Head of HFT/MFT; Intraday Quant Research – bn Systematic Hedge Fund – Fluent Mandarin
Listed on 2026-07-27
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Finance & Banking
Data Scientist
Location: New York
Head of HFT / MFT (Intraday) Quant Research – 3bn Systematic Hedge Fund – Fluent Mandarin
Location – NYC (can sponsor)
Compensation – 250k-500k USD base + market leading upside compensation (incl. sign on & guarantees)
DescriptionOne Asia’s leading systematic hedge funds is looking to expand their presence in the US, with a key hire to lead their Quant Research function. The focus will be on HFT & MFT Systematic Equities and Futures, trading across global exchanges.
The fund is currently around 3bn USD in AUM, with more fundraising currently ongoing, so opportunity to build a US based franchise to compliment their existing offices across APAC is excellent for a Senior QR who has both hands-on and managerial experience.
The leadership of the firm is comprised of individuals from Top Tier HFT trading shops and top tier educational backgrounds.
Responsibilities- Responsible for conducting independent research, developing and identifying scalable alpha sources
- Develop statistical & ML models for for casting
- Design and backtest systematic trading strategies within Equities & Futures across global markets
- Work closely with Traders and Engineers to deploy alpha research into production
- Hire and mentor junior staff to build out the US franchise
- MSc OR Ph.D in Mathematics, Statistics, Computer Science, Physics, Engineering
- Proven track record of producing independent Quant Research within a Prop Trading, Systematic Hedge Fund, Fin Tech environment.
- Excellent Python and/or C++ coding skills
- Knowledge of ML, Quant modelling and statistics
- Deep understanding of the Equities & Futures market
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