Quantitative Researcher

Jane Street; Hong Kong; On-site; HKD 600,000 - 800,000; Full time

Job summary

A leading finance firm in Hong Kong is looking for Quantitative Researchers to build models and strategies for pricing and trading financial instruments. Candidates should be strong programmers proficient in Python and eager to learn and collaborate with teammates. A background in data science or machine learning is preferred, with PhD or research experience being a plus. This role offers the opportunity to work with vast datasets and cutting-edge technologies in a dynamic environment.

Qualifications

• Able to apply logical and mathematical thinking to various problems.
• Intellectually curious; eager to ask questions and learn new things.
• Strong programming skills in Python.
• Open-minded thinker and precise communicator.

Responsibilities

• Build models, strategies, and systems for pricing and trading.
• Collaborate with researchers on data analysis and trading strategies.
• Utilize statistical and machine learning techniques for problem-solving.

Skills

Logical and mathematical thinking

Strong programming skills in Python

Curiosity and eagerness to learn

Collaboration and communication skills

Education

PhD or other research experience

Job description

We are looking for Quantitative Researchers to help us build models, strategies, and systems that price and trade financial instruments. You’ll work side by side with experienced researchers who are committed to teaching, guiding, and supporting our newest hires, learning how we think about experiment design, dataset generation, time series analysis, feature engineering, and model building for financial datasets.

At Jane Street, our researchers, engineers, and traders sit a few feet away from each other and work together to train models, architect systems, and run trading strategies. We work with petabytes of data, a computing cluster with hundreds of thousands of cores, and a growing GPU cluster containing thousands of high‑end GPUs. Depending on the day, we might be diving deep into market data, tuning hyperparameters, debugging distributed training performance, or studying how our model likes to trade in production.

We don’t believe in “one-size-fits-all” modeling solutions; we are open to and excited about applying all different types of statistical and ML techniques, from linear models to deep learning, depending on what best fits a given problem. The most successful researchers will be driven by a curiosity for how their contributions fit into the larger picture of our trading operations, and how to adapt their findings into actionable strategies.

About You

• Able to apply logical and mathematical thinking to all kinds of problems
• Intellectually curious; eager to ask questions, admit mistakes, and learn new things
• A strong programmer who’s comfortable with Python
• An open-minded thinker and precise communicator who enjoys collaborating with colleagues from a wide range of backgrounds and areas of expertise

Most candidates will have experience with data science or machine learning, but ultimately, we’re more interested in how you think and learn, than what you currently know. PhD or other research experience is a plus.