Key words: C++/C#, quantitative strategy, algorithmic trading systems, market data

We are a Hong Kong based multi-strategy hedge fund. We are seeking a skillful and experienced candidate to make a significant impact on our quantitative investment and trading business. This is a fantastic opportunity to gain significant exposure to quantitative strategy development and algorithm execution.  Working in a highly collaborative environment alongside world-class researchers, traders and other developers, you will be responsible for:

• Working with portfolio managers to develop and improve quantitative strategies by analyzing large financial data sets and performing time series analysis
• Working with portfolio managers to turn quantitative trading models into production; and providing research/analytical assistance to facilitate more efficient process in investment and/or trading
• Developing and optimizing trading system to improve direct market access and order management
• Building applications to streamline trade allocation, internal/external booking/give-ups, and position reconciliation

Qualified candidates will have:

• A degree in Computer Science, Engineering or similar subjects from a top tier institution and with outstanding academic records, post graduate degrees preferred
• Proven expertise in statistical analysis and optimization
• 1- 2 years hands on low latency C++/C# development experience. Ideal knowledge base will include low latency development, design patterns, multi-threading programming. Fresh graduates with exceptional expertise will be considered
• Previous experience in building front office trading systems, automated trading systems, market data, would be preferred
• Practical understanding of Relational Databases, and proficiency in SQL programming
• Ability to take responsibility and work independently in a high-pressure, time-critical environment

Interested parties, please send email by clicking "Apply Now"

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