My client is a leading, fully automated prop trading firm specialising in systematic alpha research and electronic market-making on numerous exchanges and trading across multiple asset classes and trading venues.
Expanding their footprint in Asia, they are rapidly growing their teams in Hong Kong and are seeking a number of experienced Quant Researchers to join them.
Successful candidates will work with an established team of experienced and successful traders and developers to research and develop new systematic HFT market-making strategies leveraging the firm’s existing technology and infrastructure.
Requirements
- Bachelor’s, Master’s or PhD in Computer Science, Mathematics, Physics, or related field.
- At least 5 years' experience in proprietary trading or market-making environment in any asset class, (Crypto experience highly advantageous).
- Take genuine pride in building solutions using Python, kdb+, R, or C++
- Familiar with machine learning (deep learning), possess innovative research capabilities.
- Experience working in a data-driven research environment with an ability to complete research projects independently.
- Enjoy fast – paced teamwork environment with excellent organizational and interpersonal skills and a high attention to detail
- Strong communicator who can think critically and strive for continuous improvement.