Quantitative Scientist role at growing Finance IT Hedge Fund-HK recruitment
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.
You will be required to have at least 2 years work experience in a similar function but this could be out of industry (such as medical, electronic, education research etc). Moreover, the minimum education reequirements are a Masters in a technical discipline.
Keywords:
robust covariance matrix estimation, Hawkes processes, state-space models, Kalman filter, particle filters, regime-switching models, cointegration modeling, time series analysis, high-frequency, co-location
Do no hesitate and apply today
