Senior Quantitative Researcher – Monetization

• About the Role
• We are a systematic trading firm operating across global equity and futures markets. As our strategy coverage expands, we are looking for a Quantitative Researcher to join our Monetization team — the group responsible for translating alpha research into live, scalable PnL across multiple markets and frequencies. This is a high-ownership role. You will work across the full stack from signal evaluation to execution design, and have direct impact on how the firm captures edge across markets.

location： Beijing, Shanghai, Hong Kong, Singapore

What You Will Do

Design and optimize monetization frameworks that bridge alpha signals and execution across multiple global markets

Build and maintain execution systems, portfolio optimization, and impact modeling components that are robust to different market microstructures

Develop and evaluate alpha signals across intraday to multi-day horizons, with a focus on maximizing realized PnL

Identify and prioritize new market opportunities; adapt existing frameworks to new geographies and asset classes

Monitor live strategies, investigate anomalies, and conduct post-trade analysis to diagnose performance and drive continuous improvement

Work with brokers and exchanges on connectivity, order routing, and venue-specific requirements to support strategy deployment and optimization

Collaborate closely with alpha researchers and engineers to ensure strategies are production-ready and continuously improving

What We Are Looking For

5+ years of hands-on experience in a monetization, execution research, or systematic strategy role at a top-tier HFT or quantitative trading firm

Deep understanding of equity market microstructure across multiple exchanges — including order types, matching mechanics, venue-specific behavior, and how these differences shape execution decisions

Solid foundation in portfolio optimization, impact modeling, and execution cost analysis

Proficiency in C++ and/or Python; comfort with large-scale market data

Nice to Have

Direct experience with Asian equity markets (China, Korea, Taiwan, India, Japan)

Track record building strategies across multiple frequencies (intraday through multi-day)

Experience adapting a generalized strategy framework to a new market from scratch

Exposure to delta-one products including equity futures and ETFs

Education

Master’s degree or above in Computer Science, Mathematics, Statistics, Physics, or a related quantitative field; PhD preferred