Quantitative Researcher

$100,000 – $150,000 + Performance Related Bonuses

Location: Hong Kong Type: Permanent

My client are a global systematic hedge fund actively hiring a Quantitative Researcher based in their Hong Kong office. The team cover systematic equities trading strategies across global markets. You will have the opportunity to work closely with an experienced Portfolio Manager and leverage their expertise to enhance and expand cutting-edge trading strategies.

Key Responsibilities

• Conduct alpha research to identify and develop predictive signals for systematic equities trading.
• Analyze large, complex datasets to uncover actionable insights and enhance existing models.
• Collaborate with the portfolio management team to design, test, and implement quantitative trading strategies.
• Continuously monitor and refine strategies to adapt to evolving market conditions.

Ideal Candidate Profile

• Proven experience in generating alphas for systematic trading at a buy-side firm.
• Strong expertise in quantitative research, statistical modeling, and machine learning techniques.
• Proficiency in programming languages such as Python, R, or C++ and experience working with large datasets.
• Deep understanding of global equities markets and systematic trading strategies.
• Highly motivated, detail-oriented, and eager to collaborate with a high-caliber team.
• Strong academic background in a technical subject, ideally at PhD level.

What They Offer

• The chance to work alongside a highly successful Portfolio Manager with a strong track record in systematic equities trading.
• Access to the fund's extensive data, infrastructure, and research tools.
• Competitive compensation, including performance-linked bonuses.

Reference: AMC/RSP/NW/HKQR