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€‹

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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

Cross-Asset Portfolio Construction Quant, Director

A global asset manager is looking to hire a Senior Cross-Asset Quantitative Developer to build out a portfolio construction platform from scratch. In this role, you will partner with technology and trading teams across the business, as well as work closely with senior leaders to solve business critical issues. This is an opportunity to contribute to the end-to-end designing, building, and implementation of a state-of-the-art systematic portfolio construction platform. In addition, you would have the chance to build and manage a small team of developers to assist you in your efforts. You will have the opportunity to work closely with clients and engage with leading industry professionals, as well as influence important decisions within the business. This is a hands-on, technical role and a chance to make a lasting contribution to an exciting and rapidly growing firm. Requirements: 10+ years of industry experience in quantitative/technical seat Recent hands-on experience building portfolio construction systems Proficiency in Python and Java Experience working in a cross-asset capacity (Equities, FX, Global Macro, Currencies, Derivatives) Demonstrated experience with systems architecture, design patterns, and data modeling Responsibilities: Designing systematic applications and technologies Partnering with senior leaders, technology and front-office teams Mentoring junior developers and leading analytics build-out Building relationships with stakeholders, clients and partners

Negotiable
United States of America
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Systematic Credit Quant Researcher

Systematic Credit Quant Researcher- Global Bank, London Introduction Our client, a leading financial banking institution in London is seeking to recruit a highly skilled and experienced individual for the position of Systematic Credit Quant Researcher. As part of this role, you will take the lead in on building their systematic credit platform from what is now in early-stage and migrating their existing activity from a vendor platform to this greenfield internal platform. Key Responsibilities: Develop, test, and document mathematical models and analytical tools within the systematic credit space. Design technical solutions as required by the credit desk. Coding analytics used by the trading algorithms Develop model calibration routines and market data analytics. Collaborate closely with other team members to ensure the smooth functioning of the Credit Desk. Certifications, Qualifications, and Experience: 3-8 years of experience as a Quantitative Analyst developing models in quantitative finance. A degree in mathematical finance, science, or mathematics from a prestigious university. Knowledge of standard pricing models used in the investment banking industry (e.g., Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework). Proficiency in C++ (preferably using Visual Studio) with knowledge of modern C++ (at least C++11). Understanding of Credit Products and Models. Experience with version control systems (e.g., Git) and distributed software development processes. Proven capability to thrive in a high-paced environment, managing multiple tasks simultaneously. Embraces an open-minded, collaborative approach with a strong team spirit. If you think you'd be a good fit for the role and would like to apply please submit your CV

Negotiable
London
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Volatility Quantitative Researcher | New York

Volatility Quantitative Researcher | New York A high performing NY based hedge fund is looking to add an experience Systematic Volatility Quantitative Researcher to the team. You will have the opportunity to work directly with senior QRs/PMs within the business while owning your own end-to-end research and strategy pipeline within the systematic volatility space. Qualifications: - Advanced degree in Physics, Mathematics, Statistics, Computer Science or other STEM fields - 2+ years of end-to-end volatility alpha research experience - Non-equity and long volatility experience are both preferred Responsibilities include: - Collaborate with senior QRs on the end-to-end research and development of systematic volatility strategies - Application of mathematical and statistical modeling for daily research - Preference for research strategies covering FX and/or rates volatility If you meet the requirements and are interested in the position, please submit your resume today!

US$250000 - US$450000 per year
New York
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Quantitative Researcher - Index Rebalance

I am currently working with a $30BN AUM Hedge Fund in New York that is looking to expand one of their PM pod teams focusing within the Index Rebalance space. They are looking for an exceptionally strong Quantitative Researcher to assist the PM in developing, implementing, and optimizing key models, trading strategies, and algorithms utilizing advanced statistical techniques. This is a fantastic opportunity to sit within an extremely collaborative, fast-paced environment where you will be able to directly work alongside one of the most successful Index Rebal PMs in the industry! Responsibilities: Conduct research and analysis to develop quantitative models and algorithms for Equity Index Rebalance strategies. Collaborate with the PM and other team members to identify and implement innovative investment strategies. Design, backtest, and optimize trading algorithms using historical data and advanced statistical techniques. Develop tools and infrastructure to support quantitative research and trading activities. Monitor and analyze market data and trends to identify new opportunities and refine existing strategies. Stay current with developments in financial markets, quantitative research, and technology, and incorporate new ideas and technology into the investment process. Qualifications: 2+ years of experience working on conducting research, development, and optimization of Index Rebalance strategies. Advanced degree (Ph.D. or Master's) in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, Engineering, or Finance. Strong quantitative and analytical skills, with a deep understanding of statistical methods and financial modeling. Proficiency in Python programming with experience in data analysis and machine learning libraries. Knowledge of financial markets, equity index products, and quantitative trading strategies. Experience working with large datasets and time-series analysis. Excellent communication and collaboration skills, with the ability to work effectively in a fast-paced, team-oriented environment.

