Systematic Quantitative Researcher - Associate/Vice President

Testing Site - JPMC; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Testing Site - JPMC is seeking a Systematic Quantitative Researcher for the APAC Central Risk Book to drive advanced analytics, automate trading workflows, and design algorithmic strategies across cash equities, futures, and ETFs. You will partner with traders to implement models and monitor performance.

The role emphasizes alpha research, statistical modeling, and deep Python expertise with NumPy and Pandas; familiarity with KDB/Q is preferred. APAC-focused collaboration and impact expected.

Qualifications

• PhD or Master’s degree in a quantitative or computer science field from a leading institution.
• Experience in systematic trading, particularly in cash equities or related asset classes.
• Excellent written and verbal communication skills, with the ability to clearly explain complex research concepts.
• Deep understanding of algorithmic trading, market making, and arbitrage strategies.
• Strong expertise in alpha research and statistical modeling.
• Advanced programming skills in Python and relevant quantitative libraries (e.g., numpy, pandas), with the ability to analyze large, complex datasets from multiple sources.
• Familiarity with KDB/Q is preferred.

Responsibilities

• Partner with the Central Risk Book desk to develop analytics and automated processes for all aspects of trading activity
• Design and implement trading strategies, including portfolio optimization, index arbitrage, statistical arbitrage, and market making for equities, futures, and ETFs
• Identify and evaluate new business opportunities, contributing to the full development lifecycle: research, prototyping, implementation, monitoring, and performance analysis
• Support trading operations by analyzing model behavior, conducting scenario and post-trade analyses, and reviewing historical performance
• Develop hedging strategies and build robust execution logic

Skills

Python

Quantitative analysis

Algorithmic trading

Statistical modeling

Alpha research

Data analysis

KDB/Q

Education

PhD or Master’s degree in a quantitative or computer science field

Tools

KDB/Q

NumPy

Pandas

Job description

Are you passionate about quantitative research and data-driven trading? Join our APAC Central Risk Book team and help transform trading processes through advanced analytics and automation. This is an exciting opportunity to collaborate with traders, design next-generation strategies, and make a real impact in the cash business unit.

As a Systematic Quantitative Researcher in the APAC Central Risk Book team, you will partner with traders to develop and implement advanced analytics, algorithmic strategies, and risk models. You will play a key role in automating trading workflows and driving business transformation through data-driven solutions. Your expertise will help shape the future of systematic trading and support the team’s growth and innovation.

Job Responsibilities

• Partner with the Central Risk Book desk to develop analytics and automated processes for all aspects of trading activity
• Design and implement trading strategies, including portfolio optimization, index arbitrage, statistical arbitrage, and market making for equities, futures, and ETFs
• Identify and evaluate new business opportunities, contributing to the full development lifecycle: research, prototyping, implementation, monitoring, and performance analysis
• Support trading operations by analyzing model behavior, conducting scenario and post-trade analyses, and reviewing historical performance
• Develop hedging strategies and build robust execution logic

Required Qualifications, Capabilities, and Skills

• PhD or Master’s degree in a quantitative or computer science field from a leading institution
• Experience in systematic trading, particularly in cash equities or related asset classes
• Excellent written and verbal communication skills, with the ability to clearly explain complex research concepts
• Deep understanding of algorithmic trading, market making, and arbitrage strategies
• Strong expertise in alpha research and statistical modeling
• Advanced programming skills in Python and relevant quantitative libraries (e.g., numpy, pandas), with the ability to analyze large, complex datasets from multiple sources
• Familiarity with KDB/Q is preferred

Preferred Qualifications, Capabilities, and Skills

• Experience in developing and integrating analytics into automated trading workflows
• Ability to work collaboratively with traders and stakeholders to drive adoption of data-driven methodologies
• Proactive approach to identifying and solving business challenges
• Strong problem-solving skills and attention to detail
• Experience with additional programming languages or quantitative tools is a plus