Description
Flow Traders is looking for an Experienced Quantitative Researcher who specializes in mid-frequency research to join us in our Hong Kong office.
In this role, you will identify and develop new trading opportunities by leveraging Flow Traders’ advanced research capabilities and quantitative trading platform.
Responsibilities:
- Research and develop intraday to few-day quantitative alpha signals, and systematic trading strategies
- Apply modern computational techniques, including machine learning and high-performance computing, to develop scalable and effective quantitative trading models
- Collaborate with researchers, engineers, and traders to translate models into production-ready strategies
- Contribute to research methodology, tooling, and best practices across the global quantitative research team
Requirements:
- A master’s degree in a STEM discipline, computer science, or a related quantitative field; a PhD is preferred
- 3+ years of experience in quantitative trading
- A proven track record of profitable mid-frequency trading strategies, operating on intraday to few-day horizons, in APAC equities and/or futures markets
- Strong grounding in time-series modeling, signal research, and portfolio construction across short holding periods
- Understanding of market microstructure and the construction of mid-frequency signals from order book and tick data
- Demonstrated success translating modern quantitative methods into profitable trading strategies
- Excellent communication skills and experience managing stakeholders across trading and technology
- A strategic vision for the role of machine learning and AI in the future of systematic trading