Quantitative Trader - Centralized Trading Desk

Bohan; Hongkong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

A leading global hedge fund is seeking an experienced Quantitative Trader to join their centralized trading desk in Hong Kong. You will conduct alpha research, optimize execution strategies, and collaborate with quant teams. The ideal candidate has over 3 years of experience in quantitative trading, strong programming skills in Python, and a deep understanding of market microstructure. This full-time role offers opportunities for impactful work in a dynamic environment.

Qualifications

• 3+ years of direct quantitative trading experience at a top-tier hedge fund or investment banks.
• Deep understanding of market microstructure across various asset classes.
• Practical experience in working with data (either daily or intraday).
• Expertise in statistical arbitrage, execution algorithms, and transaction cost modelling.
• Bachelor’s/Master’s/PhD in Computer Science, Mathematics, Physics, or related field from a top university.
• Practical experience in working with data (daily or intraday).

Responsibilities

• Conduct alpha research focused on intraday and short-term systematic opportunities.
• Optimize execution and minimize transaction costs across various asset classes.
• Develop and productionize new statistical arbitrage and market-making signals.
• Optimize execution and minimize transaction costs across equities, futures, options, FX, fixed income, and crypto.
• Design and enhance advanced execution algorithms and smart order routing (VWAP, TWAP, IS, liquidity-seeking, adaptive dark-pool routing, custom sorters, anti-gaming logic).
• Perform rigorous pre- and post-trade TCA; own broker/algo/venue selection and negotiation.
• Deliver real-time market color and execution insights to portfolio managers.
• Partner with quant researchers, data engineers, and infrastructure teams to productionize new signals and improve the trading stack.

Skills

Quantitative trading experience

Strong programming in Python

Knowledge of market microstructure

Expertise in statistical arbitrage

Market microstructure

Algos/Execution

Data analysis

Education

Bachelor's/Master's/PhD in Computer Science, Mathematics, Physics

Tools

Pandas

Numpy

Scipy

C++

Rust

SciPy

Job description

Quantitative Trader - Centralized Trading Desk

A leading global hedge fund is seeking an experienced Quantitative Trader to join their high-performance centralized trading desk. The desk sits at the heart of the firm: executing daily flow for portfolio teams across all liquid asset classes while running a select set of high‑Sharpe, short‑term proprietary strategies that leverage the desk’s unique order‑flow visibility.

Responsibilities

• Conduct alpha research focused on intraday and short-term systematic opportunities derived from order-flow patterns, venue behaviour, cross-asset signals, auction dynamics, and real-time event.
• Continuously iterate on existing alpha and execution strategies in response to changing market regimes.
• Develop, rigorously backtest, and productionize new statistical arbitrage, market-making, event-driven, and flow-informed signals (holding periods seconds to a few days).
• Optimize execution and minimize transaction costs across equities, futures, options, FX, fixed income, and crypto.
• Design and enhance advanced execution algorithms and smart order routing (VWAP, TWAP, IS, liquidity-seeking, adaptive dark-pool routing, custom sorters, anti-gaming logic).
• Perform rigorous pre- and post-trade TCA; own broker/algo/venue selection and negotiation.
• Deliver real-time market color and execution insights to portfolio managers.
• Partner with quant researchers, data engineers, and infrastructure teams to productionize new signals and improve the trading stack.

Skills & Qualifications

• 3+ years of direct quantitative trading experience at a top-tier hedge fund, prop trading firm, or leading investment banks.
• Strong programming experience in Python along with common packages such as Pandas, Numpy, and Scipy and/or C++/Rust for performance-critical code.
• Deep understanding of market microstructure across equities, futures, options, fixed income, FX, and crypto.
• Expertise in statistical arbitrage, execution algorithms, and transaction cost modelling.
• Bachelor’s/Master’s/PhD in Computer Science, Mathematics, Physics, or related field from a top university.
• Practical experience in working with data (whether daily or intraday).

Seniority Level

• Not Applicable

Employment Type

• Full-time

Job Function

• Finance, Information Technology, and Other
• Industries: Staffing and Recruiting

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