About this job

My leading quantitative investment company client are focused on computer-driven trading in global financial markets. They are a team of researchers, engineers, and financial industry professionals using sophisticated statistical models to analyse data and identify predictive signals to generate superior investment returns. investment teams each focus on their independent strategies while utilising the firm’s proprietary, state-of-the-art technology and data platform to optimise their alpha research.

Strong implementation of scientific and mathematical methods to explore, isolate, and solve problems in the global financial markets.

Responsibilities

You will join high-frequency trading team focusing on developing alpha-driven trading strategies on global markets using scientifically rigorous research and cutting-edge technology. This role will work closely with team leader and other members on data processing, signal generation, modelling, strategy simulation and calibration, and developing team’s research pipeline and simulation environments.

This is a rare opportunity to join a well-positioned team at an early stage to deliver measurable and long-lasting P&L impact while collaborating with individuals with proven experience building some of the most profitable high-frequency strategies in the world.

Responsibilities:

Contribute to and drive research projects with heavy P&L impact, including alpha signal generation, statistical modelling and machine learning, strategy

Profile

• Bachelors or advanced degree in a STEM major
• Significant experience in alpha generation or strategy research in quantitative trading, including in high-frequency trading (within last couple of years)
• Strong intuition, hands-on mentality, and keen interest in playing with data
• Knowledge of statistics, statistical modelling or machine learning techniques and knowing whether, when and how to apply them in data-driven research
• Programming skills in C++
• Programming skills in Python or other scripting languages
• Demonstrated ability to write well-documented code
• Passion for building research pipelines and tools

Preferred Skills, Qualifications and Experience:

• Significant experience in building research pipelines and tools for quantitative trading that process large volume of data in cloud or distributed computing environments
• Significant experience in trading equities and/or futures in US and other major global markets
• Strong publication record in machine learning, statistical modelling, optimisation, signal processing, computer vision, natural language processing or a similar data-driven research field, e.g., NeurIPS, ICML, ICLR, AAAI, KDD, JMLR, PAMI, etc. for machine learning