HFT Delta One Quant Researcher / Trader

About the role

Develop and test deployable alpha signals and predictive models for high-frequency delta one strategies in APAC equities and futures, using large datasets and market microstructure features. Collaborate with traders and engineers to validate research rigorously and bring successful strategies into production. Requires at least three years of high-frequency equities or futures alpha research experience and a track record in at least one Asian market; China equities experience is a plus. Candidates should have strong probability and statistics skills, hands-on experience with a mainstream machine-learning approach, comfort with large high-frequency datasets, and strong programming skills in at least one language, preferably Python.