We are seeking a Quantitative Researcher to join our APAC trading team, focused on developing systematic strategies across regional markets. This is a front-office role working closely with traders and technologists to research, build, and deploy alpha-driven trading strategies in a fast-paced, data-driven environment.

The successful candidate will play a key role in identifying market inefficiencies across APAC equities, futures, and related instruments, with a strong emphasis on high-quality research and robust implementation.

Responsibilities

1. Design, develop, and deploy systematic trading strategies across APAC markets
2. Conduct research on mid- to high-frequency alpha signals using a broad range of datasets
3. Analyse market data, microstructure dynamics, and alternative data sources to identify trading opportunities
4. Build and enhance data pipelines and analytical tools to support large-scale pattern discovery
5. Contribute to core quantitative libraries supporting signal generation, backtesting, and execution
6. Develop and refine exchange simulators to accurately model regional market behaviour and execution dynamics
7. Collaborate closely with traders and technologists to translate research into production-ready strategies
9. Qualifications Bachelor’s, Master’s, or PhD in Mathematics, Statistics, Computer Science, or a related STEM discipline
10. Prior experience in quantitative trading or systematic research is advantageous but not essential
11. Strong grounding in probability, statistics, and mathematical modelling
12. Experience with backtesting frameworks, simulation techniques, and statistical methods (e.g. time series analysis, auto-correlation, PCA)
13. Proven ability to work with large-scale datasets, including high-frequency or tick-level data
14. Familiarity with alpha signal development and statistical modelling techniques
15. Strong programming skills in Python and/or C++