Quantitative Researcher – High Frequency Trading (HFT)
The Quantitative Researcher will design and optimise systematic high‑frequency trading strategies across international markets, focusing on Asian assets. Key duties include developing predictive signals from tick‑level and order‑book data, applying machine‑learning and statistical methods, and researching market microstructure. The role requires strong Python and C++ programming skills and at least two years of quantitative research or algorithmic trading experience.
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Job Description
📈 Quant Researcher – (HFT) – Zurich
📍 Zurich | 💰 Highly Competitive Salary + Bonus! | 🌍 Remote Working
An established trading firm is seeking an experienced Quantitative Researcher to join its high-frequency trading (HFT) team in Zurich.
They are looking for a skilled Quantitative Researcher with experience developing systematic trading strategies, particularly across Asian financial markets.
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