Quantitative Researcher

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🇹🇼 Taiwan – Remote

⏰ Full Time

🟡 Mid-level

🟠 Senior

✨ Researcher

👻 Ghost score 15%

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hermeneutic Investments

WebsiteLinkedInAll Job Openings

11 - 50 employees

💸 Finance

Finance

hermeneutic Investments is a proprietary trading firm and hedge fund that deploys research-driven discretionary and systematic trading strategies while also making strategic long-term investments. The firm emphasizes alpha generation, open debate, relentless iteration, teamwork, and a strong, hard-wired approach to risk management and opportunistic market participation. Partners bring a decade-long track record in trading and business building, and the firm positions itself for continued expansion in challenging market environments.

📋 Description

• Develop and optimize systematic trading strategies and signals across digital asset markets. • Analyze high-frequency market data, including trades, order books, derivatives data, and cross-venue market activity, to identify exploitable market structure and behavioral patterns. • Formulate research hypotheses and design statistically rigorous experiments. • Build backtesting and simulation frameworks accounting for transaction costs, market impact, latency, liquidity, and real-world trading constraints. • Research market microstructure, liquidity dynamics, price formation, execution behavior, and short-horizon alpha. • Develop quantitative models for signal generation, execution, portfolio construction, and risk management. • Evaluate existing strategies and identify opportunities to improve alpha, execution quality, and robustness. • Collaborate with engineers to translate successful research into reliable production trading systems. • Monitor live strategy performance and investigate discrepancies between research, simulation, and production results. • Improve research methodologies, datasets, tooling, and experimental standards across the quantitative research process. • Collaborate with traders, quantitative researchers, and engineers while owning individual research.

🎯 Requirements

• A degree in Mathematics, Statistics, Computer Science, Physics, Engineering, Finance, or another highly quantitative field. • Strong quantitative and statistical reasoning, with the ability to translate ambiguous market questions into testable hypotheses. • Strong programming ability, particularly in Python, with experience analyzing large datasets and building quantitative research pipelines. • Experience conducting empirical research using financial, market, or similarly noisy real-world datasets. • Strong understanding of probability, statistics, time-series analysis, and quantitative modeling. • Ability to distinguish statistically interesting results from economically meaningful and tradable opportunities. • Strong attention to research methodology, including robustness testing, avoiding look-ahead bias and overfitting, and correctly evaluating out-of-sample performance. • Intellectual curiosity and the ability to independently investigate complex problems while collaborating effectively with others. • Excellent English communication skills and the ability to clearly explain research methodology, results, limitations, and implications. • Preferred: Prior experience in quantitative trading, systematic investing, market making, or high-frequency trading. • Preferred: Experience researching market microstructure, execution, order books, transaction costs, or short-horizon price dynamics. • Preferred: Experience working with tick-level or high-frequency financial data. • Preferred: Familiarity with digital asset markets, derivatives, perpetual futures, and fragmented multi-venue market structure. • Preferred: Experience developing signals or strategies that have been deployed into live trading. • Preferred: Experience with machine learning methods applied to financial markets.