Position Title: Quantitative Researcher – Systematic Equities
Location: Hong Kong
Industry: Proprietary Trading / Quantitative Investment
A leading quantitative trading firm is seeking a skilled and driven Quantitative Researcher to join its systematic equities team in Hong Kong. This role focuses on the full research and development cycle of mid-frequency strategies, with a strong emphasis on Chinese equity markets. The ideal candidate will combine robust financial knowledge with advanced data science capabilities to build and optimize predictive models for live deployment.
Key Responsibilities:
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Conduct end-to-end research and development of systematic equity strategies, including idea generation, data collection, statistical analysis, and backtesting
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Apply quantitative and statistical techniques to large and diverse datasets to uncover market inefficiencies
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Design and refine predictive models for alpha generation and trading signals
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Collaborate with engineering and trading teams to implement and optimize strategies in live markets
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Stay updated on market structure developments, particularly within Asian and China A-share markets
Key Requirements
- 3+ years of experience in a quantitative research or trading role, preferably in a mid-frequency environment
- Strong programming and research skills; proficiency in Python, Matlab, and SQL required
- Solid exposure to Chinese equities, statistical arbitrage, or equity index futures across Asia
- Candidates with a quantitative development background and relevant research contributions are also encouraged to apply
Interested parties please send your resume to Loretta Chan, R1876188 at [email protected].
Regrettably, only shortlisted candidates will be contacted.