Delta-One Quant Researcher - HFT & ML for China Futures

A global trading firm is seeking an experienced Quantitative Researcher to develop high-frequency trading strategies for the China Commodity Futures market. The successful candidate will perform large scale data analysis and collaborate with a dedicated research team to translate findings into effective trading strategies. Applicants should have over 3 years of experience, a strong foundation in statistics, and excellent programming skills, particularly in Python. The role offers a dynamic environment focused on innovation and collaboration.

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