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Original posting from Matrix Capital HK Limited
We are a rapidly growing Hong Kong-based hedge fund, currently seeking an experienced Quantitative Researcher to join our team. The successful candidate will provide professional quantitative research support to the team, with salary negotiable based on experience.
Job Responsibilities
- Track the latest academic research and market dynamics, and apply advanced statistical, machine learning or deep learning methods to strategy development.
- Conduct backtesting, optimization and risk assessment of strategies to ensure their stability and efficiency in historical data and simulated environments.
- Assist in model research, and be responsible for model validation, optimization and model management.
- Collaborate closely with traders and risk control teams to support the implementation of business operations.
- Provide quantitative research support for high-net-worth clients, participate in the team's knowledge sharing, and enhance the overall research capability of the team.
Job Requirements
- Bachelor’s degree or above from top universities at home and abroad, with priority given to majors such as Financial Engineering, Mathematics, Physics, Computer Science or Statistics.
- More than 3 years of quantitative research experience, proficient in SQL, and able to skillfully use Python, C++ or Matlab for model implementation, accurately and efficiently translating ideas into practical code.
- Excellent logical analysis and problem-solving abilities, in-depth understanding of quantitative models, and the ability to independently complete the development of complex models. Priority will be given to winners of public competitions (including but not limited to ACM-ICPC, Kaggle, Tianchi Competition, etc.).
- Strong data analysis capabilities, and solid foundation in mathematics, statistics and financial theories.
- Good cross-team communication skills and fluent English (required for participating in international business collaboration).
- Priority will be given to candidates with work experience in international investment banks, hedge funds or derivatives departments of securities companies.
- Priority will be given to candidates familiar with fixed income derivatives (such as IRS, CDS) or structured product design.
- Priority will be given to candidates holding FRM, CFA or other relevant professional qualifications.