Experienced Quantitative Researcher

About the role

Flow Traders is actively searching for an Experienced Quantitative Researcher to join its dynamic trading team based in Hong Kong, marking a significant step for a candidate looking to operate at the intersection of finance and technology. In this role, you will own the end to end research lifecycle, from the initial hypothesis generation through to the final implementation and validation of trading strategies that seek an edge in competitive markets. You will be responsible for discovering latent inefficiencies across diverse asset classes by leveraging advanced statistical methods and rigorous data analysis to drive decision making. The position grants you the autonomy to design experiments, challenge existing assumptions, and iteratively improve models in a fast paced setting where results matter. You will work hand in hand with seasoned Traders and fellow researchers, integrating your findings into live trading frameworks and providing technical insights that influence execution and risk management. This is a chance to build a portfolio of high impact work that directly contributes to the firm's profitability and technological leadership in the industry. The successful hire will thrive in an environment that values intellectual curiosity, methodological precision, and the ability to translate complex ideas into robust, executable strategies. You will be expected to document your research process meticulously, ensuring that every model is transparent, reproducible, and defensible to both technical and non technical stakeholders.

Key facts

What you'll do

• Uncover novel market inefficiencies by conducting exhaustive exploratory research on historical and real time data streams.
• Construct and backtest quantitative models that are rigorously stress tested against multiple market regimes and economic scenarios.
• Evaluate the statistical robustness of existing trading signals using advanced diagnostic techniques and performance attribution analysis.
• Refine algorithmic logic by iteratively testing parameter variations and feature engineering improvements to maximize signal quality.
• Correlate disparate data sources to identify cross asset relationships that may offer predictive power for position sizing.
• Implement production grade code that integrates seamlessly with the firm's existing infrastructure and data pipelines.
• Monitor live strategy performance, diagnosing anomalies and proposing adjustments to maintain optimal risk adjusted returns.
• Collaborate with engineering teams to streamline data workflows and enhance the scalability of research pipelines.
• Translate intricate quantitative findings into concise reports that highlight actionable insights for the trading desk.
• Challenge the status quo by proposing alternative methodologies that could provide a competitive advantage over conventional approaches.

Requirements

• Bring a minimum of 3 years of professional experience focused on the development and analysis of mid to high-frequency trading strategies.
• Hold a Bachelor's degree or higher in a discipline such as Econometrics, Mathematics, Physics, Statistics, Computer Science, or another closely related STEM field.
• Demonstrate essential proficiency in Python, while showing that you can quickly adapt to other scientific languages including MATLAB, C++, JAVA, or R.
• Exhibit strong analytical capabilities that allow you to process, clean, and interpret large and complex financial datasets with accuracy.
• Apply logical reasoning to solve multifaceted problems, perform reliably under tight deadlines, and take ownership of your deliverables.
• Maintain a competitive spirit that drives continuous learning and a collaborative attitude that elevates the performance of the entire team.
• Communicate intricate quantitative concepts in a clear and structured manner to both technical peers and stakeholders with limited technical background.
• Adhere strictly to the firm's guidelines and regulatory standards, ensuring that all research activities are conducted with integrity and compliance.

Nice to have

• Hands on experience with machine learning techniques applied to financial prediction problems.
• Prior exposure to the structure and mechanics of financial markets and their various instruments.

Practical notes

• Flow Traders does not accept unsolicited resumes from staffing or search firms. All resumes and candidate information submitted without a valid signed search agreement will be considered free to contact by Flow Traders, and no placement fee will be paid if the candidate is hired.
• The role is based in Hong Kong and operates on a full time engagement basis, requiring availability during standard business hours for collaboration and urgent market events.
• Travel is generally not expected as part of the core responsibilities, though occasional domestic visits within the region may be required for team meetings or industry conferences.
• Candidates must possess the right to work in Hong Kong without sponsorship, as the firm is currently unable to provide visa sponsorship for this position.
• The posting will remain open until the position is filled, so early application is strongly encouraged to secure an interview slot.
• All technical assessments and interviews will be conducted in English, and candidates should be prepared to write code and discuss quantitative concepts live as part of the evaluation process.