Quant Researcher / Trader (Fintech)

TL;DR

Quant Researcher / Trader (Fintech): Developing and optimizing execution strategies and TCA frameworks with an accent on market microstructure and central risk book optimization. Focus on building predictive models for trading costs, analyzing liquidity dynamics, and enhancing risk transfer mechanisms.

Location: Hong Kong

Company

hirify.global is a quantitative trading firm specializing in execution quality and risk book optimization.

What you will do

• Develop and enhance Transaction Cost Analysis (TCA) frameworks to evaluate execution quality across various markets and algorithms.
• Conduct market microstructure research using tick-level and order book data.
• Build predictive models for trading costs, short-term price dynamics, and execution risk.
• Research and support central risk book (CRB) strategies, including internal crossing and risk warehousing.
• Create quantitative tools and monitoring frameworks for execution decision-making and performance attribution.

Requirements

• Strong academic background in Mathematics, Statistics, Computer Science, Engineering, Physics, or Financial Engineering
• 2-5 years of relevant working experience
• Proficiency in Python, KDB+/q, Java, or other quantitative research languages.
• Deep understanding of market microstructure concepts (liquidity, spreads, order types, venue behavior).
• Strong quantitative research skills applying statistical or machine learning techniques to real-world data.
• Ability to explain complex quantitative findings to both technical and non-technical stakeholders.

Nice to have

• Experience developing execution algorithms or liquidity forecasting models.
• Knowledge of broker/venue analysis and post-trade TCA benchmarking.
• Familiarity with market making and inventory optimization strategies.
• Prior experience in electronic trading or equities markets.