Research associate
Research systematic investment strategies at Presto Research Hong Kong. The role develops predictive models and backtests while collaborating on production trading implementation.
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.
- Build models for signals and market inefficiencies.
- Clean market and alternative data for strategy research.
- Backtest costs, portfolio risks and strategy performance.
What they ask for
Required
- Python and C++
- Probability, linear algebra and time series
- Systematic research
- Unix or Linux
- English and intermediate Korean
- Education
- Advanced degree in a quantitative subject.
- Experience
- At least 3 years in quantitative research or systematic trading.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Test a predictive signal using chronological validation.
- Model slippage and market impact in a backtest.
- Build a reproducible research pipeline with portfolio-risk checks.
What to study
- Quantitative Research, Data and Backtesting
- Econometrics and Financial Time Series
- Portfolio Theory and Quantitative Investment
The 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 Presto Research Hong Kong Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on Presto Research Hong Kong Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Presto Research Hong Kong Limited and doesn’t handle applications.