Experienced Mid-Frequency Quantitative Researcher
Flow Traders is a global technology-enabled multi-asset liquidity provider and market maker.
About Flow Traders
Flow Traders provides continuous on-exchange and off-exchange liquidity across exchange-traded products, fixed income, FX, commodities, and digital assets using proprietary trading technology. Its digital-assets business, active since 2017, includes crypto ETP market making, OTC trading, liquidity provision, and DeFi connectivity.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will research and develop intraday-to-few-day quantitative alpha signals and systematic trading strategies. You will apply machine learning and high-performance computing to build scalable quantitative models, translate models into production-ready strategies, and contribute to research methodology, tooling, and best practices.
Requirements
- Master’s degree in a STEM discipline, computer science, or a related quantitative field; PhD preferred
- 3+ years of experience in quantitative trading
- Proven track record of profitable mid-frequency trading strategies in APAC equities and/or futures markets
- Knowledge of time-series modeling, signal research, and portfolio construction
- Understanding of market microstructure, order book data, and tick data
- Experience translating quantitative methods into profitable trading strategies
- Communication and stakeholder-management skills across trading and technology
- Strategic vision for machine learning and AI in systematic trading
Responsibilities
- Research and develop intraday-to-few-day quantitative alpha signals and systematic trading strategies
- Apply machine learning and high-performance computing to develop scalable quantitative trading models
- Collaborate with researchers, engineers, and traders to translate models into production-ready strategies
- Contribute to research methodology, tooling, and best practices