Quantitative Researcher - Global Futures - HFT

• *Aptic,**

a recruitment firm specialized in asset management. Since 2016, its expert, dedicated teams have supported clients and candidates across senior leadership and highly specialized roles, delivering tailored recruitment solutions to the asset management industry.

Our client, an

• *APAC Quantitative Hedge Fund with a growing global presence**

, is seeking a Senior Quantitative Researcher or Portfolio Manager to build and lead a Global Futures HFT desk from the ground up. The successful candidate will develop cutting-edge strategies and advanced models, working on initiatives that deliver direct and measurable impact on trading performance and P&L.

• *You will take full ownership of the futures trading business**

, overseeing its lifecycle from strategy development to execution and scale. This is a hands-on leadership role where you will set the strategic vision, drive alpha generation, and shape the supporting trading infrastructure. Leading a world-class team of quantitative researchers and engineers, your mandate is to build and scale a strong presence across the most liquid global futures markets in equities and commodities.

• *Responsibilities

:**

• Lead the design and management of a
• *global futures portfolio**

with full accountability for performance. It begins with meaningful seed capital, with the goal of scaling the business into a multi-billion-dollar GMV operation while maintaining strong Sharpe ratios and disciplined tail-risk management across volatile market regimes.

• Lead and shape the research agenda across both
• *high-frequency (HFT)**

and

• *mid-frequency (MFT)**

trading horizons. Oversee the development of advanced trading signals using market microstructure analysis, alternative datasets, and cross-asset relative value frameworks.

• Work closely with engineering teams to optimize the trading infrastructure. Possess a deep understanding of the critical components of high-frequency trading systems and ensure research ideas are effectively translated into robust production strategies.
• Expand trading operations across major global exchanges, including (but not limited to) CME, ICE, Eurex, and SGX, while identifying new opportunities in emerging markets.
• Recruit, mentor, and lead a high-performing team of quantitative researchers and developers. Establish rigorous research standards, disciplined backtesting practices, and a culture of continuous innovation.
• *Candidate requirements

:**

• **Minimum 5+ years of proven success**

developing or managing systematic futures strategies. Ideal candidates will have experience as a

Portfolio Manager or Senior Quantitative Researcher running a meaningful futures book at a leading

• *Tier-1 HFT firm.**
• Outstanding candidates from top-tier multi-manager platforms may also be considered, provided they demonstrate exceptional academic credentials and a strong, verifiable performance track record.*
• Strong understanding of the
• *architecture of high-frequency trading systems**

, including data ingestion, signal generation, and order execution, with the ability to identify bottlenecks and guide infrastructure optimization.

• Expertise in statistical modelling of time-series data and experience applying modern machine learning techniques within systematic trading research.
• **Advanced degree (Master’s or PhD preferred)**

in a highly quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or a related field.

• Native-level proficiency in Chinese (Mandarin) required.