MULTIPLE Quant Strategists/Researchers roles in Hong Kong recruitment

Experience required in data mining, statistical analysis, regression analysis, optimization, backtesting, researching new trade ideas etc. All these clients are primarily looking to recruit candidates with 1-4 years working experience with PhD / PostDoc background in technical disciplines with programming backgrounds in MATLAB, C++, C#, R, STATA, SAS, Python.

1) TOP TIER US HEDGE FUND
Our client is an acclaimed Quantitative and Systematic Hedge Fund in Hong Kong/Shanghai and the US whom are looking to hire several Quantitativ Strategists. This fund uses mathematical techniques to identify alpha opportunities arising from irregularities in stock prices. They have more than 10 years continuous stable positive track record. Modelling experience for Asian Equities is essential.

2) EUROPEAN INVESTMENT BANK
My client is looking to recruit a Quantitative Researcher for their High Frequency Proprietary Trading desk covering all asset classes, though primarily covering equities. You will be expected to build statistical robust models, applying to them to real-time data, testing them and making sure they have excellent predictive power.

3) USA-BASED HEDGE FUND
My client, a specialist Quantitative Hedge Fund, is looking to recruit a 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.

4) ASIAN HEDGE FUND WITH INTERNATIONAL MANAGERS
My client, a large Tier 1 Asset Management firm is now looking to recruit a FX Quantitative Researcher to join their team. You will be able to work directly with very senior and experienced Portfolio Managers and get a solid grasp of building out strategies in the Asian markets. Experience in statistics and derivations and data mining are essential for this role.

These are your chances to jump into some of the most advanced quantitative methods in some of the most prestigious firm. Don't hesitiate and apply today.