Quant researcher

Expedition Funds; Hong Kong; On-site; HKD 1,000,000 - 1,400,000; Full time

Job summary

Expedition Funds seeks a PhD-level researcher to advance systematic trading ideas across global markets. You will design and backtest experiments, craft ML/DL models for alpha discovery, and own projects from hypothesis to production.

Collaborate with researchers, traders, and engineers to translate insights into robust, executable trading strategies while addressing data leakage, non-stationarity, and costs.

Qualifications

• PhD or exceptional Master's in highly quantitative disciplines.
• Outstanding academic record from a top-tier university.
• Strong foundations in probability, statistics, optimization, and linear algebra.
• Strong machine learning fundamentals with ability to conduct independent research.
• Exceptional Python and C++ programming skills with solid data structures.
• Proven alpha research results or top-tier publications.
• Ability to work independently on open-ended problems and translate ideas into measurable results.
• Prior experience in quantitative finance or market microstructure is highly preferred.

Responsibilities

• Conduct independent research on systematic trading strategies across global markets.
• Design experiments and backtests addressing overfitting and data leakage.
• Develop ML/DL models for alpha discovery and prediction.
• Take end-to-end ownership from hypothesis to strategy implementation.
• Collaborate with researchers, traders, and engineers to translate research into production strategies.

Skills

Python

C++

Machine learning

Statistics

Probability

Optimization

Linear algebra

Independent research

Open-ended problems

Education

PhD or exceptional Master's in quantitative fields

Job description

Conduct independent research on systematic trading strategies across global markets.

Develop statistical, machine learning, and deep learning models for alpha discovery and prediction.

Design rigorous experiments and backtests, addressing overfitting, data leakage, non-stationarity, and transaction costs.

Take end-to-end ownership of research projects from hypothesis generation to strategy implementation.

Collaborate with researchers, traders, and engineers to translate research ideas into production strategies.

Requirements

PhD or exceptional Master's degree in Computer Science, Mathematics, Statistics, Physics, or other highly quantitative disciplines.

Exceptional academic record from a top-tier university.

Outstanding mathematical and statistical foundations, including probability, statistics, optimization, and linear algebra.

Strong machine learning fundamentals and demonstrated ability to conduct independent research.

Exceptional Python and C++ programming skills, with strong algorithms and data structures knowledge.

Demonstrated research excellence through top-tier publications, significant original research, or proven alpha research results.

Strong ability to work independently on open-ended problems and turn research ideas into measurable results.

Prior experience in quantitative finance, systematic trading, or market microstructure is highly preferred.

Preferred Qualifications

PhD from a globally top-ranked university.

First-author publications at top-tier ML / statistics / quantitative research conferences.

Experience at a leading quantitative fund, proprietary trading firm, or top-tier AI research lab.

Demonstrated ability to develop and validate novel alpha signals.

Strong competitive background in mathematics, computer science, physics, or related fields.