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Our client, one of the world's most prestigious American brokerages with a major Asian presence based out of Hong Kong, is actively looking for bright and talented Quant researcher to build quantitative models driving the algorithmic trading behaviour as well as to research on the drivers behind their algorithmic trading performance.
The chosen candidates will work on projects spanning the entire cycle from the inception of an idea, to quantitative research, back-testing, working with development team and finally A/B-testing.
Conduct quantitative analysis to enhance the trading performance of our algorithmic trading strategies
Be involved in algorithmic trading from inception of idea to research to production to follow-up,
Collaborating with research engineering team to develop a deep understanding of the firm's new Big Data platform,
Research into the prediction of market behaviour and liquidity(trading volume, spreads, volatilities),
Use state of the art machine learning techniques for coming up with optimal trading behaviour,
Implement quantitative models in the algorithmic trading platform.
You need to have:
Solid academic background in a scientific discipline e.g. Statistics, Mathematics, Physics or Computer Science (Master/ PHD)
3 - 5 years of work experience in a Quantitative Research / Data Scientist ideally with focus on Equity Trading
Proven experience in harnessing data science and statistical analysis techniques, prefer in equity markets
Deep passion for data analysis, scientific endeavour and algorithmic trading
Solid experience in C++ or Python
Experience of utilizing "Big Data" technologies e.g. Hadoop, Spark and machine learning frameworks and libraries e.g. SparkML, DL4J etc is desirable
If you would like to apply for this opening or discuss any other positions within enterprise Information technology in Asia, please send an email to Katie Huang at Katie.email@example.com or call (852) 2544 4200
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