HFT Quantitative Researcher- Equity/Futures

We are seeking multiple Quantitative Researcher to join a high-performing fund focused on High frequency systematic Equity / Futures trading. This role offers the opportunity to design, develop, and implement cutting-edge trading strategies while working collaboratively with Quant traders, Quant Developers to enhance profitability and risk management.Key ResponsibilitiesConduct in-depth analysis to identify and exploit trading opportunities in systematic Equity or Futures markets.Develop, refine, and implement trading algorithms to maximize profitability across diverse market conditions.Regularly update quantitative models and algorithms to respond to evolving market dynamics.Integrate and monitor trading signals within the global trading framework to ensure strategy efficiency and robustness.Work closely with portfolio manager, data scientists, traders, and developers to optimize trading strategies and enhance risk management processes.Explore new datasets and statistical techniques to enhance the team’s trading edge.Effectively communicate research findings, methodologies, and results within the team and to senior stakeholders.QualificationsAdvanced degree (Master’s or Ph.D. preferred) in Finance, Mathematics, Statistics, Physics, Computer Science, or a related quantitative field.Minimum of 5 years experience in quantitative trading or research within systematic Equity and/or futures marketsExposure to high-frequency trading environments is highly desirable.Strong programming skills, particularly in Python or C++ (experience with R or SQL is a plus).Location can be base in US/Hong Kong/ Singapore/ Shanghai