Equities Quant Researcher: Signals for Systematic Trading

Selby Jennings; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Selby Jennings in Hong Kong is seeking a quantitative researcher to develop and implement signals for systematic equity strategies. The role focuses on data-driven signal generation, backtesting, and collaboration with PMs and engineers to advance research infrastructure.

The ideal candidate will apply rigorous statistical techniques, work with ML approaches and alternative data sources, and help monitor and improve live trading strategies and model performance.

Responsibilities

• Research, develop, and implement quantitative signals for systematic equity strategies.
• Analyze large structured and unstructured datasets to identify predictive patterns and market inefficiencies.
• Design, backtest, and evaluate alpha factors using rigorous statistical techniques.
• Conduct performance attribution and monitor live trading strategies.
• Collaborate with Portfolio Managers, Quant Developers, and Data Engineers to enhance research infrastructure and portfolio construction methodologies.
• Explore alternative datasets and machine learning techniques to improve signal generation.
• Develop tools and frameworks to streamline research and production deployment.
• Monitor strategy performance and contribute to ongoing enhancements of existing models.

Job description

Selby Jennings in Hong Kong is seeking a quantitative researcher to develop and implement signals for systematic equity strategies. The role focuses on data-driven signal generation, backtesting, and collaboration with PMs and engineers to advance research infrastructure.

The ideal candidate will apply rigorous statistical techniques, work with ML approaches and alternative data sources, and help monitor and improve live trading strategies and model performance.