Data Scientist / Quantitative Analyst

IT / Technology
Hong Kong
Posted 1 year ago

Our client is a proprietary trading firm specializing in derivatives trading and is a leading options market maker in Asia. Combining our trading experience, technology and risk management, we currently trade the Asian markets and have offices in Hong Kong, Shanghai and Sydney.

They process hundreds of millions of data points per day, and the size and variety of data always grow. Our quantitative research team is based in our headquarters in Hong Kong, working where the decisions are made and having an opportunity to contribute directly to the bottom line.

Responsibilities and Duties

  • Use tick data and a knowledge of market micro structure to generate predictive pricing models and explore trading strategies
  • Create tools and libraries to improve algorithm performance by conducting post-trade analysis, including market data, orders, and trades
  • Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
  • Work independently and closely with traders and IT staff


  • Masters or PhD in a quantitative discipline
  • Very strong skills in production software design in a OO programming language (strongly prefer C++)
  • Expert understanding of software engineering best practices: interface design & modularity, version control & continuous integration, agile development
  • Proficient in the analysis of large data sets, with solid programming knowledge in a data analysis oriented language (preferably Python)
  • Machine learning experience, preferably on sequence or time-series data
  • Able to develop software as an individual and in a team
  • Excellent communication ability, both written and oral, in English

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