My client is a leading High Frequency Systematic Trading firm with offices across Asia and the USA, utilising modern technology and developing quantitative investment methods to manage multiple high-quality investment strategies with high capacity. They are currently seeking multiple Quant Researchers to join their Shenzhen based team with the following responsibilities:
Responsibilities
- Design and development of quantitative trading strategies using the most advanced statistical and machine learning techniques.
- Implement models and structures that simulate market behaviour and develop pricing and risk control models.
- Back test trading models and trading systems, and use advanced quantitative methods to identify market behaviour and trading opportunities.
- Drive innovative research, particularly in the areas of machine learning and unconventional data
Requirements
- Bachelor's, Master's or PhD in Pure Mathematics, Operational Research, Physics, etc.
- Approx. 5 years Quant Research/Strategy experience in a fully automated, systematic trading environment, with excellent knowledge and training in statistical probability
- Strong programming skills in C++, Python or R, familiar with statistics and machine learning software such as Python/Scikit, R/ Caret and MATLAB
- Proven ability to complete research projects independently, with excellent time management skills in a fast-paced environment
- Experience in signal processing, computer image processing or natural language processing is preferred