Market Microstructure Researcher – Hong Kong - Hedge Fund - High-Frequency Trading
We are looking for a Market Microstructure Researcher to join and support the optimisation of exchange connectivity and execution for high-frequency trading strategies.
This role sits close to trading and research, with a clear impact on execution quality and PnL , and focuses on latency-sensitive exchanges .
What youll be doing
- Analyse network traffic and exchange protocols to identify performance gaps
- Research exchange features, attend exchange sessions, and engage with exchange counterparts
- Design and run experiments to improve execution quality and fill rates
- Work closely with trading and research teams to apply findings in live environments
- Analyse large datasets to uncover inefficiencies in internal execution systems
What were looking for
- Degree in Computer Science, Engineering, or a related field
- 5+ years of experience in data analysis, systems, or network engineering
- Strong Python skills and experience with time-series analysis
- Solid understanding of network protocols (TCP/IP, Ethernet)
- Knowledge of market microstructure and low-latency trading .
- Linux and advanced networking experience i.
Interested candidates, apply with your updated CV