Quantitative Researcher

Schonfeld

Hong Kong, Hong Kong
On-site
Machine learning models
High-frequency market data
Alternative datasets
Engineer predictive features from high-frequency market data and unstructured alternative datasets for machine learning models

Job Summary

  • Engineer predictive features from high-frequency market data and unstructured alternative datasets for machine learning models.
  • Design and prototype ML-driven alphas for cash equities, futures, and other liquid asset classes.
  • Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors.

Matching Summary

Engineer predictive features from high-frequency market data and unstructured alternative datasets for machine learning models.

Skills & Requirements

Must-have

  • Machine learning models
  • High-frequency market data
  • Alternative datasets
  • Distributed compute environments
  • Python proficiency
  • C++ proficiency

Nice-to-have

  • Teamwork-oriented
  • Collaborative culture
  • Continuous learning
  • Innovation driven

Key Requirements

  • MS or PhD in quantitative discipline
  • Minimum 5 years alpha-research experience
  • Expertise in tree-based models, deep learning, NLP/LLM
  • Experience on distributed/hybrid compute environments
  • Excellent analytical and communication skills

Work Rights

Not specified

Tailored Resume

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