• Permanent, Full time
  • Anson McCade
  • 13 Feb 18
  • Hong Kong
  • Industry Lead
  • Full time

Quantitative Researcher

My client is a top Hong Kong hedge fund, specialising in using data and research to drive their trading. Using various quantitative approaches, my client has exposure to over 90 different financial markets, and trades a variety of assets including fixed income, equities, commodities and fx.

Quantitative Researcher

 

Hong Kong

 

Company Details

 

My client is a top Hong Kong hedge fund, specialising in using data and research to drive their trading. Using various quantitative approaches, my client has exposure to over 90 different financial markets, and trades a variety of assets including fixed income, equities, commodities and fx.

 

 

Role Detail

 

Successful candidates will work under the supervision of portfolio managers. In this capacity candidates will be responsible for the full life cycle of trading strategies. Candidates are expected to contribute new strategies, help develop and optimise the performance of existing strategies.

 

The work schedule covers three shift rotations

 

  1. 7:30am – 5:30pm
  2. 2:30pm – 12:30am
  3. 8:00pm – 6:00am

 

These shifts allow candidates to cover a range of market, including US and European trading hours.

 

This is a 3 year fixed contract, allowing candidates to work from home and have access to a variety of data sources and industry leading infrastructure.

 

 

Required Attributes

 

  • Experience with trading algorithms
  • Impeccable academic career, minimum of a masters (PhD is desired) within a highly quantitative subject, such as physic, engineering, mathematics or statistics
  • Strong coding in C# and/or C++
  • Experience working with large databases
  • Time series modelling
  • Experience in producing quantitative trading strategies

 

 

Desired Attributes

 

  • Experience producing high frequency time series models