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Quantitative Researcher – Tier-1 HFT

at Durlston Partners

Back to all Python jobs
Durlston Partners logo
Recruitment Agencies

Quantitative Researcher – Tier-1 HFT

at Durlston Partners

Mid LevelNo visa sponsorshipPython

Posted a day ago

No clicks

Compensation
Not specified

Currency: Not specified

City
Singapore, Hong Kong, Sydney
Country
Singapore, Hong Kong, Australia, China

This role involves researching and developing high-frequency trading strategies by analyzing large market datasets and collaborating with engineers to deploy automated models. It requires strong quantitative skills and experience in Python or C++ programming. The position offers a chance to work in leading APAC financial hubs with market-leading compensation.

Quantitative Researcher – Tier-1 HFT – APAC – Market Leading Compensation

Durlston Partners is working with a Tier-1 High-Frequency Trading (HFT) firm that is looking for a Quantitative Researcher to join their growing team in APAC.

You’ll work alongside top-tier traders and developers to design and deploy automated trading strategies. This is a research-intensive role where you’ll analyse massive datasets, identify market signals, and solve complex mathematical problems to drive profitability in Asian markets.

What You’ll Do

  • Research and develop high-frequency trading strategies using statistical methods.
  • Analyse large-scale market data to identify new alpha signals and patterns.
  • Backtest and optimise models to ensure robustness and performance.
  • Collaborate with engineers to implement strategies into the production trading environment.

What They’re Looking For

  • Strong academic background in Maths, Physics, Statistics, or CompSci (PhD or Masters preferred).
  • Experience in quantitative research or alpha generation (Buy-Side).
  • Strong programming skills in Python or C++.
  • Deep understanding of probability, stochastic calculus, or time-series analysis.

What They Offer

  • Market-leading compensation with uncapped bonus potential.
  • Opportunity to work in a leading financial hub (Singapore / Hong Kong / Sydney / China).
  • State-of-the-art infrastructure and proprietary data access.
  • Direct impact: your research directly drives the firm’s trading revenue.

If you are interested, please apply! Alternatively, feel free to reach out to david@durlstonpartners.com for a confidential discussion.

Quantitative Researcher – Tier-1 HFT

at Durlston Partners

Back to all Python jobs
Durlston Partners logo
Recruitment Agencies

Quantitative Researcher – Tier-1 HFT

at Durlston Partners

Mid LevelNo visa sponsorshipPython

Posted a day ago

No clicks

Compensation
Not specified

Currency: Not specified

City
Singapore, Hong Kong, Sydney
Country
Singapore, Hong Kong, Australia, China

This role involves researching and developing high-frequency trading strategies by analyzing large market datasets and collaborating with engineers to deploy automated models. It requires strong quantitative skills and experience in Python or C++ programming. The position offers a chance to work in leading APAC financial hubs with market-leading compensation.

Quantitative Researcher – Tier-1 HFT – APAC – Market Leading Compensation

Durlston Partners is working with a Tier-1 High-Frequency Trading (HFT) firm that is looking for a Quantitative Researcher to join their growing team in APAC.

You’ll work alongside top-tier traders and developers to design and deploy automated trading strategies. This is a research-intensive role where you’ll analyse massive datasets, identify market signals, and solve complex mathematical problems to drive profitability in Asian markets.

What You’ll Do

  • Research and develop high-frequency trading strategies using statistical methods.
  • Analyse large-scale market data to identify new alpha signals and patterns.
  • Backtest and optimise models to ensure robustness and performance.
  • Collaborate with engineers to implement strategies into the production trading environment.

What They’re Looking For

  • Strong academic background in Maths, Physics, Statistics, or CompSci (PhD or Masters preferred).
  • Experience in quantitative research or alpha generation (Buy-Side).
  • Strong programming skills in Python or C++.
  • Deep understanding of probability, stochastic calculus, or time-series analysis.

What They Offer

  • Market-leading compensation with uncapped bonus potential.
  • Opportunity to work in a leading financial hub (Singapore / Hong Kong / Sydney / China).
  • State-of-the-art infrastructure and proprietary data access.
  • Direct impact: your research directly drives the firm’s trading revenue.

If you are interested, please apply! Alternatively, feel free to reach out to david@durlstonpartners.com for a confidential discussion.

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