Lead Quantitative Researcher - Systematic US Equities

Starbridge Group

Hong Kong

In loco

HKD 900.000 - 1.300.000

Tempo pieno

47 ore fa

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Descrizione del lavoro

Starbridge, a Hong Kong-based investment firm preparing to launch its first quantamental US equities fund, seeks a senior quantitative researcher to own systematic research and report to the Chief Investment Officer. You will develop signals, build data pipelines in Python, and help integrate quantitative and fundamental insights in a small, fast-moving team.

The role requires 7–13 years in buy-side quantitative research, strong Python/SQL, time-series analysis, machine learning, and risk

Competenze

Typically 7 to 13 years of quantitative research experience in buy-side environments.
Bachelor's or higher from a leading university in a quantitative field; advanced degree preferred.
Strong statistics, time-series analysis and machine learning capabilities; hands-on with factor models, portfolio optimisation and risk analysis.
Experience developing, validating and implementing research in live portfolios.

Mansioni

Research: develop and improve systematic signals and models for US equities using statistical, econometric and ML methods.
Portfolio construction and risk: develop tools for portfolio construction, optimisation and risk accounting for costs and liquidity.
Validation: backtest and validate signals with robust, realistic testing.
Data and code: build reliable data pipelines and production-grade research code in Python, with testing and version control.
Implementation and collaboration: run and monitor models and work with the CIO and investment team to combine quantitative and fundamental views.