Quantitative Research & Trading

Quantitative Research & Trading

Selby Jennings - Your Leading Specialist Talent Partner for Financial Sciences & Services in Hong Kong

With a strong focus on the vibrant financial landscape of Hong Kong, Selby Jennings proudly serves as a premier talent partner for financial sciences & services. Our global Quants team operates from offices across three continents, providing comprehensive permanent, contract, and multi-hire talent solutions.

Over the past two decades, financial firms and professionals in Hong Kong have reaped the benefits of our extensive experience and far-reaching network. From optimizing processes and upskilling workforces to implementing flexible working models, we offer strategic guidance to enterprise leaders, assisting them in making timely and effective decisions. Our expert insights into benchmarking benefits packages and salaries empower Quants professionals, supporting them through pivotal career moves.

For companies seeking to secure exceptional quantitative talent, we invite you to request a call back today. If you're a driven Quants professional on the lookout for Quantitative Research jobs, our global Quants team at Selby Jennings delivers exceptional recruitment services to industry-leading firms, including global investment banks, boutique hedge funds, management consultancies, software providers, and more. Submit your CV/resume today, and one of our expert talent consultants will reach out to you promptly if a suitable role matches your profile. Let Selby Jennings be your gateway to success in Hong Kong's thriving financial sciences & services sector.

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Benefits of working with Selby Jennings team

We are a specialist talent partner. Among the many benefits of working with Selby Jenningsโ€™ global g team are:

Experience

We have nearly 20 years of experience as a leading recruiter in financial sciences & services.

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A vast, global network of the best, in-demand professionals, working with the worldโ€™s largest financial institutions to innovative fintech start-ups and beyond.โ€‹

โ€‹Knowledge

Our award-winning talent specialists offer bespoke, tailored guidance on the latest hiring trends and industry news to help you achieve your goals.

At Selby Jennings, we believe in fostering long-term partnerships based on trust, integrity, and mutual success. We strive to provide personalized solutions tailored to your specific requirements, offering flexible options to accommodate your preferences. Whether you need to fill critical positions quickly or are seeking strategic talent acquisition solutions, we have the resources and expertise to deliver results. Submit your vacancy to us today.

Take the first step towards overcoming your talent shortage today by completing the form. Our team looks forward to speaking with you to explore how we can partner with your organization to meet your recruitment needs efficiently and effectively.

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Quantitative Research & Trading Jobs

Alpha Quant Researcher

โ€Œ Prop trading house Quantitative Researcher - Alpha research Location: Shenzhen or Beijing Requirements: - At least one year trading or research experience of alpha strategy in global equity market Preferred Qualifications: Proficiency in Spark and database programming languages. Experience in researching and implementing model strategies, with a proven track record of success.

Negotiable
Beijing
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Rates Volatility Quant Researcher

An established Macro PM at a leading $25bbn Hedge Fund is looking for a Rates Volatility Quant Researcher to join their team in NYC. The portfolio manager is specifically looking for someone adept at pricing model development, curve construction, product knowledge and development skills. The incoming QR will work on developing proprietary models to provide a competitive edge in the market. In addition to spearheading the creation of critical models and analytics, the QR will gain valuable mentorship in identifying trade opportunities in the space. This mandate allows for an experienced QR to leverage their preexisting skillset while further honing their abilities to drive PnL through actionable data insights. The ideal candidate will have: 4+ years of QR experience with an emphasis on rates vol (open to both sell-side and buyside talent) Strong modeling + coding skillset Ability to communicate clearly and succinctly in a fast paced environment Strong Python (C++ is a plus) Desire to work in a front office, buyside environment

US$350000 - US$500000 per year
New York
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VP Equity Derivatives Desk Quant (C++)

Role: VP Equity Derivatives Desk Quant (C++) Firm: Canadian Investment Bank (NY) Comp: $200K-$250K base, $350K-$425K total Job Description: A Canadian investment bank is expanding its Equity Derivatives Quant team in New York and is hiring at the VP level. Led by a new MD from a Tier 1 US bank, the team seeks expert C++ programmers with hands-on experience supporting equity derivatives, options/vol desks. This role offers autonomy and the chance to contribute to both research and daily desk quant responsibilities. The direct hiring manager has a PHD in a hard science field and value academic/research driven candidates. Key Responsibilities: Support equity derivatives desks and develop quantitative models/tools. Directly develop analytical models for equity volatility products in C++ Perform research to enhance models and market insights. Collaborate with traders on strategies and risk management. Qualifications: Strong C++ programming and equity derivatives experience. PhD in a hard science or related field, with a focus on research. Problem-solving and team collaboration skills. This is a great opportunity to join a growing team with a strong research focus and greater autonomy.

