Quantitative Researcher

Venture Search; Hong Kong; On-site; HKD 1,000,000 - 1,800,000; Full time

Job summary

Venture Search in Hong Kong is seeking a Delta One Quantitative Researcher to develop and refine strategies across ETFs, cash equities and futures. You will join a highly technical team, translating research into live trading and risk-managed decisions, with exposure to HFT/MFT approaches.

The ideal candidate holds a PhD in a quantitative field, demonstrates exceptional academic credentials and proven performance in a leading systematic trading environment, and has strong programming skills in

Qualifications

• PhD in Mathematics, Statistics, Computer Science, Physics or Electrical Engineering with an exceptional research record.

Responsibilities

• Develop quantitative models and systematic trading strategies across ETFs, cash equities and futures.
• Research alpha signals for Delta One market making and statistical arbitrage.
• Translate research into production-ready trading systems and backtest rigorously.

Skills

Python

C++

Quantitative research

HFT/MFT concepts

Education

PhD in Mathematics/Statistics/CS/Physics/EE

Tools

Python

C++

Pandas

Job description

Delta One Quantitative Researcher – Equities, ETFs & Futures | Tier 1 Global Market Maker

Location - Hong Kong

Description:

Our client is one of the world's most respected quantitative trading and market-making firms, renowned for its exceptional technical talent, sophisticated trading infrastructure and highly research-driven approach to financial markets.

The firm operates at the forefront of electronic trading, combining world-class quantitative research, advanced technology and deep market expertise to price and trade financial instruments across global markets. Its culture is built around intellectual rigour, collaborative problem-solving and a relentless focus on developing robust, data-driven trading strategies.

As part of the continued development of its Hong Kong trading business, the firm is looking to hire an exceptional Delta One Quantitative Researcher to work on strategies across ETFs, cash equities and futures.

This is an opportunity to join an elite quantitative team where research has a direct impact on live trading, market-making decisions and strategy performance. The firm sets an exceptionally high technical bar and is targeting candidates with outstanding academic credentials, deep quantitative expertise and experience at leading systematic trading firms or market makers.

The Opportunity:

The successful candidate will join a highly technical research and trading environment focused on developing and improving quantitative strategies across Delta One products.

The mandate is broad and can encompass ETF, cash equity and futures market making, statistical arbitrage or related systematic strategies. Both HFT and MFT approaches are relevant, with the precise focus shaped around the candidate's strengths and the team's research priorities.

This is a front-office quantitative research position for someone who can combine mathematical depth with practical trading intuition. Researchers are expected to move beyond theoretical modelling, developing ideas that can be tested rigorously, implemented efficiently and translated into live trading performance.

The opportunity is particularly suited to candidates who want to operate at the highest level of quantitative trading, surrounded by exceptional researchers, traders and engineers within a firm known for its technical standards and market expertise.

Key Responsibilities:

• Develop quantitative models and systematic trading strategies across ETFs, cash equities and futures.
• Research and implement alpha signals for Delta One market making and statistical arbitrage strategies.
• Apply advanced statistical, mathematical and computational techniques to large-scale financial datasets.
• Investigate market microstructure, order-book dynamics, liquidity, execution and price formation.
• Develop predictive models to improve pricing, trading decisions and inventory management.
• Research relative-value relationships between ETFs, underlying baskets, cash equities and futures.
• Build and evaluate systematic strategies across HFT and MFT trading horizons.
• Design rigorous backtesting frameworks and statistical methods to evaluate strategy performance.
• Work closely with traders and software engineers to translate research into production-ready trading systems.
• Analyse live trading performance, identify inefficiencies and continuously improve models.
• Contribute to research across signal generation, execution optimisation, portfolio construction and risk management.
• Apply a scientific approach to problem-solving, combining theoretical insight with empirical validation.

Ideal Candidate:

We are looking for exceptional quantitative researchers with:

• A PhD in Mathematics, Statistics, Computer Science, Physics, Electrical Engineering or another highly quantitative discipline. An exceptional research record is essential.
• A distinguished academic background, ideally from a leading global university.
• Experience in quantitative research, systematic trading or market making at a tier-one proprietary trading firm, quantitative hedge fund or electronic market maker.
• Strong expertise in one or more of ETF, cash equity or futures trading.
• Experience developing alpha-generating strategies in market making, statistical arbitrage, relative value or related systematic approaches.
• Exposure to HFT or MFT strategies and a strong understanding of electronic markets.
• Exceptional mathematical, statistical and computational skills.
• Strong programming ability, particularly in Python and/or C++.
• Experience working with large datasets, predictive modelling, statistical inference and robust backtesting.
• A deep understanding of market microstructure, execution dynamics and trading costs.
• Evidence of translating sophisticated quantitative research into measurable improvements in live trading.
• Intellectual curiosity, rigorous research standards and the ability to solve difficult problems independently.
• The communication skills required to collaborate with outstanding researchers, traders and engineers.

Candidates with a combination of exceptional academic research and a proven record of delivering practical trading alpha will be particularly relevant.

What’s on Offer:

• Join a globally recognised, tier-one quantitative trading and market-making firm.
• Work alongside some of the industry's strongest quantitative researchers, traders and engineers.
• Research strategies across ETFs, cash equities and futures, with flexibility across market making and statistical arbitrage.
• Opportunity to work across HFT or MFT strategies depending on expertise.
• Access to sophisticated proprietary technology, extensive market data and advanced trading infrastructure.
• A highly intellectually stimulating environment where quantitative research directly influences live trading.
• Competitive compensation reflecting the calibre of talent the firm is looking to attract.
• Opportunity to contribute to a leading quantitative trading business in one of Asia's most important financial centres.

The Standard:

This is a highly selective search for genuinely elite quantitative talent. The firm is not looking for candidates who simply understand quantitative finance; it wants researchers who can demonstrate exceptional mathematical ability, rigorous independent thinking and the capacity to turn complex research into a real trading edge.

If you are a PhD-level Quantitative Researcher with an outstanding academic background, experience at a leading trading firm and expertise in Delta One, ETF, equity or futures strategies, Venture Search would welcome a confidential discussion about this opportunity in Hong Kong.