A leading systematic investment firm is hiring a Quantitative Researcher to research and trade Chinese commodity and financial futures. You’d also get room to grow into global futures research.

You’ll join a collaborative, research-driven team and work closely with senior quantitative researchers. Your specialist market knowledge will feed directly into strategy development. The firm offers full visa sponsorship and relocation support, so this is a rare chance for researchers in mainland China or Hong Kong to move into a top-tier London research environment.

The role

Research, design and backtest systematic strategies across onshore China futures (SHFE, DCE, ZCE, CFFEX, INE, GFEX)
Build and analyse signals from price, volume, fundamental and alternative data
Construct portfolios and manage risk with China-specific features in mind: liquidity, price limits, position limits and contract rolls
Source, clean and evaluate Chinese-language data sets and market research
Extend your research into global futures markets alongside the wider research team
Work with engineering to implement, deploy and monitor strategies

About you

2–6 years’ quantitative research experience in China futures at a hedge fund, CTA, prop trading firm or bank
Strong grasp of Chinese futures market structure, trading rules and data
Degree/Masters in mathematics, statistics, physics, computer science or engineering from a leading university
Strong Python coding skills are is required
Fluent Mandarin and excellent written and spoken English
Collaborative, intellectually curious, and keen to broaden beyond China futures
Willing to relocate to London

What’s on offer

A high-impact role shaping the firm’s China futures research
Mentoring from, and close collaboration with, senior quantitative researchers
Full visa sponsorship and a relocation package
Highly competitive compensation and benefits

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