Flow Traders is looking for an experienced Quantitative Trader to join our growing Trading team in Hong Kong. The ideal candidate combines strong analytical skills, programming expertise, and market intuition to drive alpha generation in a fast-paced, collaborative environment. This is a unique opportunity to join a leading proprietary trading firm with an entrepreneurial and innovative culture at the heart of its business. We value quick-witted, creative minds and challenge them to make full use of their capacities. If you aim high, the sky is the limit!

In this dynamic role within a fast-paced environment, you will be tasked to develop, implement, and optimize trading strategies with time horizons of intraday to one week.

What You Will Do

• Design and backtest mid-frequency trading strategies using statistical and machine learning techniques to identify market inefficiencies
• Analyze large datasets, including market data (e.g., order book, tick data) and alternative data, to uncover predictive signals
• Collaborate with execution teams to minimize slippage and transaction costs while ensuring efficient trade implementation
• Monitor portfolio risk, set appropriate risk limits, and adjust strategies to align with firm-wide risk parameters
• Code and deploy robust, scalable trading algorithms in Python, C++, or similar languages, ensuring low-latency performance
• Continuously evaluate strategy performance, refine models based on live trading results, and adapt to changing market conditions
• Work closely with quantitative researchers, developers, and other traders to integrate strategies into the firm's trading infrastructure

What You Will Need to Succeed

• Bachelor's, Master's, or PhD in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Computer Science, Financial Engineering)
• 3-7 years of experience in quantitative trading, preferably in mid-frequency strategies at a proprietary trading firm, hedge fund, or investment bank
• Proven track record of developing profitable trading strategies in equities and futures markets, with a Sharpe ratio consistently greater than 2
• Proficiency in programming languages such as Python, C++, or Java for strategy development and data analysis
• Experience with data analysis tools (e.g., Pandas, NumPy) and databases
• Familiarity with machine learning frameworks is a plus
• Deep understanding of market microstructure, liquidity dynamics, and trading costs in relevant asset classes
• Strong statistical and probabilistic reasoning, with the ability to translate insights into actionable trading strategies
• Excellent problem-solving, communication, and teamwork skills, with the ability to thrive in a high-pressure environment
• Knowledge of alternative data sources and their application in trading
• Familiarity with cloud-based infrastructure (e.g., AWS, GCP) for data processing and model deployment

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.