Quantitative Researcher - HFT Commodity Futures
Core
Develop high frequency delta one trading strategies and predictive models for the China Commodity Futures & Options market using Machine Learning.
Role type
Senior IC quantitative researcher (HFT)
Builds
Production trading strategies and predictive models for commodity futures
Domain
Financial markets, High-Frequency Trading, Commodity Futures
Deliverable
production ML models
Required skills
High-frequency alpha research, market microstructure analysis, order book dynamics, statistical modeling, machine learning, Python programming, large-scale data analysis
Preferred skills
None stated
Technologies
Python
Responsibilities
Generate high quality, testable alpha signals; Refine features based on market microstructure and order book dynamics; Apply statistical and machine learning techniques with focus on robustness; Collaborate with trading and engineering teams to translate research into production strategies
Seniority
Senior, hands-on IC