We are seeking multiple Quantitative Researcher to join a high-performing fund focused on High frequency systematic Equity / Futures trading. This role offers the opportunity to design, develop, and implement cutting-edge trading strategies while working collaboratively with Quant traders, Quant Developers to enhance profitability and risk management.
Key Responsibilities
- Conduct in-depth analysis to identify and exploit trading opportunities in systematic Equity or Futures markets.
- Develop, refine, and implement trading algorithms to maximize profitability across diverse market conditions.
- Regularly update quantitative models and algorithms to respond to evolving market dynamics.
- Integrate and monitor trading signals within the global trading framework to ensure strategy efficiency and robustness.
- Work closely with portfolio manager, data scientists, traders, and developers to optimize trading strategies and enhance risk management processes.
- Explore new datasets and statistical techniques to enhance the team’s trading edge.
- Effectively communicate research findings, methodologies, and results within the team and to senior stakeholders.
Qualifications
- Advanced degree (Master’s or Ph.D. preferred) in Finance, Mathematics, Statistics, Physics, Computer Science, or a related quantitative field.
- Minimum of 5 years experience in quantitative trading or research within systematic Equity and/or futures markets
- Exposure to high-frequency trading environments is highly desirable.
- Strong programming skills, particularly in Python or C++ (experience with R or SQL is a plus).
- Location can be base in US/Hong Kong/ Singapore/ Shanghai