about the company. An established global proprietary trading and investment organization specializing in automated market strategies and quantitative research. The firm continues to expand its international presence through advanced technology and innovative data-driven solutions.
about the job. An exciting opportunity has arisen for an analytical Quantitative Researcher to design, evaluate, and enhance high-frequency algorithmic trading strategies.
- Construct, evaluate, and optimize predictive signals and modeling frameworks for electronic execution platforms.
- Build and scale robust backtesting pipelines and data analysis tools across high-performance computing clusters.
- Analyze market microstructures, order book dynamics, and live trading performance to drive iterative model improvements.
- Research and integrate advanced machine learning techniques, statistical models, and mathematical optimization methodologies.
- Partner closely with systems developers and quantitative peers to deploy performant production models into live environments.
skills and experience required.
- Demonstrated background in quantitative research, statistical modeling, machine learning, or financial data science.
- Advanced programming capabilities in Python or C++ to implement complex quantitative concepts into production-ready software.
- Solid foundations in linear algebra, probability, applied statistics, and numerical optimization algorithms.
- Proven ability to extract predictive signals and analyze complex, high-frequency datasets with minimal supervision.
- Strong academic background in a quantitative field or a record of achievement in mathematical and programming challenges.
Please click on the 'apply' button to apply online. For more information, please reach out to Amir Hamzah. (EA: 94C3609 / R1984348)
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