Position: Quantitative Researcher / Developer – High-Frequency Trading (HFT)
Location: Hong Kong
Employment Type: Full-time, Permanent
Firm: Leading International Proprietary Trading Firm
About the Firm
Our client is a global proprietary trading firm with a strong presence in Asia, specializing in high-frequency and quantitative trading across equities, futures, options. They operate sophisticated low-latency infrastructure and run fully automated trading strategies across major global venues. The team combines world-class quantitative talent with cutting-edge technology to capture alpha in sub-millisecond timeframes.
Role Overview
They are seeking talented Quantitative Researchers / Developers to join our HFT team in Hong Kong. You will design, develop, and optimize high-frequency trading strategies and low-latency execution systems. This is a hands-on role that blends advanced statistical modeling, machine learning, market microstructure research, and ultra-low-latency software engineering.
Key Responsibilities
- Research and develop new HFT alpha signals using market microstructure, order-flow, and statistical arbitrage techniques
- Design, backtest, and implement fully automated trading strategies with rigorous statistical validation
- Build and maintain low-latency trading infrastructure, including market data handlers, order execution engines, and risk systems (sub-microsecond focus)
- Optimize code for performance across C++, Python, and FPGA/FPGA-adjacent workflows
- Conduct real-time monitoring and post-trade analysis to continuously improve strategy profitability and robustness
- Collaborate closely with senior quants, traders, and technologists to deploy strategies into production
- Stay at the forefront of academic research and industry developments in HFT, quantitative finance, and low-latency systems
Requirements
- Education: PhD or Master’s degree (or equivalent) in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or a related STEM field from a top-tier university
- Experience:
- 2+ years of relevant experience in HFT, low-latency trading, or high-performance quantitative research (buy-side or prop-trading preferred)
- Proven track record of profitable, live HFT strategies or significant contributions to low-latency systems
Technical Skills:
- Expert-level proficiency in C++ (modern C++17/20) and Python
- Strong experience with Linux, networking (TCP/UDP, multicast), and low-latency optimization techniques
- Deep understanding of market microstructure, order-book dynamics, and execution algorithms
- Experience with high-performance backtesting frameworks and simulation engines
- Familiarity with machine learning / statistical modeling (e.g., reinforcement learning, Bayesian methods, time-series analysis) is a strong plus
- Language: Fluent in English (spoken and written). Mandarin or Cantonese is advantageous but not required
- Other: Able to work in Hong Kong (existing work visa or eligibility for Hong Kong work visa sponsorship)