$1,500,000,2,500,000 HKD

Performance-based bonus

Onsite WORKING

Location: Hong Kong, Hong Kong - China Type: Permanent

Machine Learning Quantitative Researcher - 5+ years

Anson McCade are working with a multi-strategy hedge fund with offices across New York, London, Hong Kong and Singapore. The firm is hiring Machine Learning Quantitative Researchers for an Equity/Futures team based in Hong Kong, and are targeting profiles with prior experience using Machine Learning to generate alpha in liquid markets.

Responsibilities:
• Develop predictive features from HFT/intraday market data and alternative data.
• Develop research pipelines for tree-based models, deep learning, NLP and related models.
• Design ML-driven alphas for cash equities and futures.
• Collaborate with other researchers and developers to implement signals, and optimise performance in live trading.
• Use academic advancements in Machine Learning to develop and implement novel approaches to research.

Requirements:
• A master's or PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc.
• 5+ years of alpha research at a leading firm.
• Experience in tree-based models, deep learning, LLMs/NLP, and a strong experience of overfitting-control.
• Expert-level Python, C++ experience is preferred but not required.