequency

Qualifications

• At least 2 years in front office quant research in equities markets (APAC).
• Proficiency in Python; C++ experience is a plus.

Responsibilities

• Research and develop HFT, intraday or mid-frequency strategies in APAC cash equities or futures, with developers and quant traders on implementation and optimization.
• Develop and optimize infrastructure and tools as needed.
• Lead/mentor junior team members with the aim of leading a desk.

Skills

Python

C++

Education

Bachelor's/Master's degree in quantitative field

Job description

Quantitative Researcher - Cash Equities - 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 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.