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Quantitative Researcher

RemoteNot specified
Published
Role
Data Science
Salary not disclosed
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No BS summary

Quantitative Researcher for HFT strategies on Asia-Pacific financial markets. Must have Asia market experience, strong math/technical background, systematic or HFT strategy experience, excellent C++, tick data, electronic trading, and market microstructure knowledge. Remote is tagged, but no hiring country limits are stated.

Core skills

C++

Optional skills

Exchange APIsMarket data feeds

What you'll do

  • Research, develop, and optimize HFT strategies
  • Analyze tick data and order book dynamics
  • Develop alpha signals and predictive models
  • Use statistical methods and machine learning
  • Collaborate with quant developers and traders
  • Monitor strategy performance in production
  • Research liquidity, market participant behavior, and Asian exchange specifics

What they require

  • Practical experience with Asian markets, including China, Hong Kong, Singapore, Japan, South Korea, Taiwan
  • Strong mathematical or technical background
  • Experience developing systematic or HFT strategies
  • Excellent knowledge of C++
  • Deep understanding of electronic trading and market microstructure
  • Experience working with tick data
  • Strong analytical skills
  • Experience with equities, futures, options, or other exchange-traded instruments

Benefits

  • Competitive salary
  • Performance bonuses
  • Work with proprietary low-latency systems
  • Access to large volumes of market data
  • Direct impact on trading strategies
  • Fast decision-making and minimal bureaucracy
Fintech

Details

Apply routeTelegram
Salary not disclosed