Monetization Quant Trader — Equities & Signals

IMC B.V.; Hong Kong; Hybrid; HKD 900,000 - 1,500,000; Full time

Job summary

A global trading firm is seeking a Quantitative Trader to focus on monetization research and back testing for equity strategies. The role involves researching new trading signals, designing back tests, optimizing portfolio construction, and collaborating with traders and engineers. Ideal candidates will have a degree in a quantitative field, over three years of relevant experience, and strong programming skills. This role offers an opportunity to work in a cutting-edge research-driven environment.

Qualifications

• Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar).
• 3+ years of experience in quantitative trading or monetization research, preferably in equities.
• Strong experience with back testing frameworks, large datasets, and systematic performance evaluation.
• Deep understanding of market microstructure, transaction costs, and scalability constraints.
• Strong programming skills (Python/C++ strongly preferred); ability to write clean, research-grade code.
• Rigorous, detail-oriented mindset with strong statistical intuition.
• Experience at leading systematic or proprietary trading firms is a strong plus.

Responsibilities

• Research and evaluate new trading signals with a focus on monetization potential.
• Design and run large-scale back tests to assess PnL, risk, capacity, and robustness.
• Analyse transaction costs, market impact, and execution assumptions within back testing frameworks.
• Optimize portfolio construction, capital allocation, and risk controls across strategies.
• Work with engineers to improve back testing infrastructure and data quality.
• Partner with live traders to ensure research assumptions align with real-world execution behaviour.
• Drive strategies from research validation through production readiness.

Job description

A global trading firm is seeking a Quantitative Trader to focus on monetization research and back testing for equity strategies. The role involves researching new trading signals, designing back tests, optimizing portfolio construction, and collaborating with traders and engineers. Ideal candidates will have a degree in a quantitative field, over three years of relevant experience, and strong programming skills. This role offers an opportunity to work in a cutting-edge research-driven environment.