Research associate

PRESTO RESEARCH HONG KONG LIMITED; Hong Kong; On-site; HKD 900,000 - 1,200,000; Full time

Job summary

Presto Research Hong Kong Limited is seeking a highly capable quantitative researcher to design, implement, and optimize systematic trading strategies across traditional asset classes.

You will build mathematical models, backtest rigorously, and analyze large datasets to extract actionable insights, working closely with Developers and Traders to move strategies into production.

Qualifications

• Advanced degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Financial Engineering, or a related field.
• Expert-level proficiency in Python, particularly the PyData stack (NumPy, Pandas, Scikit-learn), and C++.
• At least 3 years of experience in systematic trading or quantitative research, with a focus on traditional asset classes.
• Deep understanding of probability, linear algebra, and time-series analysis.
• Professional experience working within Unix/Linux ecosystems.
• Language: Professional fluency in English; Intermediate proficiency in Korean.

Responsibilities

• Design, implement, and optimize systematic trading strategies across traditional asset classes.
• Build robust mathematical models to identify market inefficiencies and predictive signals.
• Clean, process, and analyze large datasets, including market data, alternative data, and fundamental indicators, to extract actionable insights.
• Conduct rigorous backtesting of strategies, accounting for slippage, transaction costs, and market impact.
• Develop risk frameworks and portfolio construction techniques to ensure optimal capital allocation and drawdown protection.
• Work closely with Developers and Traders to transition strategies from the research environment into production.

Skills

Python

C++

Unix/Linux

Time-series analysis

Probability

Linear algebra

Education

Advanced degree in Mathematics/Physics/CS/Financial Engineering or related field

Tools

NumPy

Pandas

Scikit-learn

Job description

Design, implement, and optimize systematic trading strategies across traditional asset classes

Build robust mathematical models to identify market inefficiencies and predictive signals

Clean, process, and analyze large datasets, including market data, alternative data, and fundamental indicators, to extract actionable insights

Conduct rigorous backtesting of strategies, accounting for slippage, transaction costs, and market impact

Develop risk frameworks and portfolio construction techniques to ensure optimal capital allocation and drawdown protection

Work closely with Developers and Traders to transition strategies from the research environment into production

Qualifications

Advanced degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Financial Engineering, or a related field.

Expert-level proficiency in Python, particularly the PyData stack (NumPy, Pandas, Scikit-learn), and C++.

At least 3 years of experience in systematic trading or quantitative research, with a focus on traditional asset classes.

Deep understanding of probability, linear algebra, and time-series analysis.

Professional experience working within Unix/Linux ecosystems.

Language: Professional fluency in English; Intermediate proficiency in Korean.

Discretionary bonus eligibility

Collaborative, research-driven environment with state-of-the-art computational infrastructure

About us

Presto Research Hong Kong Limited is a specialized quantitative research initiative established in 2025 as the dedicated research and analytical engine of its parent firm, a quantitative trading firm founded in 2014. Located in Hong Kong - one of the world's leading financial centers, the company develops data-driven quantitative analysis models, algorithmic decision-making tools, and automated trading systems designed to navigate today's complex global markets.