The main part of your role will be focused on short-term realization and execution (intraday).
Your core objective is to research and implement alphas leveraging the technology and tools from the company
Secondary objective will be the development of research tools that measure and support the performance of their trading
Share and discuss best practices, methodology, data-processing and processes with other traders, researchers, and technologists
A role with the potential to touch many aspects of electronic and algorithmic trading, research, and data management systems
The role gives ample freedom to explore your interest and expertise within the trading pipeline.
- Advanced degree in a quantitative field such as data science, statistics, mathematics, computer science, physics, or engineering
- Coding skills in C++ and Python is a plus
- Experience in high frequency Futures or Derivatives trading is a plus
- Experience in working on low-latency development work is a plus
- Intellectual curiosity to explore new ideas, solve complex problems, drive innovative processes, and connect the dots between multiple fields
- Strong capacity to communicate with technologists, data scientists and traders across the globe
This role will be of great interest to those that are specifically interested in applying HFT expertise (3-5 years ideally) leveraging alphas from the Hedge Fund.
Candidates are welcome from any location globally but will be based in Hong Kong .
Please send a PDF resume to Tina Kaul at