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

Quantitative Researcher - Systematic Fixed Income

I am currently working with a $5BN AUM Hedge Fund in New York that is actively looking for Senior Quantitative Researchers within the Systematic Fixed Income and broader Macro space as they just recently hired a new PM from a competitor who is looking to build out a new team focusing on systematic Global Macro. They are looking for exceptionally strong Systematic Fixed Income and Macro Researchers that will play a pivotal role in assisting in the building out a new from scratch, and to assist the PM in developing the foundational strategies, alpha models, and tools for the team through collaboration on alpha and signal generation across the entirety of the research process. This role offers an exciting opportunity for those who to join a growing and extremely competitive buyside firm under a PM with a successful track record on a small team where you will be able to clearly see the impact of your contributions and have more ownership over your work! Key Responsibilities: Collaborate with the PM to generate forecasting ideas, conduct statistical analysis, and generate alpha signals for the implementation systematic strategies across Interest Rates, Mortgages, Credit, Volatility, etc. Apply statistical methods to develop foundational models and analytical tools, as well as conduct work on portfolio optimization and backtesting strategies Qualifications: Advanced degree (Masters or Ph.D.) in a quantitative field (e.g., mathematics, finance, economics, physics, computer science) 3+ years of experience developing and implementing systematic trading models or generating alpha for systematic Fixed Income or Macro strategies Strong knowledge of statistics and programming skills in Python and experience within Matlab and VBA area a plus

US$300000 - US$600000 per year
New York
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Senior Equity Stat Arb Quant Researcher

A newly onboarded Systematic Equity PM at a $30bbn Hedge Fund is in the midst of building out a team focused on global equity stat arb strategies. The PM comes from an incredibly impressive background and is in discussions with a number of mid to senior level QRs and Sub-PMs who can work on end-to-end strategy development within the team. They are ideally seeking QRs with specializations in specific geographic regions with intraday/mid-frequency holding periods. People brought into the group will be given Senior QR or Sub-PM titles depending on previous work and overall autonomy in managing their investment research process. This is the first time this hedge fund is expanding into single name equities and this role gives a unique opportunity to become a founding member within this area of the business. You will have access to top-tier research/trading infrastructure to improve performance of your strategies, dozens of datasets for alpha signal generation and the opportunity to receive a PnL split for the strategies you product. The ideal candidate will have: 4+ years experience working on equity stat arb strategies (buyside strongly preferred) Expertise in specific geographic market (EU, APAC, US preferred) Experience in portfolio construction/optimization and risk management preferred Strong Python skillset Ability to work on end-to-end strategies in an autonomous fashion

US$200001 - US$800000 per year
New York
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Quantitative Developer - Core Team

We are seeking a highly skilled and motivated Quantitative Researcher & Developer to join our dynamic team. You will play a crucial role in developing and maintaining high-performance trading systems, with a focus on low-latency strategies. The ideal candidate will have a strong background in quantitative finance, extensive experience as a researcher & developer in financial institutions, and proficiency in C++ programming. Responsibilities: Algorithmic Trading Development: Design, implement, and optimize algorithmic trading strategies with a specific emphasis on low-latency execution. Collaborate with quantitative researchers and traders to understand and implement trading strategies effectively. Software Development: Develop and maintain high-performance trading systems using C++. Optimize code for low-latency and high-throughput requirements. Ensure code quality, reliability, and maintainability. System Architecture: Contribute to the design and architecture of low-latency systems to support high-frequency trading. Work closely with infrastructure teams to enhance the overall performance and reliability of the trading platform. Quantitative Analysis: Utilize quantitative skills to analyze market data, assess model performance, and enhance trading strategies. Implement risk management tools and protocols to ensure robustness in various market conditions. Collaboration and Communication: Work collaboratively with cross-functional teams, including quantitative researchers, traders, and IT professionals. Communicate effectively to convey complex technical concepts to non-technical stakeholders. Research and Development: Stay abreast of industry trends, technological advancements, and quantitative finance research. Contribute to the research and development of new trading strategies and technologies. Qualifications: Master's in a quantitative field such as Computer Science, Mathematics, Physics, or Finance. Proven experience as a Quantitative Developer in a financial institution or hedge fund. Expertise in C++ programming language, particularly in low-latency and high-throughput systems. Strong understanding of algorithmic trading strategies and financial markets. Familiarity with trading infrastructure, exchange connectivity, and market data feeds. Excellent problem-solving skills and attention to detail. Ability to work in a fast-paced, dynamic environment.

