Quant Researcher (Systematic Futures) - Global Prop Trading Firm
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.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your resume and details on file so when we see similar roles or see skillsets that drive growth in organizations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your resume so you can be considered for roles that have yet to be created.
Yes, we help with resume and interview preparation. From customized support on how to optimize your resume to interview preparation and compensation negotiations, we advocate for you throughout your next career move.