Quantitative Researcher

AAA Global; Sydney; On-site; AUD 150,000 - 210,000; Full time

Job summary

AAA Global in Sydney is seeking a Quantitative Researcher for High-Frequency Trading to develop systematic strategies across Asian markets. You will work with large financial datasets, build predictive models, and apply statistical and machine learning techniques to improve trading decisions.

Collaborating with traders and technology teams, you will validate models, backtest rigorously, and translate research outcomes into live trading signals, aiming to enhance performance across equities and

Qualifications

• 3+ years of quantitative research experience in high-frequency equities or futures.
• Experience with APAC markets preferred.
• Strong knowledge of probability, statistics and modelling.
• Hands-on ML for financial problems.
• Experience handling large, complex datasets.
• Understanding of market microstructure.

Responsibilities

• Research and develop quantitative signals for trading opportunities across equities and futures.
• Analyse high-frequency market data to identify patterns and indicators for trading decisions.
• Explore order book behaviour and liquidity patterns to develop predictive variables.
• Build, test and improve quantitative models using statistical methods and ML.
• Backtest and validate models, ensuring robustness and avoiding overfitting.
• Investigate opportunities to improve existing trading models and areas for research.
• Work with traders and technology teams to implement research outcomes in live systems.
• Contribute to research discussions and development of tools for the quantitative team.

Skills

Quantitative research

High-frequency trading

Machine learning

Statistics

Python

Data analysis

Financial markets

Research independence

Team collaboration

Education

Bachelor's or Master’s in quantitative field

Advanced degree preferred

Tools

Python programming

Backtesting frameworks

Statistical software

Job description

Quantitative Researcher – High-Frequency Trading

Location: Sydney

Industry: Quantitative Trading | Financial Services

Experience: 3+ years

Any Special Requirements: Experience in high-frequency equities or options research, with exposure to at least one APAC market preferred.

Quantitative Researcher – High-Frequency Trading

Our algorithmic market making client is looking for a Quantitative Researcher to contribute to the development of systematic trading strategies across Asian markets. This role offers the opportunity to work with extensive financial datasets, investigate market behaviour and build predictive models using statistical and machine learning techniques.

You will be part of a collaborative quantitative research environment, working alongside professionals across trading and technology. Your research will contribute to improving trading decisions, identifying new sources of market opportunity and enhancing the performance of systematic strategies.

Responsibilities And Priorities

• Research and develop quantitative signals to identify potential trading opportunities across equities and futures markets.
• Analyse high-frequency market data to identify patterns, relationships and indicators that can support trading decisions.
• Explore order book behaviour, liquidity patterns and market microstructure to develop relevant predictive variables.
• Build, test and improve quantitative models using statistical methods and machine learning techniques.
• Evaluate model performance through rigorous backtesting, validation and robustness testing, ensuring findings are not driven by overfitting.
• Investigate opportunities to improve existing trading models and identify new areas for research.
• Work closely with trading and technology teams to implement research outcomes within live trading systems.
• Contribute to research discussions, analytical methodologies and the development of tools that support the wider quantitative team.

Experience And Skills

• 3+ years of experience in quantitative research, specifically within high-frequency equities or futures trading.
• Exposure to one or more Asian financial markets is highly desirable.
• Strong understanding of probability, statistics and quantitative modelling.
• Hands-on experience applying machine learning techniques to financial or market-related problems.
• Experience analysing large and complex high-frequency datasets.
• Good understanding of financial markets, order book mechanics, liquidity and market microstructure.
• Ability to independently investigate research problems, formulate hypotheses and validate findings.
• Experience developing quantitative strategies with a focus on practical applicability and trading performance.
• Ability to work effectively with traders, researchers and technology professionals.

Tools, Tech And Platform Capabilities

• Strong programming proficiency in at least one language, preferably Python.
• Experience working with large-scale datasets and quantitative research environments.
• Practical exposure to statistical analysis, predictive modelling and machine learning methodologies.
• Ability to develop, test and evaluate research models through programming and data analysis.

Qualifications And Academic Achievements

• A bachelor's or master's degree in Mathematics, Statistics, Computer Science, Physics, Engineering or another quantitative discipline.
• Advanced academic qualifications in a relevant quantitative field would be an advantage.