Location: Hong Kong (Hong Kong) Type: Permanent
My client is a leading buy side company that combines massive amounts of data, world-class computing power, and statistical expertise to develop sophisticated trading models. They’re looking for independent Systematic Quant PMs/Researchers across asset classes and time horizons.
They’re after a strong systematic trading track record, with the ability to generate new ideas and implement them. This buy side company has some of the highest level infrastructure, with low latency they’re open to time horizons ranging from seconds through to weeks.
The applicant should have a masters or a PhD in financial engineering or similar course. They will need to be strong coders in languages such as Python or C++.
Reference: amc/amo/gco9. To apply for this vacancy: email Guy Coulton