| Company | European Trading Firm |
| Company Info | Market leading proprietary trading firm that has offices in every continent around the world. They use technology as their trading advantage and reward their people with the best environment and lucrative financial rewards. |
| Job Title | Senior Quantitative Researcher – High Frequency Commodity Trading |
| Job Short Desc | Drive cutting-edge high-frequency trading strategies in China’s commodity markets, leveraging machine learning and microstructure expertise to unlock execution edge and deliver impactful, production-ready alpha at global scale. |
| Salary | Variable based on experience |
| Locations | APAC - AUS - Sydney |
| Visa | Y |
| Job Summary | We are seeking an experienced quantitative researcher to develop high-frequency delta one trading strategies and predictive models focused on China’s commodity futures and options markets. You will conduct large-scale data analysis to uncover statistically robust alpha signals, leveraging deep expertise in market microstructure and order book dynamics. Working closely with traders and engineers, you will translate research insights into production-ready strategies that directly impact trading performance. This role offers the opportunity to push the boundaries of machine learning in a highly collaborative, technology-driven trading environment with global reach and significant execution advantages. |
| Criteria | | Generate scalable, statistically robust alpha signals | | Apply advanced machine learning techniques | | Collaborate to deploy live trading strategies |
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| Apply | Apply |