The Quantitative Developer (QD) has several core work domains:
* Establish the team's proprietary ML pipeline, encompassing everything from data sampling to reporting * Implement the team's proprietary ML models. * Enhance existing ML packages with new features. * Numerically optimize ML algorithms to boost performance.
Among these domains, areas 1, 2, and 3 are of paramount importance. The QD will primarily tackle problems within these areas.
The ideal candidate should demonstrate exceptional learning abilities and strong software development skills. They must demonstrate a passion for solving complex problems by writing efficient software composed of effective modules. While prior experience in finance is not essential, candidates should have a proven track record of resolving challenging problems through coding. It would be highly beneficial if candidates have over two years of experience working with industrial-grade codebases using compiled languages such as C++, Java, or Go.
For a confidential discussion, please send an email with your updated resume or LinkedIn URL, with contact details in the first instance by clicking Apply Now to apply job.
Contact the retained consultants, Edward Chen or Richard Liu on +852 2523 9955
Harbridge Partners Limited
Employment Agency License: 75427
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Our client is one of the world's most famous and largest multi-strategy and multi-manager hedge funds, and one of their Systematic Intraday Trading (Day Trading) team is looking bring onboard a ML Quant Developer (Chinese language knowledge is preferred). The successful candidate should come with Machine Learning algo experience, and prior experience in developing tools toward microstructure research and portfolio execution. The successful candidate should come with Machine Learning algo experience, and prior experience in developing tools toward microstructure research and portfolio execution. Previous support of Systematic Intraday Trading is required.