We are partnering with a global tier-1 High Frequency Trading firm to hire HFT/MFT Equities and Futures Quantitative Researchers/Traders. Ideal candidates will leverage advanced algorithms, machine learning, and data-driven strategies to excel in global markets.
Key Responsibilities:
- Develop and optimize trading strategies for HFT (equity futures, ultra-low latency) and MFT (equities and futures, 1-5 day holding periods, max 2 weeks).
- Research market microstructure, signal generation, and portfolio optimization using ML/DL, alternative data, or fundamental data.
- Build, backtest, and deploy robust models, collaborating with engineers for production implementation.
- Monitor and refine live trading performance to maintain high Sharpe ratios ( 2 preferred).
- Mentor junior team members and contribute to firm-wide research.
Requirements:
- 2+ years (Junior) to 10+ years (Senior) of experience in quantitative research or trading, specializing in HFT equity futures or MFT equities/futures.
- Proficiency in Python, C++, or similar for low-latency systems, data analysis, or modeling.
- Strong statistical and mathematical skills, with expertise in time-series analysis, ML/DL, or alternative/fundamental data.
- Proven track record of profitable strategies (Sharpe 2 preferred).
- Advanced degree (MSc/PhD) in Quantitative Finance, Computer Science, Mathematics, Physics, or related field.
