Quantitative Researcher - HFT
Core
Develop high frequency delta one trading strategies and predictive models for APAC markets using Machine Learning.
Role type
Senior IC quantitative researcher (HFT)
Builds
Production trading strategies and predictive models for APAC equities/futures markets
Domain
Financial markets (HFT) + Machine Learning
Deliverable
production ML models
Required skills
High-frequency equities or futures alpha research, Market microstructure and order book dynamics, Statistical and machine learning techniques, Large-scale high-frequency trading data analysis, Python programming
Preferred skills
Prior track record in Asia markets, Experience with Options
Technologies
Python
Responsibilities
Generate high quality, testable alpha signals; Create powerful features from market microstructure understanding; Apply statistical/ML techniques with focus on robustness; Collaborate with trading and engineering to translate research into production strategies
Seniority
Mid-Senior, hands-on IC