Quantitative Researcher, Systematic Equities (Hong Kong) (CLOSED)

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