Quantitative Researcher intraday

1 week ago

hong kong, Hong Kong SAR China Durlston Partners Full time

Quant and Tech recruiter - Engineering | Data | AI | Quants | Research Quantitative Researcher – Intraday Strategies About the Role We are seeking a highly driven Quantitative Researcher to join a prop trading company's Intraday Strategies group. In this role, you’ll conduct end-to-end research aimed at developing predictive models, short-horizon trading signals, and high-performance execution strategies across a range of global markets. You will have significant autonomy, access to rich datasets, and the opportunity to see your work deployed directly into production. This position is ideal for someone who thrives in a fast-paced environment where rigorous research, rapid experimentation, and continuous improvement underpin trading performance. What You’ll Do Research and develop intraday signals , alpha models, and pricing frameworks for asset classes such as equities, futures, ETFs, options, fixed income, or digital assets. Conduct large-scale data analysis to identify statistically robust patterns and market microstructure dynamics. Design and validate models using a scientific workflow: hypothesis generation, backtesting, simulation, sensitivity analysis, and performance measurement. Evaluate strategy performance using metrics such as Sharpe ratio , hit-rate, turnover, decay, drawdowns, and capacity constraints. Collaborate closely with traders, data engineers, and technologists to refine hypotheses and deploy models into a high-performance trading environment. Monitor production behaviour, diagnose performance changes, and iterate to improve signal quality and execution efficiency. Work with engineering teams to translate research insights into efficient, robust model implementations. What We’re Looking For Strong academic background in mathematics, physics, statistics, computer science, or a related field . Demonstrated experience in quantitative research, statistical modelling, machine learning, or algorithmic trading. Proficiency in Python , with familiarity in C++ or another compiled language considered an advantage. Solid understanding of probability, stochastic processes, time-series modelling, and optimization. Experience analyzing high-frequency or intraday financial data is highly desirable. Ability to design and interpret backtests, with an understanding of key risk-adjusted metrics such as Sharpe ratio and how they relate to practical trading constraints. Curiosity, attention to detail, and a willingness to iterate quickly based on empirical evidence. What You’ll Get Opportunity to work on impactful, production-facing research from day one. Competitive compensation, performance-based bonus, and benefits package. A collaborative culture where researchers, engineers, and traders work closely to build next-generation intraday strategies. Access to extensive datasets, modern research tools, and high-performance computing resources. Clear pathways for professional growth, mentorship, and continuous development. Seniority level Not Applicable Employment type Full-time Job function Finance Referrals increase your chances of interviewing at Durlston Partners by 2x Get notified about new Quantitative Researcher jobs in Hong Kong, Hong Kong SAR. #J-18808-Ljbffr

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