full-time
Quantitative Researcher
Code Compass 🧭
- Employer
- Code Compass 🧭
- Location
- Zurich
- Working pattern
- remote
About the role
Research, develop, and optimize systematic high-frequency trading strategies across Asian equities, foreign exchange, and commodities markets. Develop predictive signals from tick-level and order-book data, conduct backtesting and execution design, and collaborate with traders and engineers to deploy strategies. The role seeks at least two years of quantitative research or algorithmic trading experience, strong programming skills, and experience researching Asian financial markets. Practical experience applying machine learning to high-frequency financial data is also desired.