Senior Quant Researcher | High Frequency Delta 1 Eclipse Trading is a leading proprietary trading firm. Founded in 2007, we have over 110 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and
Own and manage a profitable trading book, taking full responsibility for PnL, risk, and capital allocation across delta-one instruments (spot, perpetuals, futures) spanning multiple horizons—from high-frequency liquidity strategies (CEX/cross-exchange arbitrage, market making, order book micro-alpha) to
Role Purpose The Head of Retail Credit is responsible for formulating and executing the overall credit risk management strategy for the Retail Banking Division. This role ensures that asset quality remains robust and aligned with the
Role Overview Our client is a premier global quantitative trading firm deploying systematic, computer-driven trading strategies across liquid global asset classes. Driven by an intellectually rigorous, tech-forward, and collaborative culture, the firm leverages vast datasets and
Responsibilities: The job focuses on the development of image and signal processing algorithms for the next generations of optical inspection and metrology systems. The responsibilities of this position covers the entire life cycle of algorithms, including modeling, proof-of-concept
Company Introduction Polymer Capital Management is a market-neutral, multi-manager investment platform based in and focused on Asia. Polymer combines established institutional support and deep knowledge of local financial markets with a dedication to discovering and developing
Senior Quant Researcher | High Frequency Delta 1 - Expression of Interest Join to apply for the Senior Quant Researcher | High Frequency Delta 1 - Expression of Interest role at Eclipse Trading Senior Quant Researcher
Quantitative Researcher - Global Systematic Trading Firm - J11672 Our client is a premier global quantitative trading firm deploying systematic, computer-driven trading strategies across liquid global asset classes. Driven by an intellectually rigorous, tech-forward, and collaborative
Our client is a premier global quantitative trading firm deploying systematic, computer-driven trading strategies across liquid global asset classes. Driven by an intellectually rigorous, tech-forward, and collaborative culture, the firm leverages vast datasets and advanced technology
The successful candidate will directly work with the Portfolio Manager running a quantamental/systematic equity book to help to build, test, and scale alpha-generating strategies in the secondary stock market. Key Responsibilities: Model & Infrastructure: Build, optimize,
AI Investment‑Research System Develop (full time/intern) Assist senior secondary-market researchers in building an AI-empowered investment-research analytics system, focusing on market-data governance, digitization of technical analysis, and construction of an automated review framework to deliver intelligent and
The Dah Sing Group is a leading financial services group in Hong Kong offering banking, insurance, financial and other related services through its growing network of over 70 branches in Hong Kong, Macau and Mainland China.
Research, develop, and deploy AI-driven solutions that support the investment and trading process. Build and implement production-grade applications utilizing LLMs, agentic workflows, Retrieval Augmented Generation (RAG), and generative AI technologies . Develop AI-powered tools to assist
We are seeking a Quant Analyst to join a fast-growing quant fund. This role will focus on APAC markets and combines quantitative skills with hands-on trading or desk quant experience in APAC equities. Responsibilities: Partner with