US$350000 - US$425000 per year
New York
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KDB Developer

A well know multi strategy hedge fund based in New York City is expanding its analytics team so is recruiting for a senior KDB quantitative developer. The quantiative developer will collaborate with analysts, quants and other developers to build critical tools and infrastructure to facilitate trading across a number of asset classes. The KDB developer will architect a research platform used by portfolio managers and quant researchers, write loaders, implement API functions for analytics and enhance trading efficiency by improving execution. This is an ideal role for a developer with KDB experience who wants to work in a role with great visibility to the trading process and wants to see their work directly impact and drive revenue. This is for one of the most successful trading firms in history with all the resources and knowledge necessary to set up you for success. Requirements: Proven experience coding in KDB in a trading environment Experience with time-series data Experience with real-time data processing Ability to work in cross functional teams Knowledge of financial markets and trading Experience with equities would be a bonus

US$300000 - US$600000 per year
New York
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Trade Support Engineer

Responsibilities: Providing efficient technical support for quantitative trading systems, working with exchanges, brokers, and other partners to troubleshoot production trading systems. Collaborating with trading, technology, and operations teams to ensure trades are executed and booked with brokers, and communicating the design requirements for pre-trade, at-trade, and post-trade risk control. Connecting with vendors to promptly address market data and trading-related technical issues. Coordinating cross-departmental requirements related to trading technology. Requirements: Bachelor's or Master's degree in Computer Science, Software Engineering, Information Technology, Finance, Statistics, or a related field. 1-3 years of work experience in trading, or relevant internship experience for undergraduates/graduates. Strong communication skills in both Chinese and English. Detail-oriented, team player with a strong capacity for implementation and responsibility. Passionate about securities and futures trading. Experience in supporting or maintaining low latency trading systems is a plus.

Negotiable
Hong Kong
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Commodity Quantitative Researcher

This role is within a pod environment where the candidate would be working under an established quantitative commodity Portfolio Manager, who has a long track record and an impressive background. Responsibilities Developing alpha strategies for commodity futures. Implementing systematic commodity strategies. Contributing to the research and trading pipeline, including Risk and Factor Modelling. Requirements Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering. Demonstrated experience in commodities, ideally with Gas and Power products. Capacity to excel in a fast-paced environment. Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#.

Negotiable
London
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Quant Portfolio Manager

A systematic prop trading firm is looking to bring on experienced quantitative traders from the derivatives space who can either plug and play an existing strategy or launch a new one on their platform. The firm is known for their exceptional technology and infrastructure which allows traders to scale and maximize returns. They are able to support most global markets. In addition to allowing traders to sit remotely, they can offer highly competitive % splits unlocking unparalleled upside. Responsibilities: * Launch and run your existing strategy on their platform to maximize returns * Stay up to date on market news to find creative ways to improve strategy * Monitor and manage the risk exposure of the portfolio * Collaborate with senior leadership to launch new initiatives Qualifications: * 1+ years live track record, ideally 3+ Sharpe * 5+ YOE in the systematic trading space with a deep understanding of derivatives markets * B.S.+ in a quantitative field (Math, Stats, Comp Sci, Physics)

US$150000 - US$250000 per annum + Competitive % split
Chicago
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Quantitative Trader - Commodities

A prop trading firm in Chicago is looking to add a trader with commodity options market making experience. The firm has been around for 5+ years and was founded by individuals who spent time at top firms across the industry. They offer a very close and collaborative environment that will allow for lots of transparency and the opportunity to make an impact immediately. Responsibilities: Actively manage and reconcile the desk's position to ensure profitability Monitor trading algorithms and offer feedback to developers and researchers on areas that can be improve Create and grow relationships with brokers and other trading counter parties Create new trading strategies to increase desk profitability and capture market share Qualifications: 2-5 years of experience with a proven track record at a trading firm Strong understanding and knowledge of options pricing Prior experience dealing with brokers and OTC products B.S. / M.S. / PhD in CS, stats, Mathematics, Physics from a top 25 university Proven success in a high frequency trading environment

US$200000 - US$300000 per annum
Chicago
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C++ Quantitative Developer

I'm working with the Founder of an Asian based multi-strategy hedge fund that specializes in trading systematic equities & futures trading strategies across APAC and U.S. markets. The group utilizes cutting edge technology, machine learning and statistics in order to generate their signals, and while they mainly trade China, HK and U.S. markets, they are continuing to expand their market access to other exchanges and are scaling globally. Their NY operation is comprised of industry veterans coming from top-tier financial institutions and advanced degrees from Ivy league universities. Given their continued success and strong performance across the last several years, they are adding to their NYC operation and are specifically looking for a C++ Quant Developer who is well versed with building algo execution models and strategies. Responsibilities: Researching, building and implementing execution based trading algorithms in Python & C++ Developing and enhancing execution and data systems C++ Collaborating with the Quant PM and Quant Research team to generate and integrate market microstructure alphas

