Quantitive Researcher-HFT
Job Summary – Quantitative Researcher (High-Frequency Trading)
We are seeking an exceptional Quantitative Researcher to join our high-performance trading team. The ideal candidate will have proven experience in High-Frequency (HF) and Ultra-High-Frequency (UHF) trading environments, with a strong track record of developing and deploying fully automated systematic strategies characterized by short holding periods and high turnover.
In this role, you will design, implement, and optimize alpha-seeking and market-making strategies using advanced quantitative techniques and statistical modelling. You will be responsible for rigorous back-testing, performance evaluation, and continuous enhancement of trading models. The position also offers opportunities to contribute to cutting-edge research initiatives and explore new areas in quantitative trading.
- Develop and deploy
completely automated systematic strategies with short holding periods and
high turnover
- Typical strategies
deployed include Alpha-seeking strategies and Market Making
- Rigorously back-test
strategies
- Advance existing
research initiatives and explore new avenues for quantitative research and
trading
Requirements
- Deep experience in
HF/UHF Trading
- Live HF Trading experience
for at least 2 years.
- PnL Track record with
excellent Sharpe ratios.
- Strong mathematical and statistical aptitude
- Programming experience
in C++ or C
- Proficiency in using
Python, R, or Matlab for statistical/data analysis of HFT tick data
- Possess a degree in a
highly analytical field, such as Engineering, Mathematics, Computer
Science