A new proprietary HFT company has been established to deliver and trade new alpha models in a high volatility and inflationary environment. You will be part of a team of experienced quants, traders and engineers. A Quantitative researcher who has at least 2 years of front-office experience dealing with microstructure model enhancements, day-to-day trading performance and risk management. The initial models are ready to go on US markets so a willingness to work US hours in Hong Kong will be required.
What we are looking for:
- PhD in computer science, Econometrics, Electronic Engineering, Mathematics, Physics or Statistics.
- Have a track record of Published research work in respected journals.
- Applications from candidates who have complete a Post Doctorate research positions are particularly welcome.
- Experience in Java or C++ on very large data sets
- Self-motivated with high curiosity
- Ability to work independently and with a team
Relevant experience:
- Linear and non-linear time series and spectral analysis (ARMIA, TAR, VAR, SSA etc...)
- Machine learning techniques such as DNNs, LSTM, LASSO, Random Forest, XGBoost
- Multivariate methods such as PCA and ICA, Factors Analysis, Cluster Analysis.
Benefits:
- Work alongside similar people in an innovative research-driven environment.
- Ability to use new research techniques on ever-growing data sets.
- Highly competitive annual bonus payments to successful candidates who demonstrate positive innovation in models and processes.