Quant Researcher: Event-Driven Arbitrage & Mid-Frequency

A leading quantitative fund is seeking a skilled quantitative researcher in Hong Kong with expertise in coding and a deep understanding of mid-frequency trading strategies. The role involves designing robust pipelines, handling corporate events, and optimizing portfolios. Candidates should have 2–5 years of relevant experience, superior programming skills in Python, and familiarity with database management and cloud infrastructure. Join a collaborative team to refine trading ideas and implement reliable production-quality code.

#J-18808-Ljbffr