Quantitative Researcher – Tier-1 HFT – APAC – Market Leading Compensation

Durlston Partners is working with a Tier-1 High-Frequency Trading (HFT) firm that is looking for a Quantitative Researcher to join their growing team in APAC.

You’ll work alongside top-tier traders and developers to design and deploy automated trading strategies. This is a research-intensive role where you’ll analyse massive datasets, identify market signals, and solve complex mathematical problems to drive profitability in Asian markets.

What You’ll Do

• Research and develop high-frequency trading strategies using statistical methods.
• Analyse large-scale market data to identify new alpha signals and patterns.
• Backtest and optimise models to ensure robustness and performance.
• Collaborate with engineers to implement strategies into the production trading environment.

What They’re Looking For

• Strong academic background in Maths, Physics, Statistics, or CompSci (PhD or Masters preferred).
• Experience in quantitative research or alpha generation (Buy-Side).
• Strong programming skills in Python or C++.
• Deep understanding of probability, stochastic calculus, or time-series analysis.

What They Offer

• Market-leading compensation with uncapped bonus potential.
• Opportunity to work in a leading financial hub (Singapore / Hong Kong / Sydney / China).
• State-of-the-art infrastructure and proprietary data access.
• Direct impact: your research directly drives the firm’s trading revenue.

If you are interested, please apply! Alternatively, feel free to reach out to david@durlstonpartners.com for a confidential discussion.