Low-Latency Quant Researcher: Asia Markets & HFT Edge in Niedergebra

Legacy Shift is hiring an experienced Quantitative Researcher to develop systematic, high-frequency trading strategies across Asian financial markets. You will research predictive signals from tick-level data, apply machine-learning to identify alpha sources and translate them into strategies for low-latency production environments.The role sits at the intersection of quantitative research, machine learning, market microstructure and algorithmic trading. #J-18808-Ljbffr