Quantitative Researcher / Portfolio Manager
ioTech Solutions
Job Description: Quantitative Researcher - High Frequency Equities (US Markets, New York) Location: New York, HK, China Responsibilities
- Analyze diverse datasets across US equity and futures markets to identify quantifiable trading edges and discover actionable alpha signals in high- and mid-frequency domains.
- Conduct end-to-end research including alpha factor mining, feature engineering, model construction, backtesting, and strategy optimization with realistic transaction cost and execution modeling.
- Design and run robust backtests, walk-forward validation, and stress tests to ensure signal stability and economic significance.
- Collaborate with execution, engineering, and risk teams to translate research into production-ready strategies and support live deployment/monitoring.
- Execute critical research initiatives that directly support trading decision-making and performance attribution.
- Bachelor's, Master's, or PhD in Statistics, Physics, Computer Science, Mathematics, or another quantitative field.
- Proven hands-on experience with high-frequency US equity trading (experience with tick-level data, microstructure, order book dynamics, and execution constraints is required).
- Proficiency in at least one programming language: Python (preferred), C++, C#, MATLAB, or R.
- Strong data engineering and numerical skills for handling large tick-level datasets and building scalable backtesting pipelines.
- Ability to read and synthesize academic/technical English literature and rapidly learn new technical domains.
- Intellectual curiosity, rigorous analytical thinking, and structured problem-solving skills; strong attention to model validation and risk controls.
- Competition awards (e.g., IMO/IPhO/ACM-ICPC) or strong contest performance.
- Publications in top-tier peer-reviewed journals or conferences.
- Experience with low-latency systems, co-location, market data feeds, and execution optimization techniques.
- Familiarity with cloud/container technologies and production deployment (Docker, CI/CD, etc.).
- Please submit your CV and a brief summary of relevant HF experience, including the markets/data you worked with, example signals or strategies developed, and any performance/production outcomes.
Vacancy posted 2 days ago
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