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.