- Market related
- Tai Ching Cheung, Hong Kong
- CDI, Plein-temps
- GQR Global Markets
- 13 sept. 17
An expanding prop trading group is seeking a quant researcher to focus on cross asset research
A proprietary trading group looking for an experienced alpha generating Quant Researcher for their expanding Hong Kong office.
The successful candidate will be responsible for research required for developing successful trading signals and the design, development, and implementation of the associated trading strategies.
Specific day to day responsibilities will include;
- Development and research prop quant trading strategies
- Research across cash equities, spot FX and/or Liquid futures.
- Design and development of a variety of alpha strategies including statistical arbitrage, multi-factor, momentum, relative value, etc.
- Extensive experience as alpha quant researcher
- In depth knowledge and understanding in given asset or expert cross asset knowledge – cash equities, spot FX, cross-asset futures
- Deep interest in design and implementation of trading strategies
- Interest in the area of artificial intelligence, machine learning, game theory, signal processing, optimization and simulation are of most interest.
- Masters or PhD education in quantitative related field
- Excellent programming skills – C/C++, R, and or Matlab