Quant Researcher / Trader (Fintech)

TL;DR

Quant Researcher / Trader (Fintech): Developing transaction cost analysis frameworks and central risk book strategies with an accent on market microstructure research and liquidity dynamics. Focus on building predictive models for trading costs, optimizing execution performance, and managing risk transfer between trading desks.

Location: Hong Kong

Company

hirify.global is a financial firm focused on trading and execution strategies.

What you will do

• Develop and enhance Transaction Cost Analysis (TCA) frameworks to evaluate execution quality.
• Analyze execution performance metrics including slippage, market impact, and fill rates.
• Conduct market microstructure research using tick-level and order book data.
• Build predictive models for trading costs, short-term price dynamics, and liquidity.
• Research and support central risk book strategies, including internal crossing and inventory management.
• Create quantitative tools to support execution decision-making and risk monitoring.

Requirements

• Strong academic background in Mathematics, Statistics, Computer Science, Engineering, or Physics.
• 2-5 years of relevant working experience.
• Strong quantitative research skills with experience in statistical, econometric, or machine learning techniques.
• Proficiency in Python, KDB+/q, or Java.
• Solid understanding of market microstructure concepts and execution workflows.
• Strong communication skills for explaining quantitative findings to diverse stakeholders.

Nice to have

• Experience developing execution algorithms or market impact models.
• Familiarity with broker/venue analysis and execution benchmarking.
• Knowledge of central risk book, market making, or inventory optimization strategies.
• Prior experience in equities or electronic trading.