Quantitative Researcher
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Salary analysis
Compared with the selected benchmark ("All roles in Remote - Global"), this listing's salary midpoint is about 94% lower. The offer sits below the benchmark range (€2,290–€14,470). The listed pay band (€408–€671) is tighter than the benchmark, which suggests lower salary variability. This benchmark is based on 403 comparable listings.
| Market | Lower bound (25th percentile) | Median | Upper bound (75th percentile) |
|---|---|---|---|
| All roles in Remote - Global | €2,290/per month | €6,474/per month | €14,470/per month |
| Pay in our data — not quoted in ad (Mid-Level) | €408/per month | €539/per month | €671/per month |
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. 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.
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