Quantitative Researcher – Global Futures / CTA

Gryphon Search; Hong Kong; On-site; HKD 900,000 - 1,100,000; Full time

Job summary

Global Futures is seeking a Quantitative Researcher in Hong Kong to help build next-generation systematic futures strategies. You’ll focus on high-frequency, data-driven research and collaborate with senior researchers on scalable models.

Applicants should have 1–3 years in quantitative research or systematic trading, a strong math/CS background, and solid C++ coding skills to develop and backtest market signals.

Qualifications

• 1–3 years in quantitative research or systematic trading.
• Strong mathematical/statistical background.
• Proficient in C++ core for research models.

Responsibilities

• Research and develop systematic quantitative trading strategies across global futures.
• Identify market inefficiencies and develop predictive signals.
• Conduct statistical backtesting and evaluate strategies rigorously.
• Collaborate with senior researchers to improve performance and scalability.
• Explore market microstructure and execution dynamics.
• Translate research into investable, executable strategies.

Skills

C++ programming

Quantitative research

Data analysis

Mathematics/statistics

Independent research

Education

Quantitative degree

Tools

C++

Backtesting tools

Job description

Global Futures / CTA Quantitative Researcher

Hong Kong | Systematic Trading | High-Frequency Leaning

Build the next generation of global quantitative strategies

An established quantitative investment platform is expanding its global markets capabilities and is looking for an ambitious Quantitative Researcher to join its Hong Kong team.

With a strong existing foundation in quantitative investing and high-frequency trading, the firm is now expanding its systematic strategy capabilities across international futures and other global markets. This is an opportunity to contribute to the development of new trading strategies, work alongside experienced quantitative professionals, and help shape the next phase of the firm's international growth.

The Opportunity

You will focus on researching, developing and improving systematic quantitative strategies across global futures markets, with a particular emphasis on high-frequency and data-driven approaches.

Working closely with experienced researchers and trading specialists, you will have the opportunity to investigate market behaviour, develop predictive signals, test trading hypotheses and translate research into systematic investment strategies.

The team values intellectual curiosity, strong fundamental skills and researchers who can demonstrate independent thinking and original research ideas.

Key Responsibilities

• Research and develop systematic quantitative trading strategies across global futures markets.


• Identify market inefficiencies and develop predictive signals with measurable alpha potential.


• Conduct statistical analysis, backtesting and rigorous evaluation of trading strategies.


• Develop, test and optimise research models using C++ and quantitative research tools.


• Investigate market microstructure, execution dynamics and product-specific trading characteristics.


• Collaborate with senior quantitative researchers and trading teams to improve strategy performance and scalability.


• Contribute to the expansion of systematic strategies across international markets and asset classes.

What We’re Looking For

• Approximately 1–3 years of relevant experience in quantitative research, systematic trading or a closely related field. Exceptional early-career candidates are also encouraged to apply.


• A strong academic background in mathematics, statistics, physics, computer science, engineering or another quantitative discipline.


• Strong programming skills, with C++ as a core requirement.


• Excellent analytical skills, intellectual curiosity and a strong desire to solve complex problems.


• A systematic and evidence-driven approach to researching markets and developing trading strategies.


• The ambition to take ownership of research ideas and develop original, differentiated trading signals.

Particularly Interesting Backgrounds

• Experience at an international quantitative trading firm, hedge fund or proprietary trading organisation.


• Demonstrable independent alpha research, proprietary signals or other original quantitative research.


• Experience with futures, commodity futures or other systematic derivatives strategies.


• Familiarity with futures market microstructure, exchange mechanisms, contract specifications and trading rules.


• Exposure to high‑frequency research, execution modelling or systematic strategy development.


• Candidates from domestic futures or commodity trading backgrounds may also be considered, particularly where they possess strong quantitative foundations, C++ skills and relevant product knowledge.

Why Consider This Opportunity?

• Global markets exposure: Contribute to the development of systematic strategies across international markets.


• Direct research impact: Bring original ideas to a platform actively expanding its global investment capabilities.


• Experienced mentorship: Work alongside established quantitative researchers and benefit from senior expertise.


• A research-driven environment: Join a team focused on systematic investing, quantitative innovation and the application of advanced analytical techniques.


• Room to grow: An opportunity for an ambitious researcher to develop their expertise and take on increasing responsibility as the platform expands.

Location

Hong Kong