Quantitative Researcher

About Hytech

Hytech is a premier management consulting company with headquarters in Australia and Singapore. The firm specializes in driving digital transformation within the fintech and financial services sectors. Hytech offers end-to-end consulting services combined with middle- and back-office operational support, enabling clients to improve efficiency and adopt innovative strategies. Operating globally, Hytech's network includes offices across Australia, Singapore, Malaysia, Taiwan, the Philippines, Thailand, Morocco, Cyprus, and other locations, supported by over 2,000 professionals worldwide.

Job Overview

We are seeking a Quantitative Researcher to contribute to a dynamic, multi-asset trading desk involving cryptocurrencies, foreign exchange, indices, and derivatives. This role sits uniquely at the confluence of trading, quantitative analysis, and data engineering. The successful candidate will play a pivotal role in crafting analytics, building backtesting frameworks, and developing systematic signals that drive dealer profit and loss (P&L), optimize hedging and market-making strategies, and improve flow classification.

Primary Responsibilities

• Design and conduct backtesting for trading strategies, hedging approaches, and risk management, assessing their impact on P&L, capital efficiency, and risk parameters.
• Create and verify models utilized for client segmentation, assessing flow toxicity, and generating market-making signals utilizing both rule-based and machine learning techniques.
• Develop interactive dashboards and tactical decision-making tools for traders and risk managers, including monitoring open positions and supporting "what-if" scenario analyses.
• Analyze spot and derivative product flows across various asset classes such as crypto, FX, indices, and structured products.
• Collaborate closely with traders, dealers, risk teams, and data experts to translate market requirements into robust quantitative models and actionable analytic tools.

Candidate Requirements

• Experience in systematic or algorithmic trading, market-making, or quantitative roles directly related to trading desks.
• Exposure to the cryptocurrency space is advantageous but not mandatory. Backgrounds in FX, futures, or equities markets are also welcomed.
• Strong proficiency in Python programming, with additional skills in SQL; familiarity with Spark or equivalent big data technologies is a plus.
• Hands-on experience with backtesting frameworks, time series analysis, statistical methods, and P&L/risk analytics.
• Experience building tools or dashboards tailored to traders and dealers.
• Understanding of flow analysis, market-making mechanisms, or trade surveillance practices.

Benefits and Opportunities

• Work exposure across a range of asset classes, including both cryptocurrencies and traditional financial markets.
• Direct involvement in quantitative research that significantly influences trading profitability and decision-making.
• Opportunity to work within a nimble, innovative team with accountability over core quantitative infrastructure.
• Chance to expand knowledge of new markets and technologies conducive to career growth in quantitative finance.