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About the Role
Our long standing client are seeking a highly skilled and experienced Senior Quantitative Researcher to join their algo execution team in Hong Kong. This role will enable you to contribute directly to the firm’s investment decisions and trading performance by shaping cutting-edge quantitative research strategies and models.
Key Responsibilities
- Develop and implement advanced statistical and machine learning models for financial market analysis.
- Conduct empirical research across asset classes including equities, fixed income, commodities, and FX.
- Analyze large-scale datasets to extract actionable insights and generate predictive signals.
- Collaborate closely with traders, technologists, and other researchers to translate models into production-ready strategies.
- Continuously enhance research workflows and contribute to the evolution of the firm’s quantitative infrastructure.
Qualifications & Experience
- Advanced degree (PhD or Master’s) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Engineering.
- Minimum 7 years of experience in quantitative research or quantitative trading within the financial sector.
- Strong understanding of financial instruments, market dynamics, and trading strategies.
- Proven ability to design and execute end-to-end quantitative research workflows.
Technical Skills
- Proficiency in programming languages such as Python, C++, or similar.
- Experience with data analysis libraries, numerical computing, and version control systems.
- Familiarity with high-frequency data, market microstructure, and signal generation.
- Exposure to cloud computing environments and large-scale data infrastructure is a plus.
Personal Attributes
- Strong analytical and problem-solving skills.
- Excellent communication and interpersonal abilities.
- Collaborative mindset with the ability to work effectively in a high-performing team.
- Self-motivated and capable of working independently with minimal supervision.
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