Quantitative Researcher - Mid Freq Futures & Equities


Hong Kong
Permanent
Negotiable
Quantitative Analytics Research and Trading
PR/547506_1749377523
Quantitative Researcher - Mid Freq Futures & Equities

Quantitative Researcher - Mid-Frequency Futures & Equities

Global Top-Tier Hedge Fund | MFT Strategy Team

The Opportunity

Join a world-renowned hedge fund's elite Mid-Frequency Trading (MFT) team, specializing in Futures and Equities markets. As a Quantitative Researcher, you will lead the design, implementation, and optimization of advanced trading strategies that drive portfolio diversification and risk-adjusted returns. Collaborating with a team of PhD-level researchers and senior engineers, you will shape innovation in systematic trading through data-driven modeling and cutting-edge technology.

Key Responsibilities

  1. Strategy Development & Innovation
    • Design, backtest, and deploy mid-frequency algorithmic strategies for Futures (e.g., index, commodity, FX) and Equities markets, focusing on alpha generation and risk management.
    • Explore novel trading products (e.g., derivative structures, alternative data integrations) to diversify portfolio revenue streams.
  2. Quantitative Modeling & Optimization
    • Build statistical models and machine learning frameworks to enhance signal generation, position sizing, and trade execution.
    • Continuously refine strategies through rigorous performance analysis, adapting to market microstructure changes and liquidity dynamics.
  3. Cross-Functional Collaboration
    • Partner with quantitative developers to implement strategies in low-latency trading systems (Python/C++).
    • Collaborate with risk teams to integrate multi-factor risk models (e.g., Barra, Axioma) and optimize portfolio constraints.
  4. Market Intelligence & Research Leadership
    • Monitor global market trends, academic literature, and technological advancements to inform strategy evolution.
    • Lead research initiatives, presenting findings and driving data-driven decisions within the team.

Qualifications

  • Academic Excellence: Master's/PhD in Mathematics, Physics, Statistics, Computer Science, or Quantitative Finance-with a focus on applied research in financial modeling.
  • Professional Expertise:
    * 1+ years of experience in mid-frequency Futures/Equities strategy development at a hedge fund, prop trading firm, or systematic trading organization.
    * Verifiable track record in alpha generation, the development of high-performing signals, and PnL contribution.
  • Technical Proficiency:
    * Expertise in Python/C++ for quantitative research, backtesting (e.g., Zipline, Backtrader), and algorithmic implementation.
    * Deep knowledge of machine learning frameworks (TensorFlow/PyTorch) and applied techniques (random forests, LSTM, gradient boosting) for signal enhancement.
  • Domain Knowledge:
    * In-depth understanding of Futures market microstructure, contract specifications, and arbitrage opportunities (e.g., cash-futures basis, inter-commodity spreads).
    * Familiarity with Equities order flow analysis and execution algorithms (VWAP, TWAP, POV).
  • Soft Skills:
    * Exceptional problem-solving under high-pressure environments, with the ability to translate complex research into scalable trading strategies.
    * Strong communication skills for collaborating with cross-functional teams and presenting research to senior stakeholders.

FAQs

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