Quant jobs / Flow Traders

Experienced Quantitative Researcher – Mid-Frequency

A research role developing intraday to few-day alpha signals and systematic strategies in APAC equities and futures. It sits in Flow Traders' quantitative research team in Hong Kong.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research alpha signals with intraday to few-day horizons
Apply ML and high-performance computing to build scalable models
Work with engineers and traders to put models into production
Improve research methods and tooling

What they ask for

Required

Master's in STEM or quantitative field (PhD preferred)
3+ years in quantitative trading
Profitable mid-frequency strategies in APAC equities or futures
Time-series modelling and portfolio construction
Order book and tick data microstructure
Stakeholder communication

Education: Master's in STEM, computer science or a related field; PhD preferred
Experience: 3+ years in quantitative trading with a mid-frequency track record
Markets: equities, futures

How to prepare

Build signals from order book and tick data with realistic costs
Study short-horizon portfolio construction and turnover control
Review time-series methods and ML for finance
Read about APAC equity and futures market structure

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Flow Traders’s site before applying: requirements, location and pay can change after we check them.

View the posting on Flow Traders’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Flow Traders and doesn’t handle applications.