Quantitative

We're hiring a Quantitative Algorithmic Developer to drive innovation in electronic trading through advanced modeling, data science, and market microstructure research. Ideal for candidates with strong Python, machine learning, and equities algo experience. Please see below

Selby Jennings - Hong Kong - Full time

Salary: Negotiable

Key Responsibilities:

The ideal candidate will:

  • Possess strong data science and quantitative modeling expertise.
  • Have hands-on experience in developing robust data science pipelines and production-grade analytical systems.
  • Play a key role in enhancing the electronic trading product throughout its full lifecycle-this includes researching market microstructure, designing advanced trading models and pricing signals, integrating them into trading strategies, and optimizing their performance.
  • Conduct bespoke, client-driven execution research, deliver quantitative advisory services, fine-tune algorithmic configurations, and extract insights from trading data.


Qualifications & Requirements:

  • A postgraduate degree in a quantitative discipline such as Mathematics, Physics, Computer Science, or a related field.
  • Strong analytical thinking and problem-solving capabilities.
  • Proven experience in data analysis and building machine learning models.
  • Proficiency in Python and solid programming skills.
  • Experience in designing and optimizing data science platforms and workflows.
  • Excellent communication and interpersonal skills.
  • A collaborative mindset with openness to new ideas and approaches.
  • Ability to program in q/kdb+.
  • Development experience in C# or other object-oriented programming languages.
  • Familiarity with Equities markets and algorithmic execution strategies.
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