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20 дней назад

Quantitative Researcher - Experienced (DV Equities)

Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
China
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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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

hirify.global 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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