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Published 1 week ago

Quantitative Researcher

Job Description

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.

Job Particulars

Job source
eFinancialCareers
Job reference
23163416
Date published
25 Nov 2025
Job keywords
Trading, Capital markets
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