Quant Researcher & Execution Trader

Polymer Capital Hong Kong

Hong Kong

On-site

HKD 900,000 - 1,300,000

Full time

4 days ago

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Job summary

Polymer Capital Hong Kong is seeking a Quant Researcher/Trader to join the Trading & Execution team. The role focuses on transaction cost analysis, market microstructure research, and central risk book strategy development.

You will collaborate with traders, quants, and tech teams to enhance execution quality, liquidity insights, and internalization opportunities. The ideal candidate has strong quantitative skills, practical commercial judgment, and an entrepreneurial mindset, capable of

Qualifications

Strong academic background in Mathematics, Statistics, Computer Science, Engineering, Physics, Financial Engineering, or another quantitative discipline.
Working experience around 2-5 years.
Strong quantitative research skills, with experience applying statistical, econometric, optimization, or machine learning techniques to real-world data.
Strong programming ability in Python, KDB+/q, Java, or another language commonly used in quantitative research and trading.
Good understanding of market microstructure concepts, including liquidity, spreads, market impact, order types, execution algorithms, venue behavior, and short-term price dynamics.
Familiarity with TCA, execution analytics, algorithmic trading, smart order routing, or electronic trading workflows is preferred.
Entrepreneurial mindset, with strong analytical skills, commercial judgment, attention to detail, and independent thinking.
Strong communication skills and ability to explain quantitative findings clearly to both technical and non-technical stakeholders.

Responsibilities

Develop and enhance Transaction Cost Analysis (TCA) frameworks to evaluate execution quality across markets, brokers, venues, algorithms, and trading styles.
Analyze execution performance, including slippage, market impact, fill rates, opportunity cost, implementation shortfall, and post-trade performance.
Conduct market microstructure research using tick-level, order book, trade, quote, order, and execution data.
Build predictive models for trading costs, short-term price dynamics, liquidity conditions, market impact, and execution risk.
Research, develop, and support central risk book strategies, including internal crossing, risk warehousing, inventory management, hedging, and risk transfer between trading desks.
Build quantitative tools and monitoring frameworks to support execution decision-making, internalization opportunities, risk monitoring, performance attribution, and CRB-related strategies.