Leading Quant Market Making team based in Hong Kong are looking to recruit a 2-4 year quant analyst to be based in their Hong Kong office.
Develop, modify, optimize, test and implement real time quantitative trading strategies and risk models.
Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting
2/3 years experience (minimum) in algo trading, high frequency or mid-frequency stat arb, (quant) index arb.
A PhD in Maths, Statistics , Physics or a Masters level from a top French engineering school.
Ideally you will have trading experience in more than one asset class.
You should be able to code in C/ C++ or Python and have prior experience of working with large data sets.
A strong motivation for quantitative research (research scientist mind-set) and financial markets.
Please send a PDF resume to email@example.com
Please mention QuantFinanceJobs.com when applying!