Quantitative Researcher- HFT
Key Responsibilities
- Research, prototype, and productionise high-frequency and intraday alpha signals in A-share equities and/or China futures (CFFEX index futures, commodity futures, treasury futures).
- Conduct market microstructure analysis using tick-level and Level-2 order book data to identify sources of edge.
- Build and maintain robust backtesting and simulation frameworks with realistic transaction cost, slippage, and market impact modelling.
- Optimise execution logic, order placement, and risk controls in partnership with the trading and technology teams.
- Monitor live strategy performance, diagnose PnL attribution, and iterate on models in production.
Requirements
- Minimum 3 years of hands-on high-frequency trading research experience at a proprietary trading firm, hedge fund, or top-tier securities firm's systematic desk.
- Demonstrated experience in A-share equities or China futures at high or medium-high frequency; strong working knowledge of onshore market mechanics (T+1 settlement, price limits, tick sizes, exchange fee structures, and regulatory constraints).
- Bachelor's degree or above from a top-tier university in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or similar) - C9 League, top overseas institutions, or equivalent.
- Verifiable live trading track record with clear performance metrics (Sharpe ratio, capacity, PnL).
- Strong programming proficiency in Python and C++; comfortable working with large-scale tick datasets and low-latency systems.
- Excellent quantitative reasoning, attention to detail, and the ability to work independently in a fast-paced environment.
Preferred Qualifications
- Cross-market experience across Hong Kong, Japan, Korea, India, or US/EU equities and futures.
- Exposure to machine learning applied to short-horizon prediction.
- Competitive results in mathematics, informatics, or physics olympiads (IMO, IOI, IPhO, NOI/CMO) or equivalent.
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