full-time
Quantitative Researcher - HFT
Code Compass 🧭
- Employer
- Code Compass 🧭
- Location
- Zurich
- Working pattern
- remote
About the role
Research, develop, and optimize systematic high-frequency trading strategies across international markets, with a particular focus on Asian markets. Develop predictive signals from tick-level and order-book data, apply machine learning and statistical methods, and collaborate with trading and engineering teams to deploy high-performance strategies. The role seeks a quantitative researcher with 2 or more 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 desirable.