Quantitative Researcher (Fresh STEM PhD graduates are welcome)
Job Location:
Taipei City - Taiwan
Monthly Salary:
Posted:
Application Deadline:
Vacancies:
Job Summary
We are building out a new research function at the intersection of artificial intelligence and quantitative trading to improve the efficiency of execution algo models and more and we are looking for a Junior Quantitative Researcher to be a founding member of this effort. You will work alongside senior quants engineers and traders to design AI-driven workflows that generate alpha signals diagnose model and PnL behavior and deepen our understanding of market microstructure.
This is a high-ownership role suited to someone who is genuinely excited about markets has a strong research background and is already building with modern AI tooling including LLM-based agents. We are open to hiring at the fresh-PhD level provided you can demonstrate research depth and a real interest in trading.
Signal research and construction. Develop test and productionize predictive signals across asset classes using a combination of statistical methods machine learning and AI agentdriven research workflows. Take ideas from hypothesis through backtest validation and deployment.
Root cause analysis (RCA). Investigate model behavior signal decay PnL attribution and unexpected trading outcomes. Build tools including agentic ones that accelerate diagnosis and shorten the loop between observation and fix.
Market microstructure research. Study order book dynamics execution costs liquidity and venue behavior to inform both signal design and execution strategy.
AI agent infrastructure for research. Help design and extend internal agentic systems that automate parts of the research pipeline data exploration hypothesis generation backtest configuration results summarization and report drafting.
Collaborate broadly. Work closely with traders engineers and other researchers to turn ideas into live monitored strategies.
PhD (recently completed or near completion) in a quantitative field e.g. Computer Science Machine Learning Statistics Physics Mathematics Electrical Engineering Operations Research or a related discipline.
Strong programming skills in Python; comfortable with the modern data and ML stack (NumPy pandas PyTorch or JAX etc.).
Hands-on experience building with AI agents and LLM-based systems for example tool-using agents multi-step reasoning pipelines retrieval systems or evaluation frameworks. We want to see that you have actually built things not just read papers.
Solid grounding in statistics probability and machine learning with the rigor to know when a result is real and when it isnt.
Genuine interest in financial markets and trading demonstrable through coursework personal projects competitions internships or self-directed study.
Strong written and verbal communication; able to explain technical work clearly to a mixed audience.
Prior internship or research experience at a hedge fund prop trading firm market maker bank or fintech.
Exposure to market microstructure limit order books or high-frequency data.
Experience with backtesting frameworks time-series analysis or causal inference.
Familiarity with low-latency systems or large-scale data infrastructure.
Publications open-source contributions or trading competition results.
Required Experience:
IC
About Company
Binance is a blockchain ecosystem comprised of Exchange, Labs, Launchpad, Info, Academy, Trust Wallet, and Blockchain Charity Foundation (BCF). Binance Exchange is one of the fastest and most popular cryptocurrency exchange platforms in the world, capable of processing over 1.4 millio ... View more
