Cross Asset Prop Trading Firm Hiring Quant Researcher/ Hong Kong

Role:-

• Perform statistical analysis of historical and current financial market data
• Process large datasets to detect hidden signals and patterns in order to predict future events
• Devise and improve pricing models with use of sophisticated statistics models and machine learning techniques
• Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
• Work with trading and IT team to implement and test trading strategies

Requirements:-

• Degree in Finance, Math, Statistics, Economics, or Computer Science preferred
• 3-5 years of relevant work experience in proprietary trading, hedge fund, investment banks etc
• Knowledge in machine learning is a plus
• Experience in algorithmic/ HFT trading/statistical arbitrage trading is a plus
• Experience in real-time data feed handling, time series analysis and statistical modelling
• Strong quantitative programming skills in languages such as Python, R are a must, C++, Matlab, SAS are recommended
• Self-starter that can lead and work independently
• Strong command of spoken and written English

Apply:-

Please send a PDF resume to [email protected]