Join the Quantitative Revolution

Position Overview

Join our elite quantitative research team to develop cutting-edge systematic trading strategies using advanced statistical models, machine learning, and alternative data sources. You will work on the full research pipeline from idea generation to production deployment.

Key Responsibilities

• ▸ Develop and implement systematic trading strategies across multiple asset classes
• ▸ Conduct research using statistical analysis, machine learning, and econometric models
• ▸ Process and analyze large-scale financial datasets including tick data and alternative data
• ▸ Collaborate with portfolio managers to optimize strategy allocation and risk management
• ▸ Backtest strategies using our proprietary research platform with realistic market simulations
• ▸ Present research findings to investment committee and senior management
• ▸ Mentor junior researchers and contribute to team knowledge sharing
• ▸ Stay current with academic research and industry developments in quantitative finance

Required Qualifications

• ✓ PhD in Mathematics, Physics, Computer Science, Statistics, or related quantitative field
• ✓ 5+ years of experience in quantitative research at a hedge fund or prop trading firm
• ✓ Expert-level programming skills in Python, C++, or similar languages
• ✓ Deep understanding of financial markets, market microstructure, and trading
• ✓ Strong mathematical foundation in probability, statistics, and optimization
• ✓ Experience with machine learning techniques including deep learning and reinforcement learning
• ✓ Track record of developing profitable trading strategies
• ✓ Excellent communication skills and ability to work in a collaborative environment

Preferred Skills

• + Experience with alternative data sources (satellite, NLP, web scraping)
• + Knowledge of options pricing and volatility modeling
• + Familiarity with high-frequency trading and market making
• + Publications in top-tier journals or conferences
• + Experience with distributed computing and big data technologies

Compensation & Benefits

Base salary: HK$1,200,000 - HK$1,800,000 + Performance bonus: 50-200% of base

Position Overview

Build and optimize ultra-low latency trading systems that execute billions of dollars in daily volume across global markets. You will work on critical infrastructure including order management systems, market data feeds, and execution algorithms.

Key Responsibilities

• ▸ Design and implement high-performance trading systems in C++ and Rust
• ▸ Optimize critical path code for sub-microsecond latency using lock-free programming
• ▸ Build real-time risk management and position tracking systems
• ▸ Develop market connectivity to global exchanges with FIX and native protocols
• ▸ Implement smart order routing and execution algorithms
• ▸ Create monitoring and alerting systems for 24/7 trading operations
• ▸ Collaborate with traders and quants to implement new trading strategies
• ▸ Ensure system reliability with 99.99% uptime requirements

Required Qualifications

• ✓ BS/MS in Computer Science, Engineering, or related technical field
• ✓ 3+ years of experience building low-latency systems in C++ or Rust
• ✓ Deep understanding of computer architecture, memory management, and CPU optimization
• ✓ Experience with network programming and protocols (TCP/IP, UDP, multicast)
• ✓ Knowledge of Linux internals, kernel bypass, and DPDK
• ✓ Strong understanding of concurrent programming and lock-free data structures
• ✓ Experience with exchange connectivity and FIX protocol
• ✓ Excellent problem-solving skills and attention to detail

Preferred Skills

• + Experience with FPGA programming for hardware acceleration
• + Knowledge of market microstructure and order types
• + Familiarity with co-location and proximity hosting
• + Experience with time-series databases and real-time analytics
• + Understanding of financial instruments and derivatives

Compensation & Benefits

Base salary: HK$1,000,000 - HK$1,600,000 + Performance bonus: 30-150% of base

Position Overview

Lead the development of state-of-the-art machine learning models for alpha generation, risk management, and execution optimization. You will work with massive datasets and deploy models that directly impact trading decisions.

Key Responsibilities

• ▸ Design and implement deep learning models for financial prediction tasks
• ▸ Build scalable ML pipelines for training and inference on distributed systems
• ▸ Develop reinforcement learning agents for optimal trade execution
• ▸ Create feature engineering pipelines for alternative data sources
• ▸ Deploy models to production with real-time inference requirements
• ▸ Implement A/B testing and model performance monitoring
• ▸ Research and implement latest advances in ML/AI for finance
• ▸ Collaborate with quants to translate trading ideas into ML problems

Required Qualifications

• ✓ MS/PhD in Machine Learning, AI, Computer Science, or related field
• ✓ 4+ years of experience deploying ML models in production
• ✓ Expert knowledge of deep learning frameworks (PyTorch, TensorFlow)
• ✓ Strong programming skills in Python and experience with C++/CUDA
• ✓ Experience with distributed training and model parallelism
• ✓ Understanding of classical ML algorithms and statistical methods
• ✓ Knowledge of model interpretability and explainable AI
• ✓ Track record of successful ML projects with measurable impact

Preferred Skills

• + Experience with transformer models and attention mechanisms
• + Knowledge of reinforcement learning and multi-agent systems
• + Familiarity with time-series forecasting and sequence modeling
• + Experience with MLOps and model lifecycle management
• + Understanding of financial markets and trading

Compensation & Benefits

Base salary: HK$1,100,000 - HK$1,900,000 + Performance bonus: 50-200% of base

Position Overview

Architect and maintain our global trading infrastructure spanning multiple data centers and cloud regions. You will ensure our systems operate at massive scale with extreme reliability and performance requirements.

Key Responsibilities

• ▸ Design and implement highly available distributed systems architecture
• ▸ Manage Kubernetes clusters and container orchestration at scale
• ▸ Build infrastructure as code using Terraform and similar tools
• ▸ Optimize network architecture for minimal latency between global sites
• ▸ Implement monitoring, logging, and observability solutions
• ▸ Ensure security best practices and compliance requirements
• ▸ Lead incident response and post-mortem processes
• ▸ Capacity planning and performance optimization for growth

Required Qualifications

• ✓ BS/MS in Computer Science, Systems Engineering, or related field
• ✓ 5+ years of experience in infrastructure or platform engineering
• ✓ Expert knowledge of Linux, networking, and distributed systems
• ✓ Experience with Kubernetes, Docker, and container orchestration
• ✓ Proficiency in infrastructure as code and configuration management
• ✓ Strong programming skills in Python, Go, or similar languages
• ✓ Experience with monitoring tools (Prometheus, Grafana, ELK)
• ✓ Understanding of security best practices and compliance

Preferred Skills

• + Experience with financial services infrastructure
• + Knowledge of time-series databases and real-time systems
• + Familiarity with hardware optimization and performance tuning
• + Experience with multi-region and hybrid cloud architectures
• + Understanding of trading systems and market data feeds

Compensation & Benefits

Base salary: HK$1,000,000 - HK$1,600,000 + Performance bonus: 40-150% of base