Quantitative Researcher (Fintech)

TL;DR

Quantitative Researcher (Fintech): Developing mixed-frequency quantitative trading strategies for global equity markets with an accent on statistical analysis, machine learning, and data engineering. Focus on identifying patterns in massive financial data sets, building predictive trading models, and collaborating across scientific and engineering teams to push research boundaries.

Location: Must be based in Hong Kong

Company

A global proprietary trading firm leveraging world-class mathematical and scientific research to drive financial market innovation.

What you will do

• Collect and analyze massive data sets to identify patterns in global financial markets.
• Apply machine learning, statistical analysis, and data engineering to develop predictive trading models.
• Collaborate with scientists, traders, and software/hardware developers to express and implement research ideas.
• Design and refine mixed-frequency trading strategies for the global equity stat arb business.

Requirements

• Must be based in Hong Kong
• Bachelor, Masters, or PhD in Computer Science, Statistics, Physics, Mathematics, or a related field.
• Strong programming skills in C++ and Python in a Linux environment.
• Demonstrable experience with forecasting and machine learning techniques, such as neural networks or regression analysis.
• Self-motivated with a strong drive to solve complex, challenging problems.

Nice to have

• Proven experience developing successful quantitative trading strategies.

Culture & Benefits

• Collaborative and team-driven environment.
• Exposure to cutting-edge research and global financial markets.
• Emphasis on creativity, intellectual honesty, and innovation.
• High-impact role working with top talent in quantitative research and engineering.