Senior Quant Researcher - High Frequency Delta 1

About the role

Eclipse Trading is a proprietary trading firm founded in 2007, with offices in Hong Kong, Sydney, Shanghai and Chicago. Its quantitative research team is based in Hong Kong and works with large amounts of internal and external time series data to turn it into signals that drive trading and algorithms. The initial focus is on predicting short-term stock and futures moves.

Key responsibilities

• Process and analyse large datasets to detect hidden signals and patterns that predict future events
• Perform quantitative analysis and modelling on the market to improve existing trading strategies and develop new ones
• Take an idea from inception through detailed research, coding and testing to production release
• Work independently but closely with traders and IT staff

Required profile

• Masters or PhD in a quantitative discipline such as statistics, physics, mathematics, signal processing or machine learning
• 5+ years of experience analysing real-world data in a first-class research environment; exposure to a variety of datasets is an advantage
• Experience using machine learning to forecast sequences or time series data preferred
• 3+ years of financial markets experience working directly with trading desks
• Experience in high-frequency Delta 1 trading in equities or futures preferred
• Experience with low-latency, real-time systems preferred
• Excellent communication skills and good command of spoken and written English

Required skills

• Strong production code in an OO programming language (preferably C++) and a statistical language (preferably Python)
• Understanding of software development workflows

What we offer

• Dynamic, collaborative work environment with a flat management structure
• Work-life balance in a multi-cultural environment
• Fully stocked kitchen for breakfast and lunch
• Benefits package with discretionary bonus