Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

• Your core objective is to create high quality predictive signals
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities
• Share and discuss research results, methodology, data sets and processes with other researchers
• Implement the signals and the relevant datasets within the global execution platform
• Monitor signal behaviour and model performance over time
• You would lead the full strategy research cycle from signal generation to implementation

Your present skillset

• Direct experience as a quant researcher or trader, or in data science/machine learning space.
• Students and fresh graduate applicants will be rejected, please apply our internship/graduate positions instead.
• Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#)
• Experience in exploring large datasets across multiple time frames is a plus
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields
• Capacity to work with autonomy within a collegial and collaborative environment
• Strong capacity to communicate with technologists, data scientists and traders across the globe
• Proven track record in delivering successful systematic strategies

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance. 

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Application Timeline:

• Rolling applications, we review applications all year-round

Your future role within QRT

• Your core objective is to create high quality predictive signals.
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities.
• Share and discuss research results, methodology, data sets and processes with other researchers.
  
  

Your present skillset

• Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus.
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail.
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#).
• Experience in exploring large datasets across multiple time frames is a plus.

THE CONDITIONS FOR UNDERTAKING A V.I.E  

- Be aged at least 18 but not yet 29 : you must be 28 or below when you start your assignment, bearing in mind that a V.I.E contract always starts on the 1st of the month.

- Be French or a European citizen. 

- Be in good standing with regard to the national service obligations of your country(ies) (defence ID n°).

- Have a clean criminal record.

- Be able to devote yourself full time to your assignment : no part-time work, entrepreneurship, studies or paid activity at the same time as your V.I.E.

- Accept the letter of appointment that you sign with Business France which sets out your rights and your duties during your assignment.

To apply please submit your details below and on https://mon-vie-via.businessfrance.fr/

ABOUT CUBIST

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

JOB DESCRIPTION

Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.

DESIRABLE CANDIDATES

• MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
• 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX
• Strong analytical and quantitative skills
• Demonstrated ability to conduct independent research utilizing large data sets
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team

We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.

Job Description

This is an opportunity for students and researchers of advanced data modeling and statistical learning methods to apply these techniques to market prediction and systematic trading.

Job Responsibilities

• Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies
• Identify features and relationships useful for the predictive modeling of market dynamics

Desirable Candidates

• Undergraduate, MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
• Strong analytical and quantitative skills
• Demonstrated interest in financial markets and systematic trading
• Clear, concise, and proactive communicator
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team

The annual base salary is $120,000-$180,000 (USD) which will be prorated based on internship start and end date. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.

Flow Traders is looking for a Quantitative Researcher to join our growing trading team in Hong Kong. This is a unique opportunity to join a leading proprietary trading firm, working alongside some of the brightest minds in the industry.

A successful candidate is curious and seeks to provide their quantitative expertise to our trading desks. The ideal candidate must be an expert in mathematics and statistics, have an affinity for numbers and have strong programming experience. You should have an innate desire to generate and backtest new trading ideas, with generation of alpha and automated strategies as ultimate output goals. If you have the passion to solve and code mathematical problems, while having a direct impact on the business, then this opportunity is for you.

What you will do

• Create new trading strategies by identifying opportunities in the market through extensive research and analysis
• Collaborate with Traders and Quantitative Researchers to build, test and optimize current trading models
• Research and analyze large financial datasets to find exploitable patterns
• Design and implement complex quantitative models

What you need to succeed

• Minimum 3 years of work experience within the industry with prior experience working on mid to high frequency trading strategies
• Bachelor’s degree or higher in Econometrics, Mathematics, Physics, Statistics, Computer Science or other relevant STEM fields
• Python programming knowledge is a must, experience with other scientific programming language (e.g. MATLAB, C++, JAVA, R or similar) is beneficial 
• Strong analytical skills to easily manipulate large datasets
• Ability to reason logically, deliver under pressure and take ownership
• Competitive attitude, eager to learn, proactive and able to work in a team
• Excellent communication skills to be able to communicate complex problems in an efficient manner

Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes, and any other information identifying potential candidates, submitted to any employee at Flow Traders via-email, the Internet or directly without a valid and signed search agreement will be deemed free to contact by Flow Traders without any restrictions and no placement fee of any kind will be paid in the event the candidate is hired by Flow Traders.

