Global Futures / CTA Quant Researcher | Hong Kong
Gravitas recruits for an unnamed investment platform expanding futures research. The role develops independent alpha ideas and systematic strategies with a high-frequency emphasis.
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 futures-market signals.
- Develop systematic trading ideas.
- Investigate market-microstructure effects.
What they ask for
Required
- Mathematical foundations
- C++
- Independent research
- Alpha development
Preferred
- Futures or commodities experience
- Quantitative trading background
- Education
- No degree requirement stated.
- Experience
- One to three years of experience indicated.
- Languages and tools
- Markets
- futures, commodities
How to prepare
- Test a futures signal after costs.
- Analyse order-book changes.
- Implement a fast research prototype.
What to study
- Quantitative Research, Data and Backtesting
- Market Microstructure and Execution
- Modern C++ for Quantitative Finance
The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Gravitas Recruitment Group’s site before applying: requirements, location and pay can change after we check them.
View the posting on Gravitas Recruitment Group’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Gravitas Recruitment Group and doesn’t handle applications.