US$150000 - US$250000 per year + Bonus
New York
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Data Software Engineer

A leading Quantitative Trading firm is looking to hire exceptional Data Software Engineers. The firm develops systematic investment strategies, enabled by a leading-edge research and development platform. Currently, they have approximately 70 employees and manage assets of approximately $500 million. They have offices in New York, Chicago, and London. The current founder was the Partner and Senior Managing Director at a top Market Maker for 13+ years. They want to build a world class, quantitative trading company from ground up, hence they have no true legacy code, so everything is being built out from scratch. In this role, you will work alongside top talent to develop cutting-edge data platform and application working closely with the Quant Researchers and Traders. You will contribute to building sophisticated systems that enable data-driven investment strategies. As they plan to expand into new markets and open offices globally, you will have the opportunity to shape the future of quantitative trading. Qualifications: To excel in this role, we are looking for candidates with the following qualifications: 5+ years of strong background in a Data Engineering with expertise in Python Experience in building data-driven systems, platform, application, ETL pipeline. Experience working closely with Machine Larning Researche or Data Scientist (if previous exprience is from non-finance/tech). Understanding of Reserach Workflows such as NLP or MLOPs

US$200000 - US$250000 per year + $300,000 - 500,000 total compensation
New York
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Software Engineer (C++)

Selby Jennings are partnering with a leading High-Frequency Trading Firm (equities, futures) with offices in NYC and they are looking to bring on a C++ developer to one of their trading teams. Responsibilities Full software life cycle development Trading strategy execution, risk management, trade reporting, market data feed processing Collaboration with traders, researchers, & developers Support of mission critical production systems Qualifications 4-5+ years of experience with C++ and low latency Bachelor's Degree or Masters Degree in Computer Science - strong computer science fundamentals, knowledge of algorithms, data structures, distributed systems, etc. Experience working in high frequency trading and/or a financial firm - or a specific interest getting into this industry.

US$250000 - US$500000 per year + Bonus
New York
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SR. Quantitative Researcher - Equity Stat Arb

Introduction: We have partnered with a prestigious global hedge fund that is expanding their systematic trading business. A veteran and titan in the industry is looking to bring on an experienced Quantitative Researcher with a background in researching and trading systematic equity stat arb strategies. This going to be the funds largest stat arb equity build out and an excellent opportunity to get in at the ground floor of a brand new team. If you're interested in working alongside some of the most talented individuals in industry, apply now! Qualifications: - At least 3+ years of experience in developing and implementing systematic trading models (i.e., equity stat arb) - PhD or MS in a quantitative discipline from a top tier university (Mathematics/Statistics/Physics/CS/etc.) - Must be coming from a reputable trading desk or pod at a buy-side fund, prop trading firm, or investment bank - Highly proficient in python

US$150000 - US$250000 per year + Bonus / PnL Split
New York
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Futures MFT Trader

Role: Futures Mid-Frequency Trader Location: Amsterdam Salary: Competitive and candidate dependent A global, multi-billion euro, prop trading firm is seeking an experienced quantitative trader to join their expanding mid-frequency futures trading desk in Amsterdam. If you are looking for an intellectually challenging and highly rewarding role in the heart of European finance then please do not hesitate to apply. The Candidate: Fluent in English. MSc or PhD in a quant-related field e.g. mathematics, physics, statistics/econometrics, computer science. Experience working at a top proprietary trading firm, quantitative hedge fund, or bank. 3+ years' experience in the futures space with a proven track record of achieving a Sharpe Ratio above 2.5 and alpha/signal generation. Experience using R, Python, and C++ (on Linux). The ideal candidate has experience creating and managing their own strategies while being able to contribute in a team environment. The Role: Implementing non-latency sensitive strategies from a few seconds/minutes up to 2 weeks holding periods. Large preference for intraday strategies, ideally around 30 mins. Possibility to operate either as an independent 'sub-PM'-type role or as part of a highly collaborative team wherein the hire will contribute ideas for new strategies as well as optimize the team's existing strategies.

Negotiable
Amsterdam
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Mortgage Quantitative Research Analyst

Title: Mortgage Quantitative Research Analyst Salary: $300,000 A top global multi-billion dollar fixed income multi-strategy firm is looking to bring on a Mortgage Quantitative Research Analyst to join their growing Data Science Team. This research focused team is specifically tasked to work with traders and PM's across MBS, RMBS, & CMBS. An incredible opportunity to work with an established and tenured Managing Director that heads up a collaborative and close knit team. Although they are looking to bring on someone as soon as possible there is flexibility on waiting for bonuses that are paid out in Q1. Responsibilities: Developing mortgage agency & non-agency models and analytics. Conducting thorough research using large datasets related to mortgage metrics. Developing and supporting relative value reports and risk management decisions. Requirements: Advanced degree in a quantitative field. 2 + years of professional programming experience (C++, Python). Proficiency in SQL. 2+ years of experience supporting a structured products trading desk. Strong data science & machine learning skills are a plus. Good communication skills.

