High-Frequency Equity Feature Researcher
I am currently working with a 10bil USD mutli strategy hedge fund on the look out for a highly motivated quantitative researcher to join their equity team and focus on feature engineering for high-frequency equity trading strategies. This role involves working with ultra-low latency data, designing predictive features, and supporting the development of intraday trading models.
Key Responsibilities
High-Frequency Data Processing
- Work with tick-level and order book data (e.g., Level 2, market microstructure)
- Build and maintain pipelines for real-time data ingestion and transformation
Feature Engineering & Alpha Signal Development
- Design and evaluate predictive features based on price action, order flow, and liquidity dynamics
- Apply statistical and machine learning techniques to assess signal quality (e.g., IC, IR, Sharpe)
Strategy Support & Collaboration
- Collaborate with PMs and traders to translate features into actionable signals
- Support intraday and T+0 strategy development with robust feature sets
Tooling & Infrastructure
- Contribute to the development of internal feature libraries and research platforms
- Automate feature testing, decay analysis, and signal combination workflows
Qualifications
Education
- Bachelor's or higher degree in Mathematics, Statistics, Computer Science, Financial Engineering, or related fields
Experience
- 2+ years of experience in high-frequency equity research or trading
- Proven track record in feature engineering for intraday strategies
- Experience with A-share markets is a strong plus
Technical Skills
- Proficient in Python (e.g., pandas, numpy, scikit-learn); C++ experience is a plus
- Familiarity with low-latency data processing and real-time systems
- Solid understanding of machine learning and statistical modeling
Soft Skills
- Strong analytical thinking and problem-solving ability
- Effective communication and collaboration across quant, trading, and engineering teams
- Passion for high-frequency trading and data-driven research
- Mandarin speaking
Bonus Points
- Experience building high-frequency factor libraries or feature platforms
- Familiarity with microstructure modeling and order book dynamics
- Competitive programming or academic research background
- Prior experience at HFT firms or hedge funds
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.