Algorithmic Trading, Machine Learning, High Frequency Quant – HK recruitment
Our client, a specialist Quantitative Hedge Fund, is recruiting for a couple of junior candidates to work on some of the most cutting edge modeling and trading strategies in the high frequency and algorithmic trading space. They are heavily involved in developing Artificial Intelligence techniques applied to trading and other evolutionary algos. Currently, the client is building out an advanced automated short term trading program across Equities and FX covering short term trading (e.g. 15 seconds to 1 minute) and order books (High Frequency). The team is heavily involved in market research, data cleaning and analysis, implementation and executions, your focus will be on analyzing large data-sets
Requirements:
- PhD or Masters in a technical discipline such as Statistics, Physics, Econometrics
- Relevant trainee/internship experiences up to 2 years experience
- Excellent experience in data mining within very large datasets and advanced analysis
- Programming: R, SAS, MATLAB, STATA, S-PLUS, while knowledge of C++, C# and JAVA can be helpful
- Strong engineering skills
Dont hesitate and take this opportunity to join a growing Quantitative Hedge Fund in Hong Kong today!
