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4 дня назад

2027 Quantitative Researcher Graduate (DV Equities)

Формат работы
onsite
Тип работы
fulltime
Грейд
trainee
Английский
b2
Страна
US/China
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Текст:
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TL;DR
2027 Quantitative Researcher Graduate (DV Equities) (Quantitative Research/Algorithmic Trading): Analyzing market data and developing predictive signals, quantitative models, and trading strategies across multiple time horizons with an accent on statistical modeling, tree-based machine learning, and high-frequency time-series data. Focus on backtesting models, building large-scale data pipelines, and refining live strategies based on market feedback.

Location: Hong Kong

Company

hirify.global is a proprietary financial trading firm using its own capital, strategies, and risk management to provide liquidity to global markets. DV Equities operates the group's Asia-Pacific equities and futures market-making business.

What you will do

  • Analyze market data to identify patterns, inefficiencies, and predictive signals across multiple time horizons.
  • Build and backtest quantitative models using historical market data in simulation environments.
  • Apply statistical and machine learning techniques, especially tree-based methods, to improve signal quality.
  • Work with traders and researchers to convert research findings into robust trading strategies.
  • Develop and maintain data pipelines for large-scale, high-frequency, and time-series market data.
  • Monitor live strategy performance and refine models using backtest results and real-market feedback.

Requirements

  • Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field, with expected graduation by Summer 2027.
  • Strong proficiency in Python.
  • Strong foundations in mathematics, probability, and statistics.
  • Genuine interest in financial markets, algorithmic trading, and market microstructure.
  • Ability to learn quickly, solve complex problems, multitask, communicate clearly, and remain composed under pressure.
  • Experience with SQL, statistical modeling, or C++ is highly preferred.

Nice to have

  • Prior internship experience in trading, quantitative research, or data analysis.
  • Hands-on experience with high-frequency order book research or long-term signal generation through academic, internship, or independent projects.

Culture & Benefits

  • Close collaboration with senior researchers and traders.
  • Exposure to real trading decisions and live strategy performance.
  • Increasing independence in developing and iterating research prototypes.
  • Inclusive equal-opportunity workplace.

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