Tech Stack

Description

You will join a new team in Hong Kong focused on developing mixed-frequency (low/mid) equity statistical arbitrage strategies. You'll analyze large datasets, identify patterns, and apply machine learning and statistical analysis to build predictive trading models, collaborating with traders, engineers, and other scientists to bring research to production.

Requirements

• Creative thinker, self-motivated, eager to solve challenging problems
• Proven experience developing successful quantitative trading strategies preferred
• Experience with forecasting and machine learning techniques (linear regression, neural networks, etc.)
• Bachelor's, Master's, or PhD in Computer Science, Statistics, Physics, Mathematics or related field
• Strong programming skills in C++ and Python in a Linux environment

Responsibilities

• Collect and analyze tens of thousands of data sets
• Identify patterns and extract insights into global financial market complexities
• Apply statistical analysis, machine learning, and data engineering to develop forecasts and predictive trading models
• Collaborate with scientists, traders, hardware and software developers, and market-facing teams