Overview:
Grasshopper Asset Management, a prominent Asian proprietary trading group, is inviting applications from seasoned Quant Traders with a specialisation in high-frequency trading (HFT). The role emphasises the development of innovative HFT strategies in market making or market taking, grounded in statistical arbitrage principles.
Responsibilities:
- Design and implement HFT strategies tailored to market making or market taking, underpinned by statistical arbitrage methodologies.
- Actively engage in trading activities across equities and futures within the Asian markets.
- Oversee latency-sensitive trading strategies, ensuring optimal execution within the microseconds range, independent of ultra-low-latency (ULL) environments necessitating specialized hardware such as FPGAs.
- Lead rigorous quantitative research and strategy formulation processes including data analysis, hypothesis testing, back-testing, signal implementation and post-trade analysis.
- Foster collaborative team dynamics and maintain robust communication channels with brokerage partners.
Required Skills and Expertise:
- Minimum of 2 years of experience in HFT, with a demonstrable focus on market making or market taking strategies.
- Advanced proficiency in programming languages such as Python and C++.
- Solid foundation in mathematics, physics, or related quantitative fields.
Educational Qualifications:
- Bachelor's degree or higher in Mathematics, Physics, Finance, or a related discipline.
- Candidates should possess a robust analytical mindset, be adept at navigating fast-paced trading environments, and exhibit a strong inclination towards continuous learning and innovation in the realm of HFT.