US$300000 - US$400000 per year
New York
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Futures Machine-Learning Quant Researcher

Futures Machine-Learning Quant Researcher | New York A high performing New York hedge fund is looking to add a Quant Researcher focused on Macro Futures and with applied Machine Learning experience. This is a collaborative team where you will have the opportunity to work with other industry veterans to further develop and improve your independent signals and strategies. This role requires someone with at least 2 year's experience in futures alpha research or trading and strong knowledge of machine/deep learning techniques. Qualifications: Advanced degree in Physics, Mathematics, Statistics, Computer Science or other STEM fields 2+ years of futures alpha research experience Knowledge of machine learning and deep learning techniques and their application to alpha research Responsibilities Include: Quantitative analysis using mathematical and machine learning models Application of machine learning techniques to develop state-of-the-art algorithms Designing and implementing systematic trading strategies across multiple asset classes Collaboration with other members of the team on data analysis, signal generation and portfolio construction If you meet the requirements and are interested in the position, please submit your resume today!

US$250000 - US$500000 per year
New York
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Portfolio Manager

Overview: I am working with one of the largest cryptocurrency funds in the world seeking a skilled Quantitative Portfolio Manager with expertise in market making within the cryptocurrency space. As a Portfolio Manager focused on cryptocurrency market making, you will be responsible for designing and executing trading strategies across digital assets. This role demands a deep understanding of cryptocurrency markets and exceptional quantitative skills. Responsibilities: Develop Trading Strategy: Develop and refine algorithmic trading strategies tailored to cryptocurrencies markets. Execution Management: Execute trading strategies across multiple cryptocurrency exchanges, ensuring timely and efficient execution. Quantitative Research: Actively research new trading opportunities with in cryptocurrency markets. Requirements: At least 3 years of experience trading in cryptocurrency markets. Built out strategies or the ability to build strategies across crytpo markets. At least a Masters preferred, but not required.

US$150000 - US$250000 per year + +bonus or PnL split (on target $400k+)
New York
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Futures Execution Researcher (QR)

Position Overview: A top Hedge Fund is seeking a highly skilled Futures Execution Researcher to join our team in New York. As a Futures Execution Specialist, you will play a crucial role in enhancing futures execution for our intraday global futures strategy. The ideal candidate will possess a strong background in futures execution microstructure with a minimum of five years of experience, preferably from a sell-side algorithmic trading desk or an HFT trading firm. This position is ideal for a mid-level professional who is passionate about hands-on work and is not seeking a managerial role. Key Responsibilities: Conduct research and analysis to optimize futures execution for our global strategy. Design and implement algorithms for improved futures execution efficiency. Collaborate with the trading team to assess market trends and develop innovative execution strategies. Utilize technical skills in quantitative research, particularly with KDB and Python, to drive execution improvements. Stay updated with industry trends and best practices in futures execution microstructure. Qualifications: Bachelor's or Master's degree in a quantitative discipline such as Computer Science, Mathematics, Physics, or Engineering. Minimum of five years of experience in futures execution microstructure research. Proficiency in programming languages such as Python and experience with KDB. Strong understanding of market microstructure, algorithmic trading, and execution strategies. Previous experience designing and coding algorithms at a bank, HFT firm, or buy-side institution is highly desirable. Excellent analytical skills with a keen attention to detail. Ability to work independently and collaboratively in a fast-paced environment. Additional Information: This role is based in our New York office. The team operates primarily in-office and values regular in-person collaboration. Candidates from single-stock equities execution backgrounds are also encouraged to apply. We are open to candidates with experience in listed products on exchanges. This position does not cover FX or cash bonds; instead, it focuses on listed single-name equities.

US$250000 - US$450000 per year + Performance Based Bonus
New York
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Quantitative Developer - Central Research Technology

