High Frequency Junior Quant Analyst- Investment Bank- Hong Kong- £ Negotiable recruitment
Role:-
You will be working closely with other PhD researchers and senior quantitative traders in developing and deploying statistical arbitrage trading strategies. Working closely with senior quants you will learn firsthand how to develop alpha generating strategies across the high frequency space.
Aspects of the role will also involve optimising large sets of data using data mining techniques whilst also generating and deploying signals.
This is a fantastic opportunity to join a leading trading group and work on their level of projects, with the intellectual stimulation and challenge that comes from working with a cutting edge group and platform.
Requirements:-
You will have an excellent academic record from a top-tier university, including a PhD in a quantitative discipline.
Programming proficiency in object orientated code (C++, R, Matlab).
A strong background in patter recognition, data mining, optimisation or signal processing is ideal.
A solid foundation in optimisation, probability and statistics.
Practical approach to problem solving.
A high achiever.
Olympiads are desirable.
Internship experience or up to one year of experience on a statistical arbitrage desk is highly desirable.
Candidates based in Asia and who want to be based in Hong Kong are sought after.