Quantitative Researcher - Global Trading Firm - Hong Kong

Our client, a global trading firm, is actively seeking a quantitative researcher to join their expanding team. The role:Research and develop high-frequency or medium-frequency trading signals using statistical and machine learning methods.Test trading strategies on historical market data using robust simulation frameworks.Build execution and portfolio construction models to maximize risk-adjusted returns.Analyze market microstructure, order book dynamics, and alternative datasets to find new edges.Work closely with quantitative developers and traders to move research into live production.What you offer:Advanced degree (Master's or Ph.D.) in a quantitative field like Mathematics, Physics, Computer Science, Statistics, or Quantitative Finance.At least 3+ years of relevant experience requiredStrong coding ability in Python, C++, or R.Experience handling large, noisy financial or alternative datasets.Solid foundation in probability, statistics, and linear algebra.Clear verbal and written English skills to work in a fast-paced team environment.The sell:Competitive base + bonus Work at one of the top buy side firms globally