Experienced MFT Quantitative Researcher Research and develop intraday to few-day quantitative alpha signals, and systematic trading strategies Apply modern computational techniques, including machine learning and high-performance computing, to develop scalable and effective quantitative trading models Collaborate with researchers, engineers, and traders to translate models into production-ready strategies Contribute to research methodology, tooling, and best practices across the global quantitative research team
A master’s degree in a STEM discipline, computer science, or a related quantitative field; a PhD is preferred 3+ years of experience in quantitative trading A proven track record of profitable mid-frequency trading strategies, operating on intraday to few-day horizons, in APAC equities and/or futures markets Strong grounding in time-series modeling, signal research, and portfolio construction across short holding periods Understanding of market microstructure and the construction of mid-frequency signals from order book and tick data Demonstrated success translating modern quantitative methods into profitable trading strategies Excellent communication skills and experience managing stakeholders across trading and technology A strategic vision for the role of machine learning and AI in the future of systematic trading
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