Quant Analyst / Machine Learning Focus / Asia

Eka Finance; Hong Kong; On-site; HKD 900,000 - 1,800,000; Full time

Job summary

Eka Finance in Hong Kong is seeking an experienced Quantitative Researcher to join a high-performing systematic trading team. The role focuses on developing and deploying machine learning-driven trading signals across liquid markets and collaborating with Portfolio Managers, researchers, and engineers to scale research frameworks.

You will translate cutting-edge ideas into live trading strategies, build scalable pipelines, and stay at the forefront of ML research to contribute new directions to

Qualifications

• Master's or PhD in Computer Science, Mathematics, Statistics, or a related quantitative field from a leading university.
• 5+ years of alpha research experience in a top-tier buy-side firm or global investment bank.
• Strong ML techniques experience including tree-based models, deep learning, and NLP/LLMs with solid statistical modelling knowledge.
• Proficient in Python, with additional experience in C++ or similar languages; comfortable with distributed or hybrid compute infrastructure.
• Strong communication skills and ability to operate in a fast-paced, collaborative trading environment.

Responsibilities

• Generate predictive features from high-frequency market data and unstructured datasets for ML models.
• Build and optimise research pipelines across distributed computing environments, supporting tree-based models, deep learning, NLP/LLMs.
• Research, design, and implement systematic alpha signals across various liquid instruments.
• Partner with engineering and trading teams to productionise models, monitor live performance, and iterate based on results.
• Stay at the forefront of ML research, contributing new ideas and directions to the team.

Skills

Python

C++

ML techniques

Communication skills

Education

Master's or PhD in Computer Science/Math/Statistics or related field

Tools

Distributed computing

NLP/LLMs

Job description

We are looking to hire an experienced Quantitative Researcher to join a high-performing systematic trading team based in Hong Kong. This is a hands-on research role focused on developing and deploying machine learning-driven trading signals across liquid markets.

You will work in close collaboration with Portfolio Managers, researchers, and engineers to build scalable research frameworks and translate cutting-edge ideas into live trading strategies.

Key Responsibilities

• Generate predictive features from high-frequency market data as well as alternative and unstructured datasets for use in ML models
• Build and optimise research pipelines across distributed computing environments, supporting a range of approaches including tree-based methods, deep learning, and NLP/LLM techniques
• Research, design, and implement systematic alpha signals across equities, futures, and other liquid instruments
• Partner with engineering and trading teams to productionise models, monitor live performance, and iterate based on real-world results
• Stay at the forefront of academic and industry developments in machine learning, contributing new ideas and research directions to the team

Requirements

• Master's or PhD in Computer Science, Mathematics, Statistics, or a related quantitative field from a leading university
• 5+ years of experience in alpha research within a top-tier buy-side firm or global investment bank
• Strong experience across machine learning techniques, including tree-based models, deep learning, and NLP/LLMs, with a solid grounding in statistical modelling and overfitting control
• Proficient in Python, with additional experience in C++ or similar languages preferred; comfortable working with distributed or hybrid compute infrastructure
• Strong communication skills and the ability to operate effectively in a fast-paced, collaborative trading environment