about the company
Our client is seeking applications from Quantitative Traders specialising in high-frequency trading (HFT). This role focuses on creating innovative HFT strategies for market making or market taking, rooted in statistical arbitrage principles.
about the job
- Develop and implement HFT strategies tailored for market making or market taking, utilising statistical arbitrage methodologies.
- Actively participate in trading across equities and futures in Asian markets.
- Manage latency-sensitive trading strategies, ensuring optimal execution within the microseconds range, even in ultra-low-latency (ULL) environments requiring specialised hardware like FPGAs.
- Lead rigorous quantitative research and strategy formulation processes, including data analysis, hypothesis testing, back-testing, signal implementation, and post-trade analysis.
- Cultivate collaborative team dynamics and maintain effective communication channels with brokerage partners.
skills and experience required
- Minimum three years of HFT experience, with a focus on market making or market taking strategies
- Proficiency in Python and C++ programming languages
- Strong foundation in mathematics, physics, or related quantitative fields
- Bachelor's degree or higher in Mathematics, Physics, Finance, or a related discipline
- Robust analytical mindset
- Ability to thrive in fast-paced trading environments
- Demonstrated interest in continuous learning and innovation within HFT
To apply online, please use the 'apply' function, alternatively, you may contact Calvin Lim at +65 8208 0130 or calvin.lim(@)randstad.com.sg
...