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.

Benefits of working with Selby Jennings team

We are a specialist talent partner. Among the many benefits of working with Selby Jennings’ global g team are:

Experience

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

​Network

A vast, global network of the best, in-demand professionals, working with the world’s largest financial institutions to innovative fintech start-ups and beyond.​

​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.

Quantitative Research & Trading Jobs

Crypto Quant Developer

**Join Our Leading Financial Services Firm as a Crypto Quant Developer in Amsterdam** Are you passionate about the intersection of finance and technology? We are seeking an analytical, innovative, and self-motivated individual to fill our role for a **Crypto Quant Developer.** This is your chance to become part of an ambitious quant team at a prestigious company located in the heart of Amsterdam. In this pivotal role within our dynamic environment, you will: - Design and implement algorithmic trading strategies focused on cryptocurrency markets. - Develop complex quantitative models that directly contribute to critical decision-making processes. - Utilise Python programming expertise for data analysis, model development, back-testing systems integration and more. Relevant Skills & Experience: *Python Programming:* You'll need strong coding skills with experience writing clean and efficient code which is essential for creating robust quantitative models used across various aspects of financial services including crypto assets management. *Algorithmic Trading Knowledge*: An understanding or background in developing algorithms geared towards trade execution allows one not only innovate but also improve current methodologies ensuring competitive edge within market spaces. *Cryptography Expertise*: As cryptocurrencies operate securely through cryptographic protocols it's advantageous have insight into these mechanisms especially when handling digital asset transactions safely efficiently while maintaining integrity system security measures place This opportunity provides exposure some most exciting challenges sector today so if ready make impact apply now!

Negotiable
England
Apply

Senior Execution Trader

I am currently partnering with a Multi - Hedge Fund that is looking to onboard an experienced Execution Trader to sit in their office in New York City. The ideal candidate will have 3+ years experience as an Execution Trader on a trading desk executing trades across different asset classes. This position is directed towards a mid-level professional with tenure in the Quantitative Trading space. Requirements 5+ years of experience on a trading desk at another multi strat hedge fund and 3+ years of experience as an execution trader. Proficiency in Python and VBA. Understanding of Order Management and Execution Management Systems. Knowledge of the Commodities space (previous experience as a commodities trader is preferred.) Previous experience with executing Futures trades. Responsibilities Execute trades and manage order flow using an electronic trading platform. Conduct post trade analysis and market research to find the best trade execution opportunities. Monitor and improve execution algorithms, working collaboratively with developers to improve quality and reduce market impact. Complete miscellaneous trade reports to present to stakeholders.

US$150000 - US$250000 per year + Bonus
New York
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Quantitative Energy Trader

I am partnered with an Energy hedge fund looking for a Quantitative Energy Trader. The ideal candidate will possess a strong background in quantitative finance, excellent analytic skills, and a deep understanding of energy markets. As a Quantitative Energy Trader, you will be responsible for developing and implementing trading strategies to capitalize on market opportunities, managing risk exposure, and maximizing profitability. The firm is looking for someone with a proven track record in these markets: MISO, PJM, CAISO, SPP, or ERCOT. Requirements: 🔶Positive track record trading in: MISO, PJM, CAISO, SPP, or ERCOT 🔶Fundamental knowledge of Energy Systems 🔶Conduct thorough analysis of energy markets, including supply and demand dynamics, price movements, and geopolitical factors influencing the energy sector. 🔶Utilize quantitative models and statistical techniques to develop trading strategies for various energy products, including crude oil, natural gas, electricity, and renewables. 🔶 Design, backtest, and implement algorithmic trading models to execute trading strategies efficiently and systematically. 🔶Work well in team environment

US$150000 - US$200000 per year + +bonus or PnL split
New York
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Experienced Quant Trader

Position: Experienced Quantitative Trader - Delta 1 Location: Rotterdam, Netherlands Our Client is a leading algorithmic trading firm specializing in the dynamic digital asset markets. Their core mission is to foster, empower, and spearhead the advancement of a truly decentralized global economy. They are a cutting-edge firm at the forefront of innovation, seamlessly integrating technology, finance, and data analytics to redefine the landscape of trading strategies and investment opportunities. What You'll Do: Joining our client as a seasoned Quantitative Trader, your expertise will play a crucial role in shaping the future of digital asset trading. As a quantitative trader, you will meticulously gather and dissect extensive datasets, discern patterns, and translate them into lucrative trading strategies. The work will heavily rely on statistical analysis and proficiency in machine learning techniques. Our client fosters a highly collaborative environment, requiring close coordination with fellow quants and software developers. What You'll Need: ● A minimum of 3 years of experience, specializing in delta one market making strategies, high frequency trading, and potentially crypto markets. ● An advanced degree (PhD or MSc) in disciplines such as Econometrics, Mathematics, Statistics, Machine Learning, or related fields. ● Proficiency in forecasting, data mining, and a deep understanding of market microstructure. ● Exceptional programming skills; experience with Rust is a plus. ● Familiarity with low latency trading infrastructure. ● Strong mathematical and statistical acumen. ● A collaborative mindset coupled with an entrepreneurial spirit. ● Excellent verbal and written communication skills in English. If this sounds like an opportunity for you, feel free to apply!

