Cross Asset Prop Trading Firm Hiring Quant Researcher/ Hong Kong

Role:-

Perform statistical analysis of historical and current financial market data
Process large datasets to detect hidden signals and patterns in order to predict future events
Devise and improve pricing models with use of sophisticated statistics models and machine learning techniques
Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
Work with trading and IT team to implement and test trading strategies

Requirements:-

Degree in Finance, Math, Statistics, Economics, or Computer Science preferred
3-5 years of relevant work experience in proprietary trading, hedge fund, investment banks etc
Knowledge in machine learning is a plus
Experience in algorithmic/ HFT trading/statistical arbitrage trading is a plus
Experience in real-time data feed handling, time series analysis and statistical modelling
Strong quantitative programming skills in languages such as Python, R are a must, C++, Matlab, SAS are recommended
Self-starter that can lead and work independently
Strong command of spoken and written English

Apply:-

Please send a PDF resume to quants@ekafinance.com

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