My client is a top high-frequency proprietary trading firm looking to add an experienced Quant Researcher/Trader to one of their existing teams in Singapore. As a member of a trading team, you will be using their in-house trading system-one of the fastest and most comprehensive in the world-to develop and deploy algorithmic trading strategies based on patterns in market behavior.
The team is looking to expand their footprint in Asian Markets.
About the role
- Designing, implementing, and deploying high-frequency trading algorithms focused on Asian currencies/futures
- Exploring trading ideas by analyzing market data and market microstructure for patterns
- Creating tools for data analysis of patterns
- Supporting the trading by contributing to the development of analytical computation libraries
- Exchange simulators optimisation and calibration
- The ideal candidate will have:
- A MSc/PhD from a top-tier university
- 1-3 years of research experience in high-frequency trading of one or more of the following countries/exchanges: China, KRX, OSE, Taifex, and SGX.
- High confidence in their ability to create new strategies both independently and with team collaboration
- A strong background in mathematics and statistics
- Expertise in back-testing, simulation, and statistical techniques
- Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
- Knowledgeable of statistical models and signal generation
- Strong programming skills in C++, MATLAB, and R