Quant Researcher (Systematic Futures) - Global Prop Trading Firm

Selby Jennings

  • Hong Kong
  • Permanent
  • Full-time
  • 2 days ago
Quant Researcher (Systematic Futures) - Global Prop Trading FirmLocation - Hongkong/Singapore/Shanghai/Australia/Dubai.Global Top Tier Systematic Trading Firm Hiring for Research & Trading GroupAfter several consecutive years of market-leading performance, this division has established itself as a dominant force in systematic futures trading. Operating within a highly collaborative framework, it offers new hires immediate integration into impactful projects-backed by a hybrid research-trading model that directly ties contributions to PnL generation and commensurate compensation.About the RoleThe team benefits from state-of-the-art technology across mid-frequency and high-frequency trading platforms, dedicated trading support systems designed for systematic strategy execution, and access to cutting-edge research tools and low-latency infrastructure.Responsibilities
  • Quantitative Research: Conduct in-depth analysis to identify systematic futures trading opportunities, leveraging statistical modeling and market microstructure insights.
  • Model Development & Implementation: Design, enhance, and deploy trading models/algorithms using cutting-edge technology to drive PnL growth.
  • Cross-Functional Collaboration: Partner with quants, engineers, and risk teams to optimize strategies, refine risk management frameworks, and implement trading solutions.
  • Market Intelligence Integration: Monitor global market trends, industry innovations, and regulatory shifts to inform strategy evolution.
  • Continuous Optimization: Refine quantitative models to maximize profitability and adapt to changing market dynamics.
Qualifications
  • Advanced Academic Credentials: Ph.D. in Finance, Mathematics, Statistics, Physics, or related quantitative discipline.
  • Professional Experience: Proven track record in systematic futures research or trading at a mid-to-high frequency trading firm, with demonstrable impact on strategy performance.
  • Technical Proficiency: Expertise in Python and/or C++ for quantitative modeling, backtesting, and algorithmic implementation.
  • Soft Skills: Exceptional communication under high-pressure environments, with the ability to translate complex research into actionable trading strategies.
Desired Skills and ExperienceHigh-Frequency TradingQuantitative AnalyticsCTAFutures TradingMachine LearningInvestmentsCryptoEquity TradingOptionsQuantitative ResearchAll applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.

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