Quantitative Researcher: ML Alphas for HFT Signals

Schonfeld; Hong Kong; On-site; HKD 938,233 - 1,250,977; Full time

Job summary

A global hedge fund is seeking a talented Quantitative Researcher to join its systematic trading team in Hong Kong. The ideal candidate will have 5+ years of alpha-research experience, advanced knowledge in machine learning, and proficiency in Python. Responsibilities include engineering predictive features, deploying ML models, and collaborating with a dynamic team on high-performance trading systems. Join a firm committed to innovation and empowering its employees with a culture of collaboration and excellence.

Qualifications

• 5+ years of alpha-research experience at a leading buy-side firm or global bank.
• Expertise in tree-based models, deep learning, and NLP/LLM.
• Proficiency in Python and experience with distributed/hybrid compute environments.

Responsibilities

• Engineer predictive features from high-frequency market data.
• Collaborate on deploying signals into production.
• Design ML-driven alphas for various asset classes.

Skills

Software development

Machine learning

Analytical skills

Communication skills

Python

C++

Education

MS or PhD in computer science, statistics, mathematics or related discipline

Job description

A global hedge fund is seeking a talented Quantitative Researcher to join its systematic trading team in Hong Kong. The ideal candidate will have 5+ years of alpha-research experience, advanced knowledge in machine learning, and proficiency in Python. Responsibilities include engineering predictive features, deploying ML models, and collaborating with a dynamic team on high-performance trading systems. Join a firm committed to innovation and empowering its employees with a culture of collaboration and excellence.