Alpha Quantitative Researcher for leading prop trading group
JOB DESCRIPTION-
A Chicago based proprietary trading group looking for an experienced alpha generating Algo Quant Researcher for their expanding Hong Kong office.
The successful candidate will be responsible for market microstructure research required for developing successful trading signals and the design, development, and implementation of the associated high frequency algorithmic trading strategies.
Specific day to day responsibilities will include;
- Development and research prop quant trading strategies
- High frequency research across cash equities, spot FX and/or Liquid futures.
- Design and development of a variety of alpha strategies including statistical arbitrage and prop market making
- Develop a deep understanding of market microstructure
- Development and optimise algorithmic high frequency trading strategies.
Key Attributes;
- Extensive experience as alpha quant researcher, electronic market maker or algorithmic trader
- 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 algorithmic trading strategies
- Excellent skill in optimal execution and market making HFT strategies in equities, FX or Futures
- Wide-ranging research and practice across trading signal generation, market microstructure, auto-hedging, pricing engines, market making and hedging strategies
- Experts 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
Please do get in touch if your profile is a highly suitable fit with proven experience in developing alpha generating quantitative algorithmic electronic systematic strategies for either cash equities, spot FX and/or futures on a high frequency, either intraday or ultra high frequency basis with profound skill in auto-hedging, algorithmic pricing, market making, signal generations, machine learning, market microstructure, execution and risk management in a high pressure environment at a leading market making group at a top tier investment bank. Experience is essential.
Contact: Ben Harris on +44 (0) 203 141 8010
APPLY | systematic.apac@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
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