Quant Researcher - Anson McCade

Anson Mccade; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Anson McCade is recruiting a Machine Learning Quantitative Researcher for its Hong Kong team. You will develop predictive features from high-frequency and alternative data, build ML research pipelines, and design ML-driven signals for cash equities and futures.

You will collaborate across researchers and developers to implement these signals in live trading. Ideal applicants hold a Master’s or PhD in a quantitative field, with 5+ years in alpha research, and strong background in tree-based

Qualifications

• Master's or PhD in a quantitative discipline (e.g., CS, statistics)
• 5+ years of alpha research experience at a leading firm
• Experience with tree-based models, deep learning, NLP/LLMs, and overfitting control
• Expert-level Python; C++ experience preferred but not required

Responsibilities

• Develop predictive features from market data and alternative data
• Build pipelines for tree-based models, deep learning, NLP
• Design ML-driven alphas for equities and futures
• Collaborate with researchers and developers to implement signals for live trading
• Apply cutting-edge ML research to novel approaches in algorithmic trading

Skills

Python

C++

Tree-based models

Deep learning

NLP

LLMs

Education

Master's or PhD in quantitative field

Job description

Location: Hong Kong, Hong Kong - China Type: Permanent

Machine Learning Quantitative Researcher - 5+ years

Anson McCade are working with a multi-strategy hedge fund with offices across New York, London, Hong Kong and Singapore. The firm is hiring Machine Learning Quantitative Researchers for an Equity/Futures team based in Hong Kong, and are targeting profiles with prior experience using Machine Learning to generate alpha in liquid markets.

Responsibilities

• Develop predictive features from HFT/intraday market data and alternative data.
• Develop research pipelines for tree-based models, deep learning, NLP and related models.
• Design ML-driven alphas for cash equities and futures.
• Collaborate with other researchers and developers to implement signals, and optimise performance in live trading.
• Use academic advancements in Machine Learning to develop and implement novel approaches to research.

Requirements

• A master's or PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc.
• 5+ years of alpha research at a leading firm.
• Experience in tree-based models, deep learning, LLMs/NLP, and a strong experience of overfitting-control.
• Expert-level Python, C++ experience is preferred but not required.