Research associate

Key responsibilities Design, implement, and optimize systematic trading strategies across traditional asset classes Build robust mathematical models to identify market inefficiencies and predictive signals Clean, process, and analyze large datasets, including market data, alternative data, and fundamental indicators, to extract actionable insights Conduct rigorous backtesting of strategies, accounting for slippage, transaction costs, and market impact Develop risk frameworks and portfolio construction techniques to ensure optimal capital allocation and drawdown protection Work closely with Developers and Traders to transition strategies from the research environment into production Qualifications Advanced degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Financial Engineering, or a related field. Expert-level proficiency in Python , particularly the PyData stack (NumPy, Pandas, Scikit-learn), and C++ . At least 3 years of experience in systematic trading or quantitative research, with a focus on traditional asset classes . Deep understanding of probability, linear algebra, and time-series analysis. Professional experience working within Unix/Linux ecosystems. Language: Professional fluency in English ; Intermediate proficiency in Korean . Benefits Competitive Salary Discretionary bonus eligibility Collaborative, research-driven environment with state-of-the-art computational infrastructure About us Presto Research Hong Kong Limited is a specialized quantitative research initiative established in 2025 as the dedicated research and analytical engine of its parent firm, a quantitative trading firm founded in 2014. Located in Hong Kong—one of the world's leading financial centers—the company develops data-driven quantitative analysis models, algorithmic decision-making tools, and automated trading systems designed to navigate today's complex global markets.