Quantitative Researcher / Senior Quantitative Researcher (quantitative developer)

Responsibilities: Design, develop, and maintain core components of Algo trading and Orders execution systems, ensuring high scalability, reliability, and performance. Collaborate closely with quantitative researchers, traders, and project managers to deliver innovative solutions that enhance trading and execution workflows. Implement robust algorithms to support a variety of trading strategies, such as market making and alpha capture. Lead or actively contribute to project management, ensuring t

Bank Of China (Hong Kong) Limited - Hong Kong - Full time

Salary: Competitive

Responsibilities:
  • Design, develop, and maintain core components of Algo trading and Orders execution systems, ensuring high scalability, reliability, and performance.
  • Collaborate closely with quantitative researchers, traders, and project managers to deliver innovative solutions that enhance trading and execution workflows.
  • Implement robust algorithms to support a variety of trading strategies, such as market making and alpha capture.
  • Lead or actively contribute to project management, ensuring timely delivery of high-quality solutions in a fast-paced environment.
  • Leverage advanced machine learning and deep learning techniques to improve trading signals, risk management, and execution solutions.
  • Explore and apply large language models (LLMs) and generative AI technologies (e.g., Qwen, Deepseek) to drive innovation in trading research and automation, including Retrieval-Augmented Generation (RAG) solutions.
  • Stay abreast of the latest advancements in quantitative finance, AI, and machine learning, incorporating relevant research into practical applications.
Requirements:
  • Bachelor, Master or PHD in CS,QuantFinance, Math, Physics or other releated disciplines. 2+ years+ experience in relevant work as a plus.
  • Strong programming skills with experience in designing and building scalable trading or risk systems.
  • Hands-on experience in quantitative trading and/or market analysis, with a deep understanding of market microstructure.
  • Proven track record in delivering large-scale, production-level projects within complex environments or leading financial institutions.
  • Practical experience with major machine learning and deep learning frameworks, including but not limited to,PyTorch,TensorFlow, Scikit-learn,XGBoost / LightGBM
  • Experience with LLMs and related frameworks/packages, such as: Hugging Face Transformers, LangChain,Retrieval-Augmented Generation (RAG), Deepseek/Qwen API, Dify, or similar
  • Ability to integrate and deploy deep learning and LLM models in production environments, including model serving, API integration, and monitoring.
  • Excellent communication and teamwork skills, with the ability to work effectively in cross-functional teams.
  • Strong interest and hands-on experience in applying LLMs and generative AI to solve real-world problems in finance, such as signal extraction, alpha research, knowledge management, or workflow automation.
Apply
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