Negotiable
Rotterdam
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Equity Quant Researcher

I am partnered with a growth stage Quant Equity Fund based in NY looking to hire experienced Equity Quant Researchers. The firm spun out of one of the top Equity groups on the street and has scaled up considerably in its first few years of trading. They are looking for experienced QRs who can either contribute to their central book, or have the ability/track record to manage their own sleeve of capital. Global equities are of interest, fully systematic, holding from hours to weeks. Candidates must have 3+ years of alpha research experience. A growth stage fund with excellent Sr. Leadership like this is a great way for many QRs to more direct contribution and compensation based off PnL. If you are interested in a lean collaborative environment like this please apply.

US$300000 - US$600000 per year
New York
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Quant EM Portfolio Manager

One of the top performing sub-groups within a leading multi-strat hedge fund is looking to expand in Emerging Markets. They are looking for an experienced Quant Portfolio Manager to leading the design, development and implementation of systematic strategies in Emerging Markets within this build-out. Specifically they are targeting someone with at least a 2 year track record producing $10mm+ PnL with above a 1.5 Sharpe ratio. This hire will have the bandwidth to hire and built out a team, or remain more independent and will be able to leverage the existing platform as they see fit. Interested candidates are invited to submit their resume, cover letter, and any relevant material.

US$400000 - US$1000000 per year
New York
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Quantitative Developer - Index Rebal

Multi Strat Hedge Fund New York City $400,000 - $650,000 Total compensation A senior portfolio manager with an excellent track record trading equities with a systematic index rebal approach is looking for a quantitative developer to join a team. The team consist of four members including the PM, a senior analyst and two researchers. This team operates like a start-up business unit inside the hedge fund and has a technology first culture. They are made up of industry leading Quant Developers and Researchers who are building complex systems and models to better understand and predict Equities markets. In this role, the quantitative developer will be reporting directly to the PM and will be tasked with designing and developing rapid tools in Python that will be crucial for analysis, research, trading, and risk management purposes. This role also has the option to transition into a quantitative research position, if that was something the candidate is interested in! Requirements 3+ years' experience working directly on trading strategies across any asset class Understanding of index rebal strategies Strong programming skills Python STEM degree from top university (MS or PhD is preferred but not a must)

US$400000 - US$650000 per year
New York
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Quantitative Developer

Title: Quantitative Developer Salary: $250,000 - $300,000 total compensation Summary: The Quantitative Strategies Group at a Tier 1 Multi-Manager Firm is looking to bring on a Quantitative Developer to their flat-structured, collaborative team to work directly alongside the Head of the QSG as well as the Head of the Trade Technology Development. Responsibilities: Build quantitative infrastructure for generating alpha, constructing portfolios, and executing algorithmic trading strategies. Design and develop proprietary trading systems, collaborating closely with Traders and Researchers to create and refine new strategies. Implement and oversee CI/CD pipelines, ensuring smooth and efficient integration and deployment of code. Qualifications: Strong proficiency in Python and Java/C++/C. 2-5 years hand-on experience building quantitative infrastructure and trading systems. Advanced degree in Computer Science, Engineering, Statistics or in other quantitative fields. Proven expertise in implementing and managing CI/CD pipelines, ensuring seamless integration and deployment of code in a fast-paced development environment is non-negotiable.

US$250000 - US$300000 per year
United States of America
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C++ Quantitative Developer

Selby Jennings is working with a leading Proprietary Trading firm. They empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Their culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. They believe in winning together and unlocking unique individual talent through collaboration and mutual respect. At this firm, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems. Core Development is a global team of technologists who architect, build and maintain their world-class trading platform. From optimizing their core trading engine to building custom hardware, they leverage software & hardware engineering, data science and research, to deliver the infrastructure and tools that drive our trading and business needs. What You'll Do: We are looking to add a talented Software Engineer/Quant Developer to their Core Development team, which is responsible for designing, developing and maintaining their Algorithmic Trading Platform. They will be focused on C++ functionality, and will be responsible for creating and optimizing scalable, multi-tiered applications and infrastructure. We are looking for someone who will be able to solve difficult technical problems in a fast-paced and energetic environment. This may include other duties as assigned or needed. Skills You'll Need: At least 4+ years of computer programming skills using C++ in a Linux environment Strong understanding of computer systems e.g. operating systems, networks, performance optimization, etc Experience in Object-Oriented design and multi threaded programming Experience in creating/supporting cross-platform multi threaded applications Strong analytical and problem solving skills Ideally some experience in developing low latency systems Bachelor's degree in Computer Science, Computer Engineering or related field Reliable and predictable availability

