Quantitative Researcher/Traders
Chinese Futures Quant Researcher | Systematic Trading Firm | London
Overview
We are partnering with a leading systematic trading firm that is continuing to invest heavily in its coverage of Asian and emerging market exchanges. Whilst US and European markets remain core areas of focus, the firm has identified Chinese futures markets as one of the most attractive opportunities for future strategy development due to their combination of liquidity, product diversity, retail participation, and evolving market structure.
As systematic trading becomes increasingly competitive across developed markets, the ability to generate differentiated alpha from less crowded exchanges has become a growing priority across the industry. Against that backdrop, the firm is seeking an experienced Quantitative Researcher to contribute to the development of systematic futures strategies across Chinese commodities and index futures markets.
Based in London, this position offers the opportunity to work within a highly collaborative research environment whilst retaining exposure to one of the most dynamic futures markets globally. Visa sponsorship is available where required.
The Opportunity
The successful candidate will join a well-established research platform and work closely with quantitative researchers, traders, and engineers to identify, test, and deploy alpha-generating strategies.
The role offers genuine ownership of the research lifecycle, from initial hypothesis generation and data analysis through to live implementation and performance evaluation.
Whilst the immediate focus is Chinese futures markets, the business sees this area as a strategic growth initiative and is allocating significant resources toward the continued expansion of its Asian market coverage.
Responsibilities
- Develop and research systematic futures trading strategies across Chinese exchanges
- Generate alpha across commodities and index futures markets
- Design and validate predictive trading signals
- Conduct rigorous backtesting and performance analysis
- Collaborate with technology teams on production deployment
- Analyse live performance and refine strategies based on market behaviour
- Contribute to the long-term buildout of the firm's emerging market research capabilities
Required Experience
- Minimum two years of experience in quantitative research or systematic trading
- Strong experience working with Chinese futures markets
- Knowledge of commodities and/or equity index futures
- Experience owning strategies throughout the research lifecycle
- Python and quantitative modelling experience
- Strong statistical and problem-solving skills
Why Apply?
- Exposure to one of the most active areas of systematic trading research today
- Visa sponsorship support available
- Significant investment into Asian market coverage
- Strong research infrastructure and technology support
- Opportunity to work directly alongside experienced PMs and traders
- London-based position within a growing quantitative trading platform
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