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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.
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
7:30am – 5:30pm
2:30pm – 12:30am
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.
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
Experience producing high frequency time series models