LocationHong Kong, Singapore, Hong Kong; New York, New York, United States; Singapore
Typefull-time
SenioritySenior
Experience5+ yrs
DepartmentResearch Team
Company size15+ people
First seenOct 3, 2026 · 1w ago
Verified live1d ago
At a glanceSummarised by Seekless from the posting.
Must have5
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
Master's degree or above in Computer Science, Mathematics, Statistics, Physics, or a related quantitative field
Nice to have5
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
PhD preferred
Skills
C++
Python
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