Quant Researcher – HCMC, Vietnam

Job Description: We are seeking a highly skilled Quant Researcher to design and implement advanced quantitative trading strategies. This role will be responsible for:

• Designing quantitative methods to analyze market data and trading statistics.
• Translating trading strategies into mathematical models and algorithms.
• Identifying alpha opportunities and driving profitability.
• Managing performance returns and P&L in line with KPIs.
• Building custom computational tools to explore new research ideas.
• Designing mathematical models to test, visualize, and refine trading concepts before deployment.
• Collaborating with developers to implement and enhance quantitative trading models.

Requirements:

• Excellent academic record in a quantitative field such as Physics, Mathematics, Statistics, Engineering, or Computer Science.
• Strong programming skills in C++, Rust, or Python (object-oriented or functional paradigms).
• Deep understanding of US and Vietnam markets, including stocks, futures, commodities, and/or options.
• Expertise in deep learning, machine learning, and quantitative trading.
• Proven experience developing and deploying advanced AI/ML models in competitive quant firms.
• Ability to work independently and solve complex technical problems.
• Experience building and using computational data analysis tools for research.
• Knowledge of statistical programming techniques and best practices.
• Solid foundation in financial theory, financial mathematics, or financial engineering.

Benefits:

• Salary: Negotiable, based on experience and seniority.
• 13th-month salary and KPI-based bonus.
• 12 annual leave days per year.
• Statutory insurance contributions based on base salary.

Location: Nguyen Van Huong, Thao Dien, District 2, Ho Chi Minh City, Vietnam