HFT Quant Researcher: Market Microstructure & Execution

JPMorgan Chase & Co.; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

JPMorgan Chase & Co. in Hong Kong seeks a quantitative researcher specialized in market microstructure and high-frequency trading. The role focuses on turning research insights into robust, latency-aware strategies with an emphasis on live-trading readiness and cross-venue performance.

The candidate should have practical experience near live systems, strong programming in Python and C++, and a track record of deploying research into production environments.

Qualifications

• Advanced degree or equivalent practical experience in mathematics, statistics, physics, CS, engineering, or financial engineering.
• 2+ years of full-time quantitative research experience in high-/medium-frequency trading or systematic execution.
• Strong understanding of electronic market mechanics: order types, matching engines, queue priority, microstructure.
• Experience contributing to strategies used in live markets and production workflows.
• Strong Python programming; proficiency in C++ or other high-performance languages.

Responsibilities

• Analyze high-frequency market data, including order-book data, to identify predictive structure.
• Develop alpha signals and trading features based on order flow, liquidity, queue dynamics, and price formation.
• Design, backtest, and implement market-making and risk-taking strategies, including pricing, placement, cancellation, and inventory control.
• Develop realistic research and simulation methodologies incorporating latency, fees, rebates, market impact, and operational constraints.
• Optimize strategy performance across signal generation, portfolio sizing, execution, and intraday risk management.
• Work closely with traders, quantitative developers, technology partners, exchanges, and ECNs to move strategies into production.

Skills

Python programming

C++ programming

Mathematics

Statistics

Physics

Computer Science

Financial Engineering

Education

Advanced degree in quantitative field

Job description

JPMorgan Chase & Co. in Hong Kong seeks a quantitative researcher specialized in market microstructure and high-frequency trading. The role focuses on turning research insights into robust, latency-aware strategies with an emphasis on live-trading readiness and cross-venue performance.

The candidate should have practical experience near live systems, strong programming in Python and C++, and a track record of deploying research into production environments.