Quantitative Analyst

ABOUT HYTECH Hytech is a leading management consulting firm headquartered in Australia and Singapore, specialising in digital transformation for fintech and financial services organisations. We deliver end-to-end consulting services and provide robust middle- and back-office solutions that enable our clients to optimise operations, enhance efficiency, and stay ahead in a fast-evolving digital landscape. Our client portfolio includes top global trading platforms and leading crypto exchanges.

With more than 2,000 professionals worldwide, Hytech has a strong and growing international presence, with offices across Australia, Singapore, Malaysia, Taiwan, the Philippines, Thailand, Morocco, Cyprus, Dubai, and beyond.

Role Overview

We are seeking a Quantitative Trading Analyst to support CCS and algorithmic trading initiatives. This role is heavily focused on quantitative analysis, backtesting, and strategy evaluation

Responsibilities

Assist in algorithmic trading projects, focusing on coding, quantitative analysis, and model enhancement.

Conduct data analysis and quantitative research to support the development, evaluation, and refinement of trading strategies.

Perform backtesting and performance analysis of trading strategies, indicators, and patterns across different asset classes.

Apply statistical methods and machine learning techniques to identify market patterns, correlations, and risk signals.

Design and develop tentative solutions and prototypes to address team tasks, research hypotheses, and trading ideas.

Support risk management analysis, including monitoring abnormal trading behavior, strategy drawdowns, and exposure.

Continuously challenge existing methodologies and contribute new ideas to improve strategy effectiveness and system stability.

Requirements

Bachelor's or above in Physics, Computer Science, Mathematics, Engineering, Financial Engineering, Actuarial Science, or related quantitative fields.

Hands-on experience in Python-based quantitative analysis, including use of libraries such as NumPy, SciPy, Pandas, Polars, or equivalent.

Working knowledge of R, statistical modeling, regression, correlation analysis, and basic machine learning techniques.

Experience or strong exposure to quantitative analysis in risk management, trading strategy development, or financial modeling.

Familiarity with backtesting frameworks, pattern analysis, and evaluating strategy performance metrics (e.g. P&L, Sharpe Ratio, drawdowns).

Fluency in English; Mandarin proficiency is a strong advantage.

What We Offer

Competitive salary and benefits package.

Opportunity to work on algorithmic trading, quantitative research, and risk-focused projects.

Exposure to real-world trading systems, pricing models, and data-intensive environments.

Professional growth through hands-on involvement in complex fintech and financial market projects.

A collaborative, inclusive, and intellectually challenging work culture.