Flow Traders is looking for entrepreneurial, competitive, and analytical students to join our Trading department as an Intern. What better way to find out if a career in Trading is something for you, than by experiencing it yourself as a Trading Intern!

You will get a 360-degree view of our role in the financial markets, how our Traders seize opportunities, and how they work together as a team to optimize and improve their trading desk. This Trading internship is about immersing yourself in the financial markets and experiencing trading up close. You do not need to have a financial background; we will teach you all you need to know.

Experience with a scientific programming language or excel is a definite advantage. Working closely with Traders and Quantitative Researchers, you will add value by working on real trading projects. You will solve problems, create new tools and/or design new strategies. You will test your project in a trading simulation.

What You Will Do

• Learn directly from industry leaders on the APAC Trading floor
• Participate in educational courses and trading simulations
• Design trading strategies through project-based work using quantitative modelling and trading applications
• Work through real life trading problems with our Traders and Quantitative Researchers
• Gain insight into Flow Traders’ core business
• Participate in intern activities and become a part of our “One Team” culture

Internship Duration  

• June - August or 
• December - January 
• This is a full-time paid internship and will last for 6 weeks. Based on your availability, you can join either our June - August or December - January batch.
• The internship is only open for students based in the APAC region. A similar program is offered in our Amsterdam and New York offices for students living in Europe and the US respectively.
• Flight and accommodation will be provided to all successful overseas applicants.

What You Need to Succeed

• Graduating between August 2026 and December 2027 with a Degree in Finance, Science, Technology, Engineering, Mathematics, Statistics, Economics, or related disciplines from a university in APAC 
• Experience with a scientific programming language (e.g. Python / MATLAB / R or similar)
• Competitive, innovative & creative personality with excellent mental arithmetic skills
• Capability to reason logically and deliver under pressure
• Ability to spot opportunities and the assertiveness to seize them
  
  

If you do not receive a confirmation email after you applied on our website, please contact careers.hongkong@hk.flowtraders.com.

Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes, and any other information identifying potential candidates, submitted to any employee at Flow Traders via-email, the Internet or directly without a valid and signed search agreement will be deemed the sole property of Flow Traders, and no placement fee will be paid in the event the candidate is hired by Flow Traders.

We are hiring for one of our ecosystem projects in the digital asset space.As a Quantitative Researcher for Digital Assets/Crypto, you will design, develop, and implement high-frequency trading strategies tailored to cryptocurrency markets. Collaborating with quantitative developers, traders, and data scientists, you will analyze complex datasets, identify market inefficiencies, and build predictive models to optimize trading performance. Your research will directly contribute to the firm’s profitability in the rapidly growing digital asset space.

Key Responsibilities

• Design and develop quantitative trading strategies for cryptocurrencies using statistical, machine learning, and econometric methods.
• Analyze high-frequency crypto market data, including order book dynamics, on-chain metrics, and alternative datasets, to uncover trading opportunities.
• Create predictive models for price movements, volatility, liquidity, and other crypto-specific market dynamics.
• Rigorously backtest trading strategies using historical and simulated crypto market data to assess performance and robustness.
• Work closely with quantitative developers to implement research models into production-ready code for real-time trading.
• Stay informed on cryptocurrency market trends, blockchain protocols, DeFi ecosystems, and regulatory developments to inform strategy design.
• Continuously refine models and strategies to adapt to the unique volatility and liquidity characteristics of crypto markets.
• Integrate risk controls, including wallet security and counterparty risk, into models to comply with internal and regulatory standards.
• Document research methodologies, model performance, and findings clearly for team review and audit purposes.

