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.

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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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We are a specialist talent partner. Among the many benefits of working with Selby Jenningsโ€™ global g team are:

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

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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

Quantitative Researcher [2025] | New York

Quantitative Researcher [2025] | New York A globally leading prop trading firm is looking to hire a PhD graduate or experienced researcher (postdoctoral researcher, academic faculty, scientific lab) to research and develop systematic trading models and strategies in collaboration with senior researchers. The team develops and implements systematic trading strategies by leveraging cutting edge research techniques and an industry leading development platform. As a quantitative researcher you will have the opportunity to work within a small, collaborative team where collaboration and research discussion are highly encouraged. You will be responsible for the research, design and implementation of various aspects of a research system and be responsible for improving effectiveness through the use of robust statistical or ML research methods. Required Qualifications: Active Ph.D. students or postdoctoral researchers with degrees in a quantitative discipline from a top tier university (i.e. Physics, Mathematics, Engineering, Computer Science, etc.). Track record of postdoctoral research highly preferred. Publication/citation track record from top industry journals highly preferred. Demonstrated success in mathematical or research competitions are a plus (ex: IMO, Putnam) Exceptional mathematical, analytical and problem solving skills; Experience in programming with Python and/or C++. Excellent communication skills and the ability to work collaboratively with others. Finance knowledge/experience is not required or expected. If you meet the requirements above please apply in ASAP to discuss next steps.

US$300000 - US$500000 per year
New York
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Quantitative Researcher (Mid-Frequency)

A low-profile, high-performing Quant Fund in the Greater New York City area is looking for a Quantitative Researcher to join their fund. The firm prides itself on its flat, academic and collaborative environment and has steadily built out a group of Quant Researchers and Research Engineers to bring their systematic strategies to life. After 10+ years of very profitable systematic strategies focused on global futures markets, the fund is continuing their expansion into the cash equities space and in turn opening up two new QR headcount within the firm. The firm has maintained a very controlled and sustained growth plan over the years and values both raw quantitative capabilities coupled with the desire to work in a flat, team-centered environment. As a result, they are open to candidates coming from exceptional PhD/Postdoc backgrounds, experienced QRs and ML Researchers from Big Tech who share a similar ambition in tackling ambitious problems in a collaborative manner. Suitable candidate for the fund include: MS or PhD from Tier-10 schools in a STEM field (Physics, Mathematics, Computer Science, Electrical Engineering, Operations Research) If coming from industry, 2+ years experience working on alpha generation and/or optimization work (equities is preferred but open to seeing candidates from other assets) If from tech, 2+ years experience working on ideation and novel ML model development specific to more advanced deep learning methods Very strong Python (C++ is nice to have but not necessary) Thrives in a flat structure Strong communication skills Strong quantitative and reasoning skillset

US$450000 - US$900000 per year
New York
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Lead Equity Stat-Arb Quantitative Researcher | NYC

Lead Equity Stat-Arb Quantitative Researcher | NYC Job Description: A leading quantitative research platform is seeking a skilled Senior Equity Statistical Arbitrage Quantitative Researcher to join their dynamic trading team. The successful candidate will be responsible for research and development of orthogonal alpha signals and trading strategies, and work closely with tech and engineering to ensure optimal implementation. As a senior member of the team, you will be expected to conduct independent research and drive research topics. Key Responsibilities: Lead research and development of statistical arbitrage trading signals and strategies. Utilize market and alternative data source to create or improve trading signals. Utilize advanced statistical methods, machine learning, and data science techniques to enhance the research and trading system. Lead collaborative research initiatives and long-term projects. Monitor and evaluate strategy performance, making adjustments based on market conditions. Qualifications: Master's or Ph.D. in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Financial Engineering, etc.). 4+ years of experience in quantitative research, preferably in equity stat arb or other systematic strategies. Proficient in Python or C++. Excellent mathematical and analytical background, within a trading environment. Demonstrated ability to lead high level statistical or mathematical research.

