Execution Quant Researcher / trader – Global Equities / Execution/ / Global Hedge Fund / Hong Kong

A leading global hedge fund is hiring an Execution-focused Quant Researcher to join a systematic equities team trading across APAC and global markets.

This role sits at the intersection of execution research, market microstructure and trading technology. Rather than focusing primarily on alpha generation, you will improve how portfolio decisions translate into live trades—optimising execution quality, reducing transaction costs, and improving trading performance.

What We’re Looking For

1. Ideally 3-10 years of work experience
2. Background in execution research, electronic trading, systematic trading, market making or quant development
3. Strong Python and quantitative skills
4. Good understanding of equity market structure and execution
5. Comfortable working with live trading systems and large trading datasets
6. Strong problem-solving skills and ability to work independently

Experience in any of the following:

1. Transaction Cost Analysis / TCA
2. FIX
3. Low-latency trading
4. APAC equities
5. Smart order routing
6. Signal research
7. Trading infrastructure or data pipelines

Why This Role

1. Direct impact on execution quality and trading P&L
2. Strong blend of research, engineering and execution trading
3. Work closely with the PM in a high-visibility role
4. Broad ownership across both research and production trading
5. Flat, collaborative environment with limited bureaucracy
6. Opportunity to help shape the execution framework as the strategy continues to scale

This would suit someone who enjoys solving real trading problems and wants a role closer to the market than a traditional research or engineering position.

If you are interested in learning more, please reach out at [email protected] for a confidential chat.