Qualifications

• Master’s or PhD in a quantitative field such as Mathematics, Statistics, Financial Engineering, Computer Science, Physics, or a related discipline.
• 2+ years of experience in quantitative research, ideally in cryptocurrency trading, high-frequency trading, or related financial markets.
• Demonstrated success in developing trading strategies or predictive models, preferably for digital assets.
• Advanced proficiency in Python, R, or MATLAB for data analysis and modeling.
• Familiarity with C++ or other languages for collaboration with developers is a plus.
• Expertise in statistical modeling, time-series analysis, and machine learning techniques.
• Experience with crypto-specific data (e.g., order book data, on-chain analytics, DEX/CEX APIs).
• Deep understanding of cryptocurrency markets, blockchain technology, DeFi protocols, and market microstructure (e.g., AMMs, staking, liquidity pools).
• Strong problem-solving skills with the ability to derive insights from noisy and complex datasets.
• Ability to articulate complex quantitative concepts to both technical and non-technical team members.

Bonus Skills:

• Experience with alternative data sources (e.g., social sentiment, on-chain transaction data).
• Knowledge of smart contract analysis or blockchain forensics.
• Familiarity with cloud platforms (e.g., AWS, GCP) or distributed computing for large-scale data processing.

We are hiring for one of our ecosystem projects in the digital asset space.As a Quantitative Researcher for Digital Assets/Crypto, you will design, develop, and implement high-frequency trading strategies tailored to cryptocurrency markets. Collaborating with quantitative developers, traders, and data scientists, you will analyze complex datasets, identify market inefficiencies, and build predictive models to optimize trading performance. Your research will directly contribute to the firm’s profitability in the rapidly growing digital asset space.

Key Responsibilities

• Design and develop quantitative trading strategies for cryptocurrencies using statistical, machine learning, and econometric methods.
• Analyze high-frequency crypto market data, including order book dynamics, on-chain metrics, and alternative datasets, to uncover trading opportunities.
• Create predictive models for price movements, volatility, liquidity, and other crypto-specific market dynamics.
• Rigorously backtest trading strategies using historical and simulated crypto market data to assess performance and robustness.
• Work closely with quantitative developers to implement research models into production-ready code for real-time trading.
• Stay informed on cryptocurrency market trends, blockchain protocols, DeFi ecosystems, and regulatory developments to inform strategy design.
• Continuously refine models and strategies to adapt to the unique volatility and liquidity characteristics of crypto markets.
• Integrate risk controls, including wallet security and counterparty risk, into models to comply with internal and regulatory standards.
• Document research methodologies, model performance, and findings clearly for team review and audit purposes.

Qualifications

• Master’s or PhD in a quantitative field such as Mathematics, Statistics, Financial Engineering, Computer Science, Physics, or a related discipline.
• 2+ years of experience in quantitative research, ideally in cryptocurrency trading, high-frequency trading, or related financial markets.
• Demonstrated success in developing trading strategies or predictive models, preferably for digital assets.
• Advanced proficiency in Python, R, or MATLAB for data analysis and modeling.
• Familiarity with C++ or other languages for collaboration with developers is a plus.
• Expertise in statistical modeling, time-series analysis, and machine learning techniques.
• Experience with crypto-specific data (e.g., order book data, on-chain analytics, DEX/CEX APIs).
• Deep understanding of cryptocurrency markets, blockchain technology, DeFi protocols, and market microstructure (e.g., AMMs, staking, liquidity pools).
• Strong problem-solving skills with the ability to derive insights from noisy and complex datasets.
• Ability to articulate complex quantitative concepts to both technical and non-technical team members.

Bonus Skills:

• Experience with alternative data sources (e.g., social sentiment, on-chain transaction data).
• Knowledge of smart contract analysis or blockchain forensics.
• Familiarity with cloud platforms (e.g., AWS, GCP) or distributed computing for large-scale data processing.