Location: New York / Hong Kong / Shanghai / Shenzhen / Beijing
Function: Quantitative Research
About the Role
We are partnering with a rapidly growing research-driven quantitative investment fund with a global footprint. The fund specializes in high- and mid-frequency trading strategies across equities and futures markets. Researchers play a central role in driving alpha discovery end-to-end model development and strategy optimization within a lean and highly collaborative environment.
This is an opportunity for someone who wants full ownership of the research lifecycle access to diverse datasets and the chance to make a direct impact on trading strategies in a platform that values intellectual rigor and innovation.
Responsibilities
-
Conduct quantitative research to identify alpha signals across equity and futures markets.
-
Build test and optimize statistical and machine learning models for trading strategies.
-
Analyze large diverse datasets and extract actionable insights for mid- to high-frequency domains.
-
Collaborate closely with a research-focused team to drive the implementation of new models and strategies.
-
Stay at the forefront of academic research and translate it into practical trading applications.
Requirements
-
Bachelors Masters or PhD in Statistics Mathematics Physics Computer Science or related quantitative field.
-
Proficiency in 1 programming language: Python (preferred) C MATLAB R or C#.
-
Strong analytical skills intellectual curiosity and structured problem-solving capability.
-
Ability to synthesize academic research and apply it to practical quantitative problems.
Preferred Qualifications
-
Competition awards (e.g. IMO IPhO ACM-ICPC) or top-tier academic achievements.
-
Publications in peer-reviewed journals or conferences in relevant fields.
-
Prior experience in quantitative research trading or data-intensive environments is a plus.
Why This Role
-
Research Ownership: Lead projects end-to-end from alpha discovery to strategy deployment.
-
Global Exposure: Work with a team across US and Asia offices.
-
Innovation-First: Access to diverse datasets and a culture of continuous R&D.
-
Career Growth: Lean teams allow high-impact contributions early in your career.
Location: New York / Hong Kong / Shanghai / Shenzhen / Beijing Function: Quantitative Research About the Role We are partnering with a rapidly growing research-driven quantitative investment fund with a global footprint. The fund specializes in high- and mid-frequency trading strategies across equi...
Location: New York / Hong Kong / Shanghai / Shenzhen / Beijing
Function: Quantitative Research
About the Role
We are partnering with a rapidly growing research-driven quantitative investment fund with a global footprint. The fund specializes in high- and mid-frequency trading strategies across equities and futures markets. Researchers play a central role in driving alpha discovery end-to-end model development and strategy optimization within a lean and highly collaborative environment.
This is an opportunity for someone who wants full ownership of the research lifecycle access to diverse datasets and the chance to make a direct impact on trading strategies in a platform that values intellectual rigor and innovation.
Responsibilities
-
Conduct quantitative research to identify alpha signals across equity and futures markets.
-
Build test and optimize statistical and machine learning models for trading strategies.
-
Analyze large diverse datasets and extract actionable insights for mid- to high-frequency domains.
-
Collaborate closely with a research-focused team to drive the implementation of new models and strategies.
-
Stay at the forefront of academic research and translate it into practical trading applications.
Requirements
-
Bachelors Masters or PhD in Statistics Mathematics Physics Computer Science or related quantitative field.
-
Proficiency in 1 programming language: Python (preferred) C MATLAB R or C#.
-
Strong analytical skills intellectual curiosity and structured problem-solving capability.
-
Ability to synthesize academic research and apply it to practical quantitative problems.
Preferred Qualifications
-
Competition awards (e.g. IMO IPhO ACM-ICPC) or top-tier academic achievements.
-
Publications in peer-reviewed journals or conferences in relevant fields.
-
Prior experience in quantitative research trading or data-intensive environments is a plus.
Why This Role
-
Research Ownership: Lead projects end-to-end from alpha discovery to strategy deployment.
-
Global Exposure: Work with a team across US and Asia offices.
-
Innovation-First: Access to diverse datasets and a culture of continuous R&D.
-
Career Growth: Lean teams allow high-impact contributions early in your career.
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