About the Role: A renowned Hedge Fund is seeking a talented Quantitative Developer to join their Central Research Technology team. This team is at the forefront of building innovative solutions for research and live trading of quantitative strategies across various frequencies and products. This role presents a unique opportunity for career growth while contributing to the development of cutting-edge research and quant trading systems. Responsibilities: Create efficient and reusable C++ libraries focusing on macro instrument analytics (FX, Rates, Credit) for research, back-testing, and live trading purposes. Integrate analytics libraries seamlessly into the broader Python research infrastructure, enabling trading teams across the firm to leverage them in their research and trading workflows. Collaborate with Data Services to procure market data essential for real-time and historical analytics. Ensure accuracy by reconciling calculations with benchmark sources. Requirements: 1-5 years of professional experience in software engineering within a collaborative setting. Bachelor's degree or higher in computer science or a related quantitative discipline. Strong grasp of object-oriented programming, design patterns, and data structures. Experience with the software delivery lifecycle and producing high-quality code for production environments. Familiarity with instrument pricing and risk software patterns. Proficiency in C++ and familiarity with Python. Exposure to Rates and/or Credit products such as bonds and swaps. Solid quantitative and statistical skills. A team player with a strong sense of ownership and attention to detail. Quick learner who thrives in a fast-paced environment. Commitment to upholding the highest ethical standards.

US$250000 - US$450000 per year + Performance Based Bonus
New York
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Quantitative Researcher (Derivatives)

Currently we are partnered with the front office quant team of a growing Asset Management firm based just outside of Manhattan. The team is led by the two founding partners who have a combined of 25+ years of professional systematic finance experience. As a Quantitative Researcher, you will play an integral role supporting our senior management team. The researcher will participate in strategy development and design by researching and testing implementable investment strategies. Required Skills Bachelor's degree, preferably in computer science, mathematics, or other quantitative area 4 years of experience or an advanced degree in a quantitative area, preferred Strong programming experience in languages such as VBA, C++, C#, or Python Working knowledge of derivative securities Extensive experience with Excel and PowerPoint Excellent quantitative and analytical skills Strong communication and interpersonal skills Futures and options trading experience a plus

US$40000 - US$200000 per year + discretionary bonus
New York
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C++/ Java Software Engineer

Requirements: Bachelor's or Master's degree in Computer Science, Software Engineering, or a related field from a Top-25 CS program Proven experience as a Front-Office developer working on electronic trading platforms with specific exposure to SOR, DMA, Dark Pool Liquidity, and algorithmic execution. Proficiency in a wide range of web development technologies and languages, including JavaScript, React, Node.js, and Python in addition to professional experience in C++ OR JAVA Experience working at a reputable HFT/Proprietary Trading firm Responsibilities: Platform Development: Collaborate with the development team to conceive, develop, and enhance our specialized AI-driven research platform. Front-End Development: Construct and maintain user-friendly, responsive web interfaces, dashboards, and data visualization tools for quantitative analysts and traders. Back-End Development: Build robust, scalable, and high-performance server-side components supporting the trading platform's execution, data processing, and analytics. AI Integration: Contribute to the integration of AI and machine learning algorithms into the platform, providing data-driven insights and predictive analytics. Data Management: Implement solutions for efficient data storage, retrieval, and management to handle substantial volumes of financial data. Collaboration: Work closely with quantitative analysts, traders, and data engineers to understand their requirements and translate them into technical solutions.

US$200000 - US$650000 per annum + + bonus
New York
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Independent Remote Portfolio Manager

After successfully navigating a challenging 2023 a long-standing Quant Trading firm we are partnered with has received a large capital allocation to onboard, support, and scale up multiple new Portfolio Managers. The sweet spot for them is Sharpe > 3 and are highly interested in cross-asset futures, FX, and vol based strategies - though it is worth noting they are looking into other areas as well. Key Points of their setup: - Full IP Protection - Remote flexibility - Transparent cost structure - Highly competitive salary + PnL split - Open to team moves - Live track record required If you or your trading team would be interested in a conversation to learn more about this trading setup or similar please apply.

US$150000 - US$250000 per year + + PnL Split
New York
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C++ Team Lead

Responsibilities: Participate in the development and improvement of the back-end distributed system, enabling continuous company-wide risk and Profit&Loss calculations. Collaborate closely with Quants and Quant Developers worldwide to develop pricing and risk analytics for our proprietary pricing library. Contribute to the development of proprietary pre-trade analysis and market analysis tools for Portfolio Managers. Essential Requirements: Significant experience in C++ development (Expert understanding of the C++11/ C++14/C++17 standards is essential). Prior experience in leading / managing a team. Experience in developing and maintaining a back-end distributed system. Experience with a source control system (Git preferred). BSc in computer science or another quantitative field (M.A. degree is a bonus). Excellent communication skills. Ability to work independently in a dynamic environment. Detail-oriented, organized, demonstrating thoroughness and strong ownership of work. Additional Valuable Skills (Nice to Have): Experience with CI/CD. Familiarity with Linux platforms. Experience with Fixed income analytics pricing & risk analytics. Experience with Docker/Kubernetes. Experience with financial mathematics and statistics. Experience in the financial sector.

Swiss Franc300000 - Swiss Franc500000 per annum
Geneva
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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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