Multiple Quants / Data Scientists – Machine Learning - Artificial Intelligence – credit, rates, bonds [bonds rv], equities, FX, volatility trading - Big Data

  • Exceptional "buy-side" packages
  • Hong Kong
  • Festanstellung, Vollzeit
  • BAH Partners
  • 13 Nov 18

Multiple Quantitative Analysts / Data Scientists – Statistics, Trading Signals, Machine Learning and Artificial Intelligence – credit, rates, bonds [bonds rv], equities, FX, volatility trading - Big Data, Spark, Hadoop, Java, Python, C# - Hong Kong


My client is a leading Asian hedge fund with more than US $4.0 billion AUM, presently. They specialize in trading cross-asset derivatives with a quantitative approach to all of their strategies, and have won multiple awards across the region for their methods.


In 2018, the firm created a brand new Quant and Data Science Laboratory. Their objective is to apply Artificial Intelligence and Machine Learning methods on Big Data to identify trading signals, capitalize on market trends and optimize trading strategies / activities across multiple asset classes (credit, rates, bonds [bonds rv], equities, FX, volatility trading).


  • You will be responsible for tactical relatively short-term research projects, as well as long-term research in AI methodologies for complex trading strategies and portfolios.
  • You will, if not already, quickly grasp a command of all aspects of derivatives pricing, especially in options and also understand deeply the pitfalls of standard Black Scholes Theory.
  • While the roles may not entail managing a team, Scientists will be self-motivated and able to have the ability to take the initiative and lead on projects.


Requirements - Scientists will have:


  • 2-8 years years of experience working as a quantitative analyst or data scientist in any area.
  • an excellent command of applied mathematics, statistics and stochastic calculus
  • strong experience in Machine Learning and other AI methodologies.
  • experience with Big Data.
  • comfortable switching as needed between various standard programming languages.
  • experience with cloud-based technologies.


More senior Scientists might have, or will aspire to have:


  • excellent knowledge in standard statistical techniques for forecasting returns.
  • excellent knowledge of stochastic calculus.
  • excellent knowledge of credit, rates, bonds [bonds rv], equities, FX, volatility trading.
  • excellent knowledge of standard prediction techniques including Regression, XNN (X being any relevant letter), random forests, SVM, ADAboost, naive Bayesian classifiers and so forth.
  • strong knowledge of Bayesian statistics/probability and models such as HMM.
  • expert coding skills in python and/or R and C# and/or Java and/or C++/C.
  • experience working with tensorflow, word2vec, pySpark, beautiful soup, and other libraries/frameworks.
  • experience with cloud/distributed based storage and computing (Hadoop/Spark).
  • experience with both SQL and NoSQL types of database frameworks.


If you would like to apply for this opening or discuss any other positions within enterprise Information technology in Asia, please send an email to Katie Huang at or call (852) 2544 4200

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