US$350000 - US$700000 per year
New York
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Equity Alpha Machine Learning Quant Researcher | NYC

Equity Alpha ML Quant Researcher | NYC A brilliant start-up hedge fund ($2BN AUM+) is seeking a highly talented machine learning researcher to join their team researching mid-frequency equity alphas. This firm is founded by a prestigious group of industry researchers who have established a highly collaborative, collegiate atmosphere within the group. The team is seeking an accomplished researcher with allied experience leverage ML techniques to generate alpha signals in the intraday/daily trading horizons. A successful candidate will have applied ML research experience (academia, finance or tech), end-to-end strategy research experience and the desire to join a highly collaborative atmosphere. Skills Required: 3+ year track record of equity alpha research with emphasis on intraday/daily trading horizons Applied ML research experience in academia, quant finance or tech, with a preference for tree-based approaches and neural network modeling Proficiency in common coding skills such Python and/or C++ Experience working as a member of a collaborative research/trading platform Ability to independently reason through quantitative problems and communicate effectively with peers

US$400000 - US$800000 per year
New York
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Quant Researcher; Intraday Equities/Futures

A high performing team within a globally leading hedge fund is actively looking to on board a mid-level quant research with intraday equities or futures alpha research experience. Candidates will join the team's effort in developing mid-frequency systematic trading strategies. Skills 3+ years of prior work experience in stat-arb required (equities or futures) PhD in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics) Exceptional academic credentials Demonstrated ability to conduct research using large noisy real-world datasets Exceptional attention to detail and desire to understand issues deeply Outstanding work ethic and ability to thrive in a fast-paced environment Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus

US$200000 - US$800000 per year
New York
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VP Equity Derivatives Quant

Title: VP Equity Derivatives Quant Salary: $350,000 A top leading investment bank is looking to bring on a VP Equity Derivatives Quant to join a growing team. The group is looking for a strong VP with Monte Carlo, Numeric Implementation, GPU, and calibration experience. The ideal candidate will have a strong development background working with exotic equity derivatives and experience developing local vol and stochastic vol as well. An amazing opportunity to join a team in the midst of a revamp and work alongside the industry's most prestigious in the space. Qualifications: * MS/MSc and PhD in a quantitative field of study (mathematics, statistics, physics, engineering, etc.) * 3+ years of experience with Monte Carlo, Numeric Implementation, GPU, and calibration * Strong C++ programming skills Responsibilities: * Work directly with the traders * Build tools & analytics to drive profit for the desk * Work on local vol & stochastic vol models

US$350000 - US$400000 per year
New York
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Senior Quantitative Trader - Crypto

Senior Quantitative Trader - Crypto (Remote, Permanent Position) Unlock the potential of cryptocurrency markets with your expertise in quantitative trading. A premier client is on the lookout for a dynamic Quantitative Trader specializing in crypto to join their trailblazing team. Key Requirements - HFT to Intraday strategies - Trading crypto derivatives on centralized exchanges - Market Making and Arbitrage experience preferred - 4 to 5 years of experience - End to End strategy

Negotiable
Dubai
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Derivatives Quantitative Researcher (PHD)

An ideal candidate will possess the following qualifications --> PHD in a quantitative discipline from an esteemed university --> 5+ years of experience working on systematic derivative strategies at an asset management firm, hedge fund, or investment bank. --> Proficiency in Python and ML (deep/reinforcement/casual learning)

US$200000 - US$250000 per year + + Bonus
Boston
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Fixed Income Investment Risk Analyst

