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Hong Kong, Shanghai, Singapore, Sydney
Responsibilities
- Designing, implementing and deploying trading algorithms
- Researching high to mid frequency alphas
- Exploring trading ideas by analyzing market data, market microstructure and alternate data for patterns
- Creating tools to analyze data for patterns and developing data platforms
- Contributing to libraries of analytical computations to support market data analysis and trading
- Developing, augmenting and calibrating exchange simulators
Qualifications
- A Bachelors, Masters or PhD degree in Mathematics, Statistics, Computer Science or equivalent STEM degree
- Experience in quantitative trading is preferred but not a requirement
- A strong background in mathematics and statistics
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with signal generation and statistical models
- Strong programming skills in Python or C++
- One Best compensating firms in the market - top 5%
- Cutting edge Technology in place providing super low latency trading
- One largest AUM Hedge Funds in APAC
- Ability to trade a diverse range of financial products including International Assets.
- Company making large investment into AI and operating at curbing edge of QR
- Opportunity to move into a leadership role managing more Junior QR
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