A global quantitative trading firm is hiring experienced quantitative researchers into its Sydney or Hong Kong office.
About the Role
Research sits at the centre of how this firm trades. You will use mathematics, statistics and programming against problems that come directly out of live markets: how products behave, how venues interact, and where existing strategies can be sharpened. The work is not advisory. Research here is judged by the trading strategies it identifies, improves and puts into production.
Requirements
- A PhD or equivalent in mathematics, physics, statistics, electrical engineering, computer science, operations research, economics or a comparable quantitative discipline
- A solid theoretical grounding in probability and statistics, since much of the role is modelling financial problems from first principles
- Demonstrated experience drawing reliable conclusions from large datasets
- A record of building statistical forecasting models applied to real-time problems and live markets
- Strong practical programming ability in object-oriented languages; clean, efficient Python is preferred
- The instinct to question established methods and propose better ones
- Prior financial industry experience is not required, but genuine interest in problems where the outcome is immediate and measurable is essential
- Curiosity, persistence and a desire to keep learning
What the Firm Offers
- A flat structure and technically strong colleagues who care about the work
- Substantial data and computing resources behind your mandate
- Structured training and mentoring from senior practitioners, with regular collaboration across trading, research and development
- Direct and visible influence on live trading