Low Latency Quantitative Researcher, Asian Markets (FX, Equities, Commodities)

About the role

Research and develop systematic high-frequency trading strategies across Asian equities, FX, and commodities using tick-level and order-book data, statistical methods, and machine learning. Validate signals, build realistic execution-aware backtests, assess latency and market microstructure constraints, and work with traders and engineers to deploy strategies. Requires a PhD or MSc in a quantitative discipline and at least three years of quantitative research or algorithmic trading experience. Candidates should have strong Python, C, or C++ skills, practical machine-learning experience, knowledge of Asian market microstructure, and an understanding of low-latency execution constraints.