Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will research and develop intraday-to-few-day quantitative alpha signals and systematic trading strategies. You will apply machine learning and high-performance computing to build scalable quantitative models, translate models into production-ready strategies, and contribute to research methodology, tooling, and best practices.
Requirements
- Master’s degree in a STEM discipline, computer science, or a related quantitative field; PhD preferred
- 3+ years of experience in quantitative trading
- Proven track record of profitable mid-frequency trading strategies in APAC equities and/or futures markets
- Knowledge of time-series modeling, signal research, and portfolio construction
- Understanding of market microstructure, order book data, and tick data
- Experience translating quantitative methods into profitable trading strategies
- Communication and stakeholder-management skills across trading and technology
- Strategic vision for machine learning and AI in systematic trading
Responsibilities
- Research and develop intraday-to-few-day quantitative alpha signals and systematic trading strategies
- Apply machine learning and high-performance computing to develop scalable quantitative trading models
- Collaborate with researchers, engineers, and traders to translate models into production-ready strategies
- Contribute to research methodology, tooling, and best practices