US$200000 - US$500000 per year
New York
Apply

Senior Regulatory Specialist

Role: Regulatory Reporting Specialist Location: Amsterdam Package: Competitive base Reporting To: Finance Director/CFO Working model: On-site The office is at the forefront of everyday European trading events and has the feel of a small start-up with the benefits of being part of one of the leading quantitative trading firms in the world. As a Regulatory Reporting Specialist within a global finance organization, you will play a crucial role in ensuring our adherence to all relevant European regulatory requirements and standards. The role involves timely and accurate submission of our European regulatory reports and annual audited financial statements and working within Finance department to enhance our regulatory framework. In this role, you will also collaborate closely with other members of accounting, treasury, tax, compliance, risk, clearing, and other back-office support functions and provide insights to support our decision-making process. This role is based out of our Amsterdam office with an expectation to work in the office. What you'll do: Regulatory reporting * Prepare and submit accurate and timely regulatory reports including COREP, FINREP, MSR, MESREP. * Produce various annual filings such as ICAAP document, Recovery and resolution plan, and Pillar 3. * Prepare policy/procedure documentation in relation to Regulatory reporting including interpretations of new regulations. * Assist in any ad-hoc requests from regulators. * Ensure timely, accurate completion of related special project/analysis work and other ad hoc tasks as requested of direct manager, controller, and/or CFO. * Review and distribute of daily capital and liquidity metrics to key stakeholders (i.e. Proforma Report). * Participate in cross-functional projects to enhance regulatory compliance and financial reporting processes. * Work in partnership with the business with respect to new products/business onboarding. * Provide regulatory guidance and support to other departments. * Develop robust improvements and controls within the regulatory reporting environment. Statutory Accounting * Assist with the preparation of Annual Statutory Accounts for our European trading entity, including compliance with each applicable local GAAP standards. * Support month end and year end close processes. * Other duties as assigned or needed. Skills you'll need: * 5+ years of work experience in the preparation of regulatory returns. * Knowledge of CRD IV and Investment Firm Regime. * Experience of production of COREP/FINREP reports. * Bachelor's degree in accounting or a related field is required (CPA or international equivalent, preferred). * Ability to multitask and prioritize multiple projects in a fast-paced environment. * Flexible, conscientious, and easily adaptable to constant change. * Professional demeanor and ability to use discretion when working with confidential material. Are you a highly organized, strong communicator, with a passion for our industry? Do you have a naturally analytical mind and intellectual curiosity that pushes you to reach your fullest potential? We require an individual with strong technical skills and a desire to join a fast paced, collaborative team environment.

Negotiable
Amsterdam
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Index Rebalance Quant Researcher

A tenured Index Rebal Portfolio Manager is actively looking to fill additional head count within their team. The group is located in NYC and looking for an strong quant from either an Index Rebal background on the buy side or Program Trading experience on a sell side desk. This is a great opportunity to work collaboratively with like minded individuals, at a premier hedge fund, on generating profitable systematic trading strategies in the space. Requirements 3+ years experience in index rebal strategy development or program trading Strong understanding of equities and futures markets Strong programming skills (Python, C++, etc.) STEM degree from top university (MS or PhD is preferred)

US$250000 - US$750000 per year
New York
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Director ML Quantitative Strategist

I am working with an established fintech firm that is looking to hire a Director to their team in NY. They are looking for an individual with at least a decade worth of experience in finance or technology that is interested in applying their industry knowledge in various ways. Specifically, this person would need a deep understanding of fixed income markets, experience working with or alongside a trading desk, and a background in machine learning. You would have the opportunity to wear multiple hats in this role while helping to develop proprietary algorithms and ML models for the business. If you are interested in joining an academic group of individuals with diverse backgrounds and skillets within an organization that fosters entrepreneurial and collaborative environment, please apply to the below role or reach out to discuss more information. Responsibilities: Develop proprietary FI models and analytics from scratch utilizing machine learning. Develop tools to advance trading functionality in researching and wrangling large data sets. Collaborate with other groups in the organization and provide data-driven insights. Requirements: Undergraduate or Graduate degree in a Quantitative discipline 10+ years of experience in quantitative finance or technology developing models and analytics Applied experience working in fixed income market Python proficiency

US$300000 - US$550000 per year
New York
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APAC Quantitative Analytics, Research & Trading Salary Guide Image
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APAC Quantitative Analytics, Research & Trading Salary Guide

Benchmark Quantitative Finance Salaries in Hong Kong  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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