Senior Quant Researcher – High-Frequency Delta 1 Trading

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

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.