Quant Researcher

Quant Researcher (Systematic Futures) - Global Prop Trading Firm Quant Researcher (Systematic Futures) - Global Prop Trading Firm Quant Researcher (Systematic Futures) - Global Prop Trading Firm Global Top Tier Systematic Trading Firm Hiring for Research & Trading Group After 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 Role The 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. Quant Researcher (Systematic Futures) - Global Prop Trading Firm Location - Hongkong/Singapore/Shanghai/Australia/Dubai. Global Top Tier Systematic Trading Firm Hiring for Research & Trading Group After 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 Role The 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 ResearchSeniority level Seniority level Not Applicable Employment type Employment type Full-time Job function Job function Finance Industries Investment Management Referrals increase your chances of interviewing at Selby Jennings by 2x Sign in to set job alerts for “Quantitative Researcher” roles. Quantitative Researcher - Global Crypto Trading Exchange - Asia AM - Prop - HFT - Quantitative Researcher (C++) AM - Prop - CTA - Quantitative Researcher Quantitative Researcher / Trader (Defi Trading) Quantitative Analytics Associate Off Cycle Internship 2026 Hong Kong Shenzhen, Guangdong, China CN¥6,000.00-CN¥6,000.00 1 year ago Tier 1 Hedge Fund Senior Equities Quantitative Researcher (Singapore/Hong Kong/Shanghai/Dubai) Senior Quant Researcher | High Frequency Delta 1 - Expression of Interest Global Quantitative Strategies Summer Associate - 2026 - Hong Kong Insurance Investment Quantitative Analyst Shenzhen, Guangdong, China CN¥100.00-CN¥120.00 1 year ago Shenzhen, Guangdong, China CN¥3,000.00-CN¥6,000.00 2 years ago Shenzhen, Guangdong, China CN¥100.00-CN¥200.00 1 year ago Shenzhen, Guangdong, China CN¥10,000.00-CN¥30,000.00 1 year ago We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI. #J-18808-Ljbffr