20 дней назад
Quantitative Researcher - Experienced (DV Equities)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Researcher - Experienced (DV Equities) (Python/Statistics): Analyzing market data and developing predictive signals and quantitative models for equities trading with an accent on high-frequency order books, time-series data, and tree-based machine learning methods. Focus on building production-ready research pipelines, deploying models, and monitoring live performance in collaboration with traders and researchers.
Location: Hong Kong
Company
is a proprietary financial trading firm that develops trading strategies, manages risk, and provides liquidity across worldwide financial markets.
What you will do
- Analyze market data to identify patterns, inefficiencies, and predictive signals across multiple time horizons.
- Build and backtest quantitative models using historical market data.
- Apply statistical and machine learning techniques, including tree-based methods, to improve signal quality.
- Collaborate with researchers and traders to turn research findings into production-ready trading strategies.
- Develop and maintain data pipelines for large-scale, high-frequency, and time-series market data.
- Monitor live signals and models, iterating based on performance.
Requirements
- At least 2 years of professional or research experience in high-frequency research and/or longer-term signal generation.
- Degree in mathematics, statistics, computer science, physics, engineering, financial engineering, or a related quantitative field.
- Strong Python skills, including pandas, NumPy, and other standard data science libraries.
- Solid foundation in statistics and quantitative analysis, with strong problem-solving and analytical skills.
- Genuine interest in financial markets and market microstructure.
- Ability to communicate technical findings clearly to technical and non-technical audiences.
Nice to have
- Familiarity with tree-based methods such as Random Forest, XGBoost, or LightGBM.
- Experience in a proprietary trading or hedge fund environment.
- Experience with C++ or other low-level programming languages.
Culture & Benefits
- Work with senior researchers and traders across offices in New York, London, and Hong Kong.
- Own the full research cycle from data exploration and model development to production deployment and live monitoring.
- Collaborate within a global financial markets organization with more than 600 employees.
- Inclusive workplace and equal opportunity employment environment.
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