Quantitative Researcher (SG/HK/SH)

Location: Asia (Singapore / Hong Kong / China)

We are partnering with a top-tier Chinese quantitative hedge fund that is expanding its research team across short-horizon, high-turnover strategies (MFT → HFT).

The firm is hiring Quantitative Researchers across multiple strategy verticals within equities and commodities markets, with a strong focus on intraday alpha, execution efficiency, and scalable trading strategies.

Strategy Coverage

We are actively looking for candidates across the following areas:

Options Quant Research

• Focus on volatility modelling, derivatives pricing, and short-horizon trading strategies within equity and commodity options markets

Futures Quant Research

• Alpha generation across equity index and commodity futures, including intraday signals, statistical arbitrage, and trend-based strategies

Intraday CTA / Machine Learning Strategies

• Development of high-turnover, intraday strategies leveraging machine learning techniques, with a focus on signal generation and portfolio construction

Key Responsibilities:

• Research, develop, and implement systematic trading strategies across relevant asset classes
• Identify short-horizon alpha opportunities, including intraday patterns, arbitrage, and microstructure-driven signals
• Analyze large-scale datasets and build predictive models and signal frameworks
• Optimize strategies for execution, signal decay, and scalability in live trading environments
• Collaborate closely with trading and engineering teams to deploy and refine strategies in production

Requirements:

• 3\+ years of experience in quantitative research within systematic trading environments
• Experience in at least one of the following: options, futures, or intraday CTA strategies
• Strong exposure to short-horizon / high-turnover trading (intraday to high-frequency preferred)
• Solid foundation in mathematics, statistics, and probability, with strong analytical thinking
• Proficiency in Python, C, or C\+\+, with the ability to efficiently implement trading strategies
• Experience with live trading strategies; a proven track record is strongly preferred

Preferred Qualifications:

• Experience in microstructure-driven strategies or execution optimization
• Proven ability to deliver production-ready alpha strategies
• Strong academic background in quantitative disciplines (Mathematics, Physics, Statistics, Computer Science)
• Achievements in top-tier competitions (IMO, IOI, ICPC, etc.) or academic publications

EA Licence no. 18S9419

EA Personnel no. R1660951