full-time
Systematic Trader
Silverstrand
- Employer
- Silverstrand
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Design, implement, monitor, and optimize algorithmic trading strategies using quantitative models and data-driven signals, including analyzing datasets and backtesting strategies. Collaborate with researchers, developers, and risk managers to support robust execution and risk controls, while documenting methodologies and reporting performance. Requires strong quantitative skills, programming proficiency in Python, C++, or similar, and knowledge of financial markets and market microstructure. Candidates should have experience developing and implementing systematic strategies with risk controls, a quantitative bachelor’s or master’s degree, and strong communication and execution skills; prior quantitative trading experience is strongly preferred.