Hybrid Quant Researcher: AI-Driven Market Analytics

Finstock, Inc.

Hong Kong

Hybrid

HKD 450,000 - 800,000

Full time

14 days+

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Job summary

Finstock, Inc. in Central, Hong Kong seeks a Quantitative Researcher to research, test, and evaluate quantitative signals, market patterns, statistical models, backtesting workflows, and risk-aware analytics for its AI-powered financial research platform.

Based in Central, Hong Kong, this full-time hybrid role collaborates with data, AI, product, and engineering teams to turn quantitative ideas into tested outputs, model diagnostics, and product-ready insights while upholding rigorous

Qualifications

2+ years of experience in quantitative research or related roles.
Strong Python proficiency for data analysis, modeling, and backtesting.
Solid understanding of statistics, time-series, regression, and quantitative finance concepts.
Experience with financial market data, APIs, and large research datasets.
Experience with Python libraries: pandas, NumPy, SciPy, statsmodels, scikit-learn, matplotlib.
Ability to design backtests and avoid common research pitfalls (overfitting, look-ahead bias, data leakage).
Strong analytical thinking and ability to communicate complex findings clearly.
Excellent written communication and emphasis on reproducible research.

Responsibilities

Research, design, and evaluate quantitative signals and statistical indicators.
Build and maintain backtesting workflows to evaluate strategies and risk-adjusted returns.
Analyze model performance with metrics like Sharpe ratio, information ratio, and drawdown.
Develop notebooks, scripts, and reproducible research documentation.
Collaborate with Data, AI, Product, and Engineering teams to translate ideas into tools and dashboards.
Ensure data quality, dataset structure, and research reliability.