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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 trading signals and strategies using statistical and machine learning methods, and test them against historical market data. Build execution and portfolio models, analyze market microstructure and alternative datasets, and collaborate with developers and traders to deploy research into production. A Master's or Ph.D. in a quantitative field and at least three years of relevant experience are required. Candidates should have strong Python, C++, or R skills, experience with large and noisy datasets, a solid foundation in probability, statistics, and linear algebra, and clear English communication skills.

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