Senior Quantitative
Researcher

Quantomatic is a proprietary trading firm with a small, experienced team. We trade our own capital across statistical arbitrage, market making, trend and momentum, relative value and carry, and volatility strategies.

You will develop research within your area of expertise and contribute to the wider portfolio. The role combines independent investigation with close work alongside researchers and engineers on implementation, execution and ongoing performance.

• Develop hypotheses grounded in market behaviour and turn them into testable signals and trading rules.
• Build and examine datasets, features and models, paying close attention to timestamps, data quality and what was available at each decision point.
• Design out-of-sample tests that address leakage, selection bias and sensitivity to modelling choices.
• Assess transaction costs, turnover, liquidity, capacity and portfolio exposures alongside predictive performance.
• Work with engineering to bring research into production, then investigate differences between simulated and live results.
• Improve shared research methods and give clear, constructive reviews of other researchers' work.

• Substantial experience researching systematic strategies, with evidence of your contribution to models used in live trading.
• A strong command of probability, statistics, time-series analysis and the limits of inference from noisy financial data.
• Strong Python skills and the ability to write research code that others can inspect, reproduce and maintain.
• Practical understanding of market microstructure, execution costs and the risks relevant to your strategies.
• Independent judgement, clear communication and a willingness to revise an idea when the evidence changes.

This role can be based remotely or in our Bangkok office. You will work directly with colleagues across research and engineering, with responsibility for both the quality of the research and its practical use in trading.