Senior Quantitative Researcher – Monetization

Metabittechnologyllc; Hong Kong; On-site; HKD 1,000,000 - 1,400,000; Full time

Job summary

Metabittechnologyllc in Hong Kong is looking for a Quantitative Researcher to enhance their monetization strategies across global equity and futures markets. The role emphasizes high ownership and direct impact on capturing market edge.

Candidates should have over 5 years of experience, a strong background in portfolio optimization, and proficiency in C++ or Python. The position offers the chance to work closely with traders and engineers to improve live strategies.

Qualifications

• 5+ years of hands-on experience in a monetization or systematic strategy role.
• Deep understanding of equity market microstructure across multiple exchanges.
• Proficiency in C++ and/or Python.

Responsibilities

• Design and optimize monetization frameworks across global markets.
• Build and maintain execution systems and components for different microstructures.
• Develop and evaluate alpha signals focusing on maximizing realized PnL.

Skills

Quantitative analysis

Portfolio optimization

Impact modeling

C++ programming

Python programming

Market data analysis

Education

Master’s degree or above in Computer Science, Mathematics, Statistics, Physics

Job description

About the Role

We are a systematic trading firm operating across global equity and futures markets. As our strategy coverage expands, we are looking for a Quantitative Researcher to join our Monetization team — the group responsible for translating alpha research into live, scalable PnL across multiple markets and frequencies. This is a high-ownership role. You will work across the full stack from signal evaluation to execution design, and have direct impact on how the firm captures edge across markets.

location: Beijing, Shanghai, Hong Kong, Singapore

What You Will Do

• Design and optimize monetization frameworks that bridge alpha signals and execution across multiple global markets
• Build and maintain execution systems, portfolio optimization, and impact modeling components that are robust to different market microstructures
• Develop and evaluate alpha signals across intraday to multi-day horizons, with a focus on maximizing realized PnL
• Identify and prioritize new market opportunities; adapt existing frameworks to new geographies and asset classes
• Monitor live strategies, investigate anomalies, and conduct post-trade analysis to diagnose performance and drive continuous improvement
• Work with brokers and exchanges on connectivity, order routing, and venue-specific requirements to support strategy deployment and optimization
• Collaborate closely with alpha researchers and engineers to ensure strategies are production-ready and continuously improving

What We Are Looking For

• 5+ years of hands-on experience in a monetization, execution research, or systematic strategy role at a top-tier HFT or quantitative trading firm
• Deep understanding of equity market microstructure across multiple exchanges — including order types, matching mechanics, venue-specific behavior, and how these differences shape execution decisions
• Solid foundation in portfolio optimization, impact modeling, and execution cost analysis
• Proficiency in C++ and/or Python; comfort with large-scale market data

Nice to Have

• Direct experience with Asian equity markets (China, Korea, Taiwan, India, Japan)
• Track record building strategies across multiple frequencies (intraday through multi-day)
• Experience adapting a generalized strategy framework to a new market from scratch
• Exposure to delta-one products including equity futures and ETFs

Education

• Master’s degree or above in Computer Science, Mathematics, Statistics, Physics, or a related quantitative field; PhD preferred