Quantitative Researcher: End-to-End Signals & Models

DV Trading LLC; Hong Kong Island; On-site; HKD 600,000 - 1,200,000; Full time

Job summary

DV Trading LLC is seeking an experienced Quantitative Researcher to join our equities team in Hong Kong. The role covers end-to-end research from data exploration to production deployment, with collaboration across NYC, London, and Hong Kong offices.

You will develop predictive signals and models for market-making and liquidity provision, using Python, statistics, and ML techniques. Prior experience in a trading or hedge fund environment is a plus.

Qualifications

• 2+ years of professional or research experience in high-frequency research and/or longer-term signal generation.
• Degree in a quantitative field (Math, Statistics, CS, Physics, Engineering, Financial Engineering, or related).
• Strong proficiency in Python, including pandas and NumPy.
• Curiosity about financial markets and market microstructure.
• Solid foundation in statistics and quantitative analysis.
• Clear communication of technical findings to diverse audiences.
• Familiarity with tree-based methods; C++ or low-level languages a plus.

Responsibilities

• Analyze market data to uncover patterns, inefficiencies, and predictive signals across time horizons.
• Build and backtest quantitative models using historical market data.
• Apply statistics and machine learning techniques to enhance signal quality.
• Collaborate with researchers and traders to translate insights into production-ready strategies.
• Develop and maintain data pipelines for large-scale, high-frequency time-series data.
• Monitor and iterate on live signals and models based on performance.

Skills

Python

Statistics

Machine learning

Data analysis

Communication

Problem solving

Market microstructure

Tree-based methods

Education

Bachelor's degree in a quantitative field

Tools

pandas

NumPy

C++

Job description

DV Trading LLC is seeking an experienced Quantitative Researcher to join our equities team in Hong Kong. The role covers end-to-end research from data exploration to production deployment, with collaboration across NYC, London, and Hong Kong offices.

You will develop predictive signals and models for market-making and liquidity provision, using Python, statistics, and ML techniques. Prior experience in a trading or hedge fund environment is a plus.