Quantitative Researcher – Tier-1 HFT

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.