full-time
Quantitative Researcher - Global Trading Firm - Hong Kong
NLS Executive Search
- Employer
- NLS Executive Search
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Research and develop high-frequency and medium-frequency trading signals using statistical and machine learning methods. Build execution and portfolio construction models while analyzing market microstructure and alternative datasets. Requires an advanced degree in a quantitative field and at least 3 years of relevant experience. Proficiency in Python, C++, or R and a strong foundation in probability and statistics are essential.