Graduate Quantitative Researcher — Signals & Trading

DV Trading LLC; Hong Kong; On-site; HKD 420,000 - 640,000; Full time

Job summary

DV Trading LLC in Hong Kong is seeking a 2027 Quantitative Researcher (Graduate) to join our equities team, taking ownership of systematic signal generation across horizons. This role suits recent graduates with strong quantitative foundations and hands-on research or internship experience in market data and models.

You will work with senior researchers and traders to develop predictive signals, backtest models, and contribute to data pipelines for high-frequency and time-series data in a

Qualifications

• Pursuing Bachelor's/Master's/PhD in quantitative field with expected graduation by Summer 2027.
• Strong Python; SQL/C++ preferred.
• Solid foundation in math, probability and statistics.
• Genuine interest in financial markets, algorithmic trading, and market microstructure.

Responsibilities

• Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons.
• Build and backtest quantitative models using historical market data in a simulation environment.
• Apply statistical and machine learning techniques—with an emphasis on tree‑based methods—to enhance signal quality.
• Collaborate closely with traders and researchers to translate research insights into robust trading strategies.
• Contribute to the development and maintenance of data pipelines for large‑scale, high‑frequency, and time‑series market data.
• Iterate on research prototypes based on backtest results and team feedback, with increasing independence.
• Monitor live strategy performance and refine models based on real market feedback.

Skills

Python

SQL

C++

Mathematics

Statistics

Machine Learning

Education

Bachelor's/Master's/PhD in quantitative field

Tools

Python

SQL

C++

Job description

DV Trading LLC in Hong Kong is seeking a 2027 Quantitative Researcher (Graduate) to join our equities team, taking ownership of systematic signal generation across horizons. This role suits recent graduates with strong quantitative foundations and hands-on research or internship experience in market data and models.

You will work with senior researchers and traders to develop predictive signals, backtest models, and contribute to data pipelines for high-frequency and time-series data in a