Careers

Open Positions

• Quantitative Researcher (New York)

  Location: New York

  We are looking for a Quantitative Researcher to join our New York team. You will develop and refine systematic trading strategies, conduct rigorous research, and work with large datasets to generate alpha.

  Requirements: Advanced degree in a quantitative discipline (e.g. Mathematics, Statistics, Physics, Computer Science, Engineering); strong programming skills; experience in quantitative research or trading is a plus.

• Quantitative Developer (Chicago)

  Location: Chicago

  We are seeking a Quantitative Developer to build and maintain low-latency trading systems, research infrastructure, and data pipelines in our Chicago office. You will work closely with researchers and traders to implement strategies and tools.

  Requirements: Strong software engineering background; proficiency in C++, Python, or similar; experience with high-performance systems, databases, or market data is preferred.

• Quantitative Developer (Hong Kong)

  Location: Hong Kong

  We are seeking a Quantitative Developer to build and maintain low-latency trading systems, research infrastructure, and data pipelines in our Hong Kong office. You will work closely with researchers and traders to implement strategies and tools.

  Requirements: Strong software engineering background; proficiency in C++, Python, or similar; experience with high-performance systems, databases, or market data is preferred.

• Quantitative Trading Associate (Hong Kong)

  Location: Hong Kong

  Job Responsibilities

  • Operate real-time trading oversight for our quant portfolio during HK hours
    • Improve automatic monitoring and dashboard for executions, slippage, and trading venue health
    • Maintain and improve programmatic runbooks (enable/disable trading, circuit breakers) when conditions warrant
    • Ensure trading executions follows various local exchange rules
    • Lead incident response and reconciliations (positions/cash/borrow)
  • Execute and automate portfolio operations at scale
    • Actively monitor for intraday recall incidents for stock borrow requests to ensure portfolio stability
    • Evaluate and trigger automated rebalancing from optimizer in cases of broker recalls
    • Handle recalls/clawbacks, and develop intraday tools to refresh inventory
    • Source and optimize stock borrow, improve approval rates with regarding to different CSI buckets (CSI300 vs. CSI500 vs. CSI1000 vs. CSI2000)
      • Experiment new broker borrowing approaches and implement metrics for quantifying improvements
  • Develop deep understanding of market structure, brokers and our execution platform to facilitate universe growth
    • Develop comprehensive metrics for evaluating real-time execution differences among expanded universe
    • Systematically monitor for corporate action events and utilize quantitative framework to reconcile positions
    • Collaborate closely with local brokers and treasury desks on rolling out improvements to our system
    • Partner with PMs/treasury/devs to turn recurring issues into durable automation and runbooks

  Required Skills, Qualifications and Experience

  • Bachelor's degree in STEM, Finance, or Economics program from a top institution
  • Excellent problem-solving ability with data-driven approach
  • Skill assets: experience with Linux, proficiency in Python

Kernel Trading Technologies is an equal opportunity employer.