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About the Role
Our long-standing client is looking for a Quant Researcher to join their algo execution team in Hong Kong. This role offers the opportunity to work at the intersection of quantitative research, algorithmic strategy development, and client advisory services. You will work with the latest technology around Data Science and Machine Learning to help optimize the firms models.
Key Responsibilities
- Conduct advanced research on trading signals, optimal order scheduling, and placement strategies.
- Contribute to the full lifecycle development of electronic trading products.
- Perform market microstructure analysis and develop custom execution research tailored to client needs.
- Provide quantitative advisory services to support client trading strategies and enhance execution outcomes.
- Align algorithmic product development with strategic business goals and client expectations.
- Optimize algorithm wheel configurations to improve trading efficiency and performance.
- Analyze trading exhaust data to uncover insights and refine algorithmic behavior.
Qualifications
- Postgraduate degree (Master’s or PhD) in Mathematics, Physics, Computer Science, or a related quantitative discipline.
- Minimum 3 years of experience applying advanced statistical and machine learning techniques in a trading or research environment.
- Strong analytical and problem-solving skills.
- Proficiency in Python and solid programming capabilities.
- Excellent communication and interpersonal skills.
- Fluency in both spoken and written English and Chinese.
Preferred Skills & Experience
- Experience designing and implementing trading signals, models, and strategies.
- Knowledge of the latest Data Science and Machine Learning techniques.
- Understanding of equity market microstructure.
- Familiarity with q/kdb+ for time-series data analysis.
- Development experience in C# or other object-oriented programming languages.
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