Quantitative Researcher, Systematic Equities (Hong Kong)

Hong Kong   9th June 2025

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:

  • Conduct end-to-end research and development of systematic equity strategies, including idea generation, data collection, statistical analysis, and backtesting

  • Apply quantitative and statistical techniques to large and diverse datasets to uncover market inefficiencies

  • Design and refine predictive models for alpha generation and trading signals

  • Collaborate with engineering and trading teams to implement and optimize strategies in live markets

  • 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.

EA License Number: 20C0180 | Amethyst Partners | [email protected]