Quantitative Researcher - High Frequency Trading

On behalf of a top-tier quantitative hedge fund we are seeking an experienced quant researcher.

Important points to note:

• This role will be based in Shanghai (full relocation package available).
• Candidates must speak Mandarin to a minimum of business level.
• The compensation package will match international norms for the industry.
• You will have a demonstrable track record of alpha generation from a top-tier hedge fund, prop trading house, asset manager or sell-side trading desk.

Role:

• My client is a dynamic quantitative trading firm with a significant AUM. They are expanding their team and are looking for experienced Quantitative Researchers to help build models, strategies and systems that price and trade global futures.
• The fund trades multiple asset classes but have a bias towards global equities and derivatives.
• You will apply your experience in experiment design, dataset generation, time series analysis, feature engineering and model building to financial datasets.
• Manage development of research tools and applications for processing large data sets.
• Direct alpha research geared towards high frequency, high-volume and scalable strategies

Requirements:

• 3+ years’ experience as a Quant Researcher at a Tier-1 HFT firm / multi-manager platform.
• Demonstrable success in developing strategies within the high-frequency to mid-frequency space (seconds to intraday).
• Deep understanding of the critical technical components of a high-frequency trading pipeline - from data ingestion to order execution.
• Very high proficiency in statistical modeling applied to time-series data machine learning architecture.
• Master’s degree, or above, in a quantitative field (Maths, Physics, Computer Science, or Engineering etc.).