Experienced MFT Quantitative Researcher
Core
Identify and develop new trading opportunities by leveraging advanced research capabilities and quantitative trading platforms to create intraday to few-day alpha signals and systematic trading strategies.
Role type
Experienced mid-frequency quantitative researcher (proprietary trading)
Builds
Scalable and effective quantitative trading models and production-ready strategies for APAC equities and futures markets
Domain
Financial markets (APAC equities/futures) + quantitative trading + machine learning
Deliverable
production ML models
Required skills
time-series modeling, signal research, portfolio construction, market microstructure analysis, order book data processing, tick data analysis, high-performance computing, machine learning, quantitative strategy development
Preferred skills
PhD in STEM/CS, strategic vision for AI in systematic trading
Technologies
machine learning frameworks, high-performance computing environments
Responsibilities
Research and develop intraday to few-day quantitative alpha signals, apply modern computational techniques to develop trading models, collaborate with engineers and traders to translate models into production strategies, contribute to research methodology and tooling
Seniority
Senior, hands-on IC