About the Firm
Our client is a Leading Quant Trading Firm with a strong research-driven culture and a proven track record across global electronic markets. Backed by sophisticated infrastructure, institutional capital, and a team of world-class researchers, traders, and engineers, the firm continues to expand its systematic and quantitative trading platform across global markets. This is a rare opportunity to join a high-performance environment where research has a direct impact on live trading and where successful ideas can be deployed rapidly at scale.Key Responsibilities.
Key Responsibilities
Alpha Research & Signal Development
- Conduct original quantitative research to identify and develop profitable trading signals.
- Generate alpha ideas using statistical modelling, machine learning, alternative data, and market microstructure insights.
- Research new market opportunities across global asset classes.
Strategy Development & Portfolio Construction
- Design, test, and optimise systematic trading strategies.
- Improve portfolio construction and signal combination methodologies.
- Enhance risk-adjusted returns through continuous strategy refinement.
Backtesting & Performance Analysis
- Develop robust backtesting frameworks and validation methodologies.
- Evaluate strategy performance, scalability, and robustness.
- Analyse transaction costs, market impact, and execution efficiency.
Data & Research Infrastructure
- Work with large-scale market, alternative, and proprietary datasets.
- Improve research tools, data pipelines, and automation frameworks.
- Contribute to the development of a scalable research platform.
Production Deployment & Collaboration
- Partner closely with traders and engineers to deploy strategies into production.
- Monitor live performance and continuously improve deployed models.
- Collaborate across research, trading, and technology teams.
Research Leadership
- Mentor junior researchers and contribute to a high-performance research culture.
- Share best practices across modelling, experimentation, and statistical analysis.
- Help shape the firm's long-term research agenda.
Qualifications
- Education - Bachelor's, Master's, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Econometrics, Finance, or another highly quantitative discipline.
- Experience - 3–10+ years of experience within quantitative research, systematic trading, statistical arbitrage, market making, hedge funds, proprietary trading, or high-frequency trading environments.
- Proven track record developing profitable quantitative trading strategies deployed in live markets.
- Experience conducting data-driven research within institutional trading environments.
- Prior experience within leading hedge funds, proprietary trading firms, market makers, or systematic investment managers is highly desirable.
- Strong programming skills in Python. Experience with C++, Java, Rust, or other performance-oriented programming languages is advantageous.
- Strong understanding of statistics, probability, optimisation, and machine learning techniques.
- Experience working with large datasets and distributed research environments.
- Knowledge of market microstructure, execution modelling, or high-frequency trading concepts would be advantageous.
Application Process
Interested candidates should submit their resume to Tina Wang at [Confidential Information], quoting the job title and reference number. Only shortlisted candidates will be contacted.
EA License No.: 24S2395
EA Registration No.: R2090553
