Derivatives Quant Researcher – Systematic Trading

JPMorganChase; Hong Kong; On-site; HKD 1,000,000 - 2,000,000; Full time

Job summary

JPMorganChase in Hong Kong is seeking an Associate/ VP to advance systematic trading and research across derivatives markets. You will collaborate with trading, quantitative research, technology and data partners to research, backtest and implement strategies, with ownership growing over time.

The role involves empirical data analysis, model development, live strategy review and production support across the full lifecycle in a fast-paced, global environment.

Qualifications

• PhD or Master’s Degree in a quantitative discipline such as mathematics, statistics, computer science, engineering, physics or financial engineering.
• Strong quantitative and analytical skills, with ability to formulate trading questions as data and modelling problems.
• Relevant experience in quantitative research, systematic trading, derivatives, market microstructure, algorithmic execution or financial data analysis.
• Strong Python programming skills, including pandas, numpy and common scientific computing libraries.
• Ability to work with large, multi-source datasets and turn empirical analysis into robust conclusions.
• Good communication skills, with ability to explain research results, assumptions and limitations clearly.
• Practical mindset and interest in seeing models move from research into monitored production trading workflows.

Responsibilities

• Work closely with trading desks to identify opportunities for systematic improvements in quoting, hedging, execution and risk management.
• Research, backtest and help implement quantitative strategies for derivatives trading and market making; develop data-driven models using market data, trade data, risk data and performance analytics.
• Design backtesting and simulation frameworks to evaluate strategy performance under realistic market conditions; analyze model performance using various metrics.
• Partner with technology teams to move research models into production workflows with monitoring, diagnostics and controls.
• Support live strategy monitoring, model calibration, performance review and production issue analysis.
• Communicate research and performance results clearly to trading and technology partners.

Skills

Python programming

Data analysis

Quantitative modelling

Statistical analysis

Communication skills

Education

PhD in a quantitative discipline

Master's degree in a quantitative discipline

Tools

Pandas

Numpy

KDB+/q

C++

Java

Job description

JPMorganChase in Hong Kong is seeking an Associate/ VP to advance systematic trading and research across derivatives markets. You will collaborate with trading, quantitative research, technology and data partners to research, backtest and implement strategies, with ownership growing over time.

The role involves empirical data analysis, model development, live strategy review and production support across the full lifecycle in a fast-paced, global environment.