full-time
High-Frequency Quantitative Researcher (HFT Direction)
Avenir Group
- Employer
- Avenir Group
- Location
- Beijing, Beijing, China
- Working pattern
- on-site
About the role
Develop and optimize high-frequency trading signals and statistical arbitrage strategies using tick-level market data. Collaborate with developers to implement low-latency trading code and monitor live strategy performance. Requires a Master's degree or higher in a quantitative field and at least 2 years of experience in high-frequency quantitative research. Proficiency in Python/R and a strong foundation in mathematics and market microstructure are essential.