| Company | Global Hedge Fund |
| Company Info | Global Quantitative and systematic investment Manager. |
| Job Title | Quantitative Execution Strategist |
| Job Short Desc | Join as a Quantitative Execution Strategist! Conduct research, refine models, and collaborate globally to improve trading algorithms. Shape the future of finance with innovation and expertise. |
| Salary | Variable based on experience |
| Locations | APAC - Hong Kong (China) |
| Visa | Y |
| Job Summary | Join our global quantitative and systematic investment management team as a Quantitative Execution Strategist. In this role, your core objective is to conduct research to develop and refine quantitative models for execution strategies. You will analyze market microstructure and liquidity dynamics to enhance trading algorithms, collaborating with other traders and researchers to implement and deploy research findings globally. Monitoring and analyzing trading performance, you'll identify areas for improvement and optimization. The ideal candidate holds an advanced degree in a quantitative field and has proficiency in Python and C++, with experience in exploring large datasets and a preference for Market Making or High-Frequency Trading experience. Working with autonomy in a fast-paced yet collegial and collaborative environment, you'll bring a high level of communication skills and a collaborative, critical thinking mindset to contribute to our culture of innovation and ambition for delivering high-quality returns. |
| Criteria | | Develop and refine quantitative execution models. | | Analyze market microstructure and liquidity dynamics. | | Implement findings in trading algorithms globally. |
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| Apply | Apply |