Global Banking & Markets, Equity Quantitative Research, Associate/ Vice President, Hong Kong

About the role

Design and optimize algorithmic trading strategies, including internalization logic and trading signals, using historical and real-time data. Build and maintain back-testing frameworks, analyze live performance, and collaborate with developers, strategists, and traders to deliver production-ready improvements. Candidates should have experience in electronic trading, quantitative research, or strategy development, along with strong programming skills and a foundation in linear algebra, probability, and statistics. The role also calls for data pipeline, debugging, and performance optimization experience, strong communication, and the ability to work independently and collaboratively; market microstructure and machine learning knowledge are preferred.