Senior Quant Researcher | High Frequency Delta 1

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

Benefits offered by this job

Fully stocked kitchen

Discretionary bonus

Job summary

Eclipse Trading in Hong Kong is seeking a Senior Quant Researcher to develop signals from large time-series data to drive delta-one trading strategies. You will work closely with traders and IT to translate ideas into production, deploying fast, robust models and code.

The ideal candidate holds a PhD/MSc in a quantitative field, 5+ years of data analysis, and 3+ years in financial markets with exposure to high-frequency delta-one trading and low-latency systems.

Qualifications

• Master’s or PhD in Statistics, Physics, Mathematics, or related field.
• 5+ years of real-world data analysis in top research environment.
• 3+ years in financial markets with trading desks.
• HF Delta 1 trading experience in equities or futures preferred.
• Experience with low-latency, real-time systems.
• Proficiency writing production OO code (C++) and Python.
• Strong English communication skills.

Responsibilities

• Process and analyse large datasets to detect hidden signals and patterns in order to predict future events
• Perform quantitative analysis and modelling on the market to improve current trading strategies and develop new ones
• Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
• Work independently yet closely with traders and IT staff

Skills

PhD/MSc in quantitative field

5+ years data analysis

3+ years in financial markets

HF Delta 1 trading experience

Low-latency real-time systems

C++ and Python production code

Strong communication in English

Machine learning for time series

Education

Master's or PhD in quantitative discipline

Tools

C++

Python

Job description

Senior Quant Researcher | High Frequency Delta 1

Eclipse Trading is a leading proprietary trading firm. Founded in 2007, we have over 110 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chicago. Our trading expertise and strategies are deployed across several markets globally, focusing on various products including equity derivatives, delta one, ETFs, commodity derivatives, and cryptocurrency. Technology is inextricably linked to our trading strategies, creating an environment powered by intellectual curiosity, problem solving, and innovation.

At Eclipse, we process hundreds of millions of data points per day, and the size and variety of data always grows. Our quantitative research team is based in our headquarters in Hong Kong, working where the decisions are made and have an opportunity to contribute directly to the bottom line.

The successful candidate will use our large amounts of internally and externally generated time series data and convert these to signals that help drive our trading and algorithms. The initial focus will be on predicting stock and futures short term moves.

Responsibilities and Duties

• Process and analyse large datasets to detect hidden signals and patterns in order to predict future events
• Perform quantitative analysis and modelling on the market to improve current trading strategies and develop new ones
• Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
• Work independently yet closely with traders and IT staff

What you offer

• Masters or PhD in a quantitative discipline e.g. Statistics, Physics, Mathematics, Signal Processing, Machine Learning, etc
• 5+ years experience in analysing real world data in a first class research environment. Exposure to a variety of datasets would be an advantage. Experience in using machine learning to forecast sequence or time series data preferred
• 3+ years of financial markets experience working directly with trading desks
• Experience in high frequency Delta 1 trading, in equities or futures, preferred
• Experience working with low latency, real time systems preferred
• Very strong skills in writing production code in an OO programming language (prefer C++), and a statistical language (prefer Python), with understanding of software development workflows required
• Excellent communication skills
• Good command of spoken and written English

What we offer

• Dynamic and collaborative work environment
• A flat management structure, where everyone's voice is valued
• Work life balance within a multi-cultural environment
• Fully stocked kitchen for breakfast and lunch
• Attractive benefits package with discretionary bonus

Eclipse Trading is an equal opportunity employer and we believe that diversity and inclusion are essential pillars of our success as a company. We are dedicated to embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential.

All information provided will be treated in strict confidence and used solely for recruitment purposes.

Due to the high number of responses that we receive, we are only able to respond to successful applicants.