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Quantitative Researcher - Frontier Asset Management (Hong Kong)

Frontier Asset Management (Hong Kong)New York, NY🇺🇸United States

Why this role stands out

This hybrid Quantitative Researcher role at Frontier Asset Management offers an exceptional opportunity to dive deep into high-frequency trading strategies and develop cutting-edge alpha signals, fostering significant career growth in quantitative finance. You'll thrive here if you possess a strong quantitative background, Python proficiency, and a passion for uncovering actionable insights within complex datasets. Apply now to join a reputable firm and contribute to innovative investment research.

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeHybrid
LocationNew York, NY, United States
PythonData Analysis

Job description

Responsibilities：

  • Analyze diverse datasets across equity/futures markets to identify quantifiable trading edges and discover actionable alpha signals within high/mid-frequency domains
  • Conduct end-to-end research including alpha factor mining, model construction, backtesting, and strategy optimization
  • Execute critical research initiatives supporting investment decision-making processes

Requirements：

  • Bachelor's, Master's, or PhD degree in Statistics, Physics, Computer Science, Mathematics, or other quantitative field
  • Fluency in Python for data analysis
  • Passion for quantitative finance with strong analytical rigor, intellectual curiosity, and structured problem-solving capabilities.

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