Up to US$300000 per year
New York
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Quant Lead

Summary: I am working with a UK based start-up that is looking to expand their presence in NY. Over the last 10+ years, this firm has provided top of the line risk analysis and reporting for a multitude of hedge funds. Given their success, the CEO has identified the need to bring on a Derivative Quant Lead to head up the North American business. In this role, you will build out derivative infrastructure, work directly with clients, and lead the direction of US expansion of the platform. Most importantly, my client is looking for someone who can wear multiple hats and take on responsibility and leadership within a rapidly growing business. This is a unique opportunity to gain exposure to a diverse array of clients, work directly with senior leadership, and step into a position with massive career mobility. Requirements: 2+ years of quantitative experience supporting a derivative trading desk PhD or Master's in a quantitative discipline Proficient in Python and C++ Entrepreneurial minded, highly motivated, strong communication skills Responsibilities: Lead development efforts on building out a US based presence for the business Work to further develop a derivatives platform from scratch Work collaboratively with the global team Lead the expansion of the US based Quant team

US$150000 - US$175000 per year
New York
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Equity Quantitative Researcher, Multi-Bn AUM Hedgefund

I am working with a pod at a multi-Bn AUM multimanager platform on a equity quant research position. The PM has a very strong track record over the past decade, and has built an established team over the past 3 years at this fund. The tech and infra available are best in class, and they are looking for someone to take a lead role in alpha generation for equity stat-arb. Comp is competitive and will accurately reflect the impact your alpha has on PnL. There is also a clear path towards a sub-PM seat. They are looking in London, Paris and Zurich. Preferred Location: The position is open to candidates in any location in Europe. The ideal candidate should possess excellent communication skills and be comfortable working collaboratively with team members remotely. Principal Responsibilities: Collaborate with the Portfolio Manager in developing systematic trading strategies, focusing on idea generation, data gathering, research/analysis, and model implementation and backtesting for systematic global equities strategies. Conduct research across diverse quantitative trading strategies, including fundamental, events, flow, and statistical arbitrage. Explore research opportunities across multiple regions, maintaining a global perspective. Required Skills: 1+ Years Experience in Equity Alpha Research Proven Strategies with Sharpe (1.5+) and holding periods <2 weeks. MSc / PhD in Quantitative Subject (Mathematics, Statistics, CompSci etc...) Strong programming skills in Python

£250000 - £650000 per annum
England
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Mid-Level Machine Learning Researcher

A close-knit and very successful Quant Fund in the NYC area is looking for a Machine Learning Researcher (5-10 years experience) to join their Quant Research team. They are ideally seeking someone with deep expertise in developing and deploying bespoke ML models that can be used in optimizing the firms' strategies. In addition to helping build the ML framework the firm will use moving forward for strategy development, the researcher will have the pathway to build a small team underneath them to tackle new and even more ambitious projects as the firm continues to grow. This is a unique opportunity for someone who is looking to take on a Greenfield initiative while also enjoying the stability of a fund that is consistently overperforming. The pre-existing team is comprised of academics from top-tier universities and industry professionals from highly competitive firms. The ML Researcher will add value by serving as the go to expert in this domain while also learning new concepts and skills as you tackle problems in quant finance. Please reach out if you have: Masters or PhD in STEM field (top 10 universities) 5+ years experience working in an AI/ML start up, FAANG firm and/or quant fund Strong Python skillset Ability to work well in an autonomous fashion Desire to collaborate and work in a team environment Strong at problem solving

US$600000 - US$1500000 per year
New York
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Senior Quantitative Researcher/Sub-PM - Stat Arb Equity

I am currently working with a $20BN AUM Hedge Fund in New York that is actively looking for Senior Quantitative Researchers and Sub-PMs in the Global Equities and Futures spaces as they just recently hired a new Managing Director and SPM to fully build out a new Equity Stat Arb business at the firm! They are looking for exceptionally strong Stat Arb, Futures, and Index Rebalance Quantitative Researchers that will play a pivotal role in assisting in the build out of the firm's largest Stat Arb Equities book, and to assist the SPM in developing the foundational strategies for the team through collaboration on alpha and signal generation across the entirety of the research process. This role offers an exciting opportunity to contribute to join a completely new and growing business within a long-standing successful hedge fund working alongside a SPM with a strong history of success in the Equities space! The role itself is also very flexible as to location and can sit within any of the firms global offices! Key Responsibilities: Collaborate with the SPM to generate forecasting ideas, conduct statistical analysis, and generate alpha signals for the implementation of intraday strategies for Stat Arb Equity and Futures strategies Develop, implement, and maintain systematic trading models alongside other researchers within the team Collaborate with the SPM and broader research team to optimize existing trading strategies and perform execution analytics Qualifications: Advanced degree (Masters or Ph.D.) in a quantitative field (e.g., mathematics, finance, economics, physics, computer science) 3+ years of experience developing and implementing systematic trading models or generating alpha for Stat Arb Equity, Futures, or Index Rebalance strategies Experience and knowledge of TCA modeling, execution optimization, and portfolio construction is a plus Strong programming skills in Python with experience across cloud-based computing technologies. Strong analytical skills to apply advanced statistical techniques for research and modeling

US$400000 - US$800000 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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