Key Responsibilities:

• Perform deep-dive research on market micro-structure using massive tick-level data; identify alpha signals and design sophisticated models to exploit trading opportunities.
• Maintain and optimize production code for signal generation, backtesting, forecast evaluation, and order execution.
• Monitor and refine live trading strategies to ensure robustness across varying market regimes and compliance with evolving regulations.
• Collaborate closely with infrastructure engineers to bridge the gap between quantitative research and high-performance execution.

Job Requirements:

• Master’s or PhD degree in a rigorous quantitative field (Math, Physics, Stats, CS, or Engineering) from a top-tier institution.
• 0-3 years of experience in HFT or intraday algorithmic trading. Exceptional fresh graduates with a strong competitive programming or research background are also encouraged.
• In-depth understanding of market micro-structure, order-book dynamics, and liquidity patterns.
• Hands-on experience in manipulating large-scale, fine-grained tick data using efficient data structures and parallel computing.
• Expertise in Python (NumPy, Pandas, Scikit-learn, PyTorch/Tensorflow).
• Strong analytical problem-solving skills, meticulous attention to detail, and a “growth mindset” in a fast-paced environment.
• Familiarity with C++ or a basic understanding of low-latency systems is a strong plus but not mandatory.