Quant Developer - Strategies in C++ Quant Developer - Strategies in C++ …

Selby Jennings
à Hong Kong
CDI, Plein-temps
Dernière candidature, 25 oct. 21
Negotiable
Selby Jennings
à Hong Kong
CDI, Plein-temps
Dernière candidature, 25 oct. 21
Negotiable
Quantitative Developer - High Frequency Trading Strategies in C++ A top tier global quant fund is looking for a mid-senior level quantitative developer to join their dynamic high frequency trading team in Hong Kong. The firm has been around for over a decade and is currently expanding organically to keep up with market demands. The vacancy that they are looking to fill at the moment is on their equities & futures trading desk doing quantitative research and development alongside senior researchers and traders alike. **International candidates are welcomed to apply. Visa is provided**

Responsibilities will include:
- Systematic and quantitative research and development of high frequency trading strategies covering equities and futures based products
- Research and implementation of new data using machine learning algorithms such as decision trees, neural networks, basis expansions
- Back testing and understanding of strategies including abstractions and requirements
- Collaboration between team members in order to drive productivity and facilitate innovative ideas

Ideal candidates should possess:
- 4+ years of experience working on a trading desk / front office
- Advanced degree in a scientific field
- Strong programming skills in C++
- Drive to succeed and see results, entrepreneurial mind-set

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