Experienced MFT Quantitative Researcher

Responsibilities

• Collaborate with researchers, engineers, and traders to translate models into production-ready strategies
• Contribute to research methodology, tooling, and best practices across the global quantitative research team

What will you do

• Research and develop intraday to few-day quantitative alpha signals, and systematic trading strategies
• Apply modern computational techniques, including machine learning and high-performance computing, to develop scalable and effective quantitative trading models

What you need to succeed

A master’s degree in a STEM discipline, computer science, or a related quantitative field; a PhD is preferred

3+ years of experience in quantitative trading

A proven track record of profitable mid-frequency trading strategies, operating on intraday to few-day horizons, in APAC equities and/or futures markets

Strong grounding in time-series modeling, signal research, and portfolio construction across short holding periods

Understanding of market microstructure and the construction of mid-frequency signals from order book and tick data

Demonstrated success translating modern quantitative methods into profitable trading strategies

Excellent communication skills and experience managing stakeholders across trading and technology

A strategic vision for the role of machine learning and AI in the future of systematic trading

Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes, and any other information identifying potential candidates, submitted to any employee at Flow Traders via-email, the Internet or directly without a valid and signed search agreement will be deemed free to contact by Flow Traders without any restrictions and no placement fee of any kind will be paid in the event the candidate is hired by Flow Traders.