Quantitative Researcher – Systematic Trading (APAC)

Eka Finance; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Eka Finance is seeking a Quantitative Researcher to join our APAC trading team, developing systematic alpha-driven strategies across regional markets. This front-office role collaborates with traders and technologists to research, build, and deploy high-quality research in a fast-paced data-driven environment.

The successful candidate will research market inefficiencies across APAC equities and futures, leveraging backtesting and data-driven techniques, with strong emphasis on rigorous

Qualifications

• Bachelor’s, Master’s, or PhD in Mathematics, Statistics, Computer Science, or a related STEM discipline.
• Prior experience in quantitative trading or systematic research is advantageous but not essential.
• Strong grounding in probability, statistics, and mathematical modelling.

Responsibilities

• Design, develop, and deploy systematic trading strategies across APAC markets.
• Conduct research on mid- to high-frequency alpha signals using a broad range of datasets.
• Analyse market data, microstructure dynamics, and alternative data sources to identify trading opportunities.
• Build and enhance data pipelines and analytical tools to support large-scale pattern discovery.
• Contribute to core quantitative libraries supporting signal generation, backtesting, and execution.
• Develop and refine exchange simulators to accurately model regional market behaviour and execution dynamics.
• Collaborate closely with traders and technologists to translate research into production-ready strategies.

Skills

Python

C++

Statistics

Time series analysis

Backtesting

Education

STEM degree (BS/MS/PhD)

Tools

Backtesting frameworks

Data pipelines

Alpha signal development

Job description

Quantitative Researcher – Systematic Trading (APAC)

We are seeking a Quantitative Researcher to join our APAC trading team, focused on developing systematic strategies across regional markets. This is a front-office role working closely with traders and technologists to research, build, and deploy alpha-driven trading strategies in a fast-paced, data-driven environment.

The successful candidate will play a key role in identifying market inefficiencies across APAC equities, futures, and related instruments, with a strong emphasis on high-quality research and robust implementation.

Responsibilities

• Design, develop, and deploy systematic trading strategies across APAC markets
• Conduct research on mid- to high-frequency alpha signals using a broad range of datasets
• Analyse market data, microstructure dynamics, and alternative data sources to identify trading opportunities
• Build and enhance data pipelines and analytical tools to support large-scale pattern discovery
• Contribute to core quantitative libraries supporting signal generation, backtesting, and execution
• Develop and refine exchange simulators to accurately model regional market behaviour and execution dynamics
• Collaborate closely with traders and technologists to translate research into production-ready strategies
• Qualifications Bachelor’s, Master’s, or PhD in Mathematics, Statistics, Computer Science, or a related STEM discipline
• Prior experience in quantitative trading or systematic research is advantageous but not essential
• Strong grounding in probability, statistics, and mathematical modelling
• Experience with backtesting frameworks, simulation techniques, and statistical methods (e.g. time series analysis, auto-correlation, PCA)
• Proven ability to work with large-scale datasets, including high-frequency or tick-level data
• Familiarity with alpha signal development and statistical modelling techniques
• Strong programming skills in Python and/or C++