US$150000 - US$200000 per year + +Bonus
Manhattan
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Quantitative Engineer (m/f)

Role Overview: The Quantitative Research Engineer will enhance the firm's data and research platforms. This role involves working closely with quantitative researchers to develop innovative tools and systems, streamlining research processes and improving data analysis and simulation capabilities. The ideal candidate will possess strong technical skills, problem-solving abilities, and effective teamwork. Key Responsibilities: Collaborate with researchers to understand workflows and provide technical solutions. Develop and maintain software tools and frameworks for research activities. Implement advanced data processing techniques and statistical methods. Build scalable systems for large-scale data analysis and experimentation. Conduct code reviews and mentor junior engineers. Integrate research tools into existing infrastructure. Evaluate and implement third-party tools and data sources. Contribute to research discussions and improve methodologies. Maintain documentation and training materials. Qualifications: 4+ years of experience with quantitative research and alpha strategies, preferably at a hedge fund. Master's or Ph.D. in Computer Science, Engineering, Data Science, or related field. Exceptional Python programming skills. Experience with graph analysis tools like NetworkX and distributed computing tools like Dask or Ray. Proficiency in data processing, analysis, and visualization. Understanding of statistical modeling and machine learning applications. Knowledge of L1, L2, and L3 market tick data. Experience with AWS, Linux, and Docker. Strong problem-solving and communication skills. Experience mentoring junior team members is preferred.

Negotiable
Zurich
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Quant Developer - Equities

Key Responsibilities: Develop, implement, and maintain quantitative models and trading systems. Collaborate with traders and quantitative analysts to understand their needs and provide technical solutions. Optimize and enhance existing codebases for performance and scalability. Conduct thorough testing and validation of models and systems. Stay updated with the latest industry trends and technologies to ensure our systems remain at the forefront of innovation. Requirements: Excellent grasp of C++ programming language. Proficiency in C# and Rust is highly desirable. Strong experience in equities or FX markets. Solid understanding of financial mathematics and quantitative modeling. Ability to work in a fast-paced, high-pressure environment. Strong problem-solving skills and attention to detail. Excellent communication and teamwork abilities. Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related field. Preferred Qualifications: Experience with low-latency trading systems. Knowledge of other programming languages such as Python or Java. Familiarity with machine learning and data analysis techniques. What's on Offer: Competitive salary and performance-based bonuses. Opportunities for career growth and development. A collaborative and inclusive work environment. Access to cutting-edge technology and resources. Comprehensive benefits package.

Negotiable
Paris
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Trade Execution Engineer

Trade Execution Engineer - Revolutionize Trading Key Responsibilities: Execute trades using alpha signals from quantitative research across various asset classes. Take full ownership of your execution strategy development. Manage brokerage connectivity to facilitate smooth trade executions. Design automation processes for efficient record keeping, PnL reporting, and statistical analysis tools beneficial to traders. Required Skills Explained: Python Programming: You should possess strong coding skills specifically in Python-our primary programming language used for developing complex trading systems efficiently Rust Knowledge (Advantageous): Familiarity or proficiency with Rust offers additional leverage due to its performance-oriented capabilities ideal for system-level tasks related executing trades effectively Statistical Analysis Foundation: A solid understanding is necessary so you can engage confidently in correlation analysis, conduct thorough A/B testing procedures, and provide insightful post-trade evaluations Apply today if challenging norms excites you! We're not just building platforms; we're laying down pathways towards establishing global economic ecosystems where creativity meets competition-and wins!

US$175000 - US$350000 per year
New York
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APAC Quantitative Analytics, Research & Trading Salary Guide

Benchmark Quantitative Finance Salaries in Hong Kong ย Welcome to Selby Jennings' APAC Quantitative Analytics, Research & Trading Salary Guide, your resource for excelling in Hong Kong's dynamic finance quant sector. As Asia's finance industry continues to flourish, market leaders and investment funds are flocking to both Mainland China and Hong Kong. This surge in activity has led to an unprecedented demand for top-tier Quantitative Analytics, Research & Trading professionals, driving compensation packages packages up in response. In today's ever-evolving economic landscape, Quantitative Analytics, Research & Trading experts are indispensable for shaping winning strategies. Their value skyrockets, especially in riskier markets, contributing to the aggressive hiring of Quant professionals throughout Asia.To thrive in this fiercely competitive landscape, businesses must optimize their hiring processes, equip their workforce with cutting-edge skills, and remain flexible to attract and retain top talent. Quant professionals should continuously benchmark their salaries against industry standards to ensure they remain on a trajectory of growth.

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