We are partnered with one of the largest investment firms worldwide seeking talent for their Fixed Income Investment Risk team in Philadelphia. The firm offers a variety of investment products, including index funds and actively managed funds. With roughly $2.3 trillion in assets under management within their fixed income business, this hire will play a crucial part in ensuring strategies are in line with the firm's risk guidelines, working closely with PMs to better construct their portfolios and strategy across the fixed income space. Summary: Hands on research on fixed income exposures across taxable fixed income, municipals, and index investment risk - develop infrastructure to manage fixed income risk exposure Evaluate best practice for the fixed income business, research exposures and advise PMs on their positions within firm's guidelines Leverage quant skills to improve risk modeling infrastructure, leveraging both in house and external models to better suit PM needs, understanding correlation matrices and risk factors Qualifications: 5 years investment risk experience in fixed income Masters degree preferred Python, SQL, coding skills needed to improve risk modeling Fixed Income Product Knowledge - structured products, HY/EM, money markets, investment grade corporate bonds, ABS/CMBS, CLOs, CMOs

30% target bonus
Philadelphia
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Equity Macro Quantitative Strategist

I am working with a top Investment Bank that is working on building out a lean, dynamic, top-down equity research team. For the next hire, they are looking for self-motivated and entrepreneurial individuals with a quant research background (preferably in equities) who can generate their own ideas and follow through on research for novel investment strategies. This team sits on an active equity trading floor and primarily supports that desk, but also collaborates regularly with other asset class trading desks, as well as clients. This is a greenfield team that is looking to speak with candidates of all seniorities ranging from associate all the way to Director level. Responsibilities: Utilize a blend of fundamental, quantitative, and derivative to build equity trade articulations for the desk Utilize statistical and machine learning techniques to analyze large datasets and identify trading signals. Perform analysis to understand the impact of macroeconomic events on equity markets. Conduct research, design and implement new investment strategies for the business Collaborate with traders to enhance model development and strategy execution Requirements: Advanced degree in Math, Statistics, Economics, or related field. 2+ years of experience in role as a Quant/strategist/research analyst Applicable experience in equities (ideally delta one, vol, etc.) Strong background in developing and implementing quantitative models and trading strategies. Proficiency in Python, R, SQL, Matlab, etc.

US$250000 - US$600000 per year
New York
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Quantitative Researcher

We are working with a Tier 1 hedge fund in New York City assisting with the build-out of a systematic global macro desk. The main emphasis on the desk is mid frequency trading across futures and FX. Responsibilities: Working on ongoing alpha research projects in the futures and FX space Researching, developing, and participating in the full process of alpha modeling Be involved in data scouting, hypothesis generation, back-testing, and production modeling Will sit in the NYC office alongside 2-3 other researchers (Hybrid flexibility available) Requirements 3-5 years experience in the systematic trading space with a focus on mid frequency or intraday strategies Experience working with Bonds, FX, and Equity indexes (Spot/Futures) Masters or PhD in a quantitative field such as Physics, Applied Mathematics, Statistics or Computer Science Strong development experience in Python Highly motivated with experience in modeling large amounts of data

US$150000 - US$200000 per year + Bonus and Benefits
New York
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Rates E Trading Quant

The Head of Rates E Trading at a top investment bank is in the process of building out a robust team and is looking to bring on a Quant Strat. In this role, you will develop algorithmic pricing and hedging strategies for the Rates Electronic Trading desk. The ideal candidate is highly analytical, possesses a deep understanding of the rates markets, and thrives in a fast-paced environment. Qualifications: 5+ years of experience working in US Treasury or Swaps markets, particularly with RFQ and CLOB trading A Bachelor's or Master's degree in a quantitative discipline (mathematics, computer science or financial engineering) Previous experience in developing market-making and hedging algorithms Proficiency in Python, KDB/Q, Java Strong data analytics skills using KDB to assess algorithm performance and client monetization Experience in building web-based monitoring tools for desk use Responsibilities: Develop and implement electronic market-making and portfolio risk management algorithms Create intraday monitoring tools to track algorithm performance Conduct client analysis and market microstructure research Collaborate with team members to ensure strategies are executed accurately and efficiently Stay informed about market and regulatory changes

US$300000 - US$400000 per year
New York
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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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