Quantitative Researcher – Equities Signals & Trading Models

DV Trading; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

DV Trading in Hong Kong seeks an experienced Quantitative Researcher for DV Equities. You will explore market data, develop predictive signals, and build models that inform live trading decisions with end‑to‑end ownership from research to deployment.

You will collaborate with global researchers and traders on both high‑frequency orderbook research and longer‑term signals, applying tree‑based methods and statistics. Strong Python skills and market curiosity are essential.

Qualifications

• 2+ years of professional or research experience in high‑frequency or longer‑term signal generation.
• Degree in Mathematics, Statistics, Computer Science, Physics, Engineering, or Financial Engineering.
• Strong Python skills with pandas/NumPy; experience in market data analysis is a plus.
• Curiosity about financial markets and market microstructure; ability to communicate complex results.

Responsibilities

• Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons.
• Build and backtest quantitative models using historical market data.
• Apply statistical and machine learning techniques—with an emphasis on tree‑based methods—to enhance signal quality.
• Collaborate with researchers and traders to translate research insights into production‑ready strategies.
• Develop and maintain data pipelines for large‑scale, high‑frequency, and time‑series market data.
• Continuously monitor and iterate on live signals and models based on performance.

Skills

Python

pandas

NumPy

statistics

signal generation

data analysis

communication

C++ knowledge

Education

Bachelor's or Master’s in a quantitative field

Tools

XGBoost

LightGBM

Random Forest

Job description

DV Trading in Hong Kong seeks an experienced Quantitative Researcher for DV Equities. You will explore market data, develop predictive signals, and build models that inform live trading decisions with end‑to‑end ownership from research to deployment.

You will collaborate with global researchers and traders on both high‑frequency orderbook research and longer‑term signals, applying tree‑based methods and statistics. Strong Python skills and market curiosity are essential.