Quantitative Analyst (Family Office)

PeopleSearch Limited; Hong Kong; Sur place; HKD 1 100 000 - 1 700 000; Plein temps

Résumé du poste

PeopleSearch Limited is seeking a highly analytical Quantitative Analyst to join a single-family office overseeing a diversified portfolio across equities, fixed income, FX, commodities, digital assets, and alternatives. You will develop quantitative models and generate investment insights to boost portfolio performance.

You will collaborate with portfolio managers and senior management to implement data-driven research, build risk models, and maintain research infrastructure.

Qualifications

• Bachelor's degree or above in a quantitative field such as Quantitative Finance, Mathematics, Statistics, Physics, CS, Financial Engineering, Economics.
• 3-8+ years in quantitative research, systematic trading, asset management, or family offices.
• Strong programming in Python; knowledge of R, MATLAB, C++, or SQL is advantageous.

Responsabilités

• Conduct quantitative research to identify investment opportunities across markets.
• Develop, test, and implement systematic trading and investment strategies.
• Design predictive models using statistics, math, and ML techniques.

Connaissances

Python programming

Data analysis

Machine learning

Statistical modeling

Problem solving

Formation

Bachelor's degree in quantitative field

Quantitative Finance/Math/Statistics

Economics/Engineering

Outils

Bloomberg

Reuters

FactSet

Wind

Description du poste

We are seeking a highly analytical and technically skilled Quantitative Analyst to join a single-family office managing a diversified portfolio across public equities, fixed income, foreign exchange, commodities, digital assets, and alternative investments. The successful candidate will work closely with portfolio managers, investment professionals, and senior management to develop quantitative models, generate investment insights, and enhance portfolio performance through data-driven research.

Key responsibilities

Conduct quantitative research to identify investment opportunities across global markets

Develop, test, and implement systematic trading and investment strategies

Design predictive models using statistical, mathematical, and machine learning techniques

Perform factor analysis, portfolio optimization, and risk‑adjusted return analysis

Research alternative datasets and develop alpha‑generating signals

Build and maintain portfolio risk models and performance attribution frameworks

Monitor portfolio exposures, concentration risks, liquidity risks, and stress‑testing results

Analyze portfolio performance and provide actionable recommendations to investment teams

Source, clean, and analyze large financial datasets from multiple providers

Develop and maintain research infrastructure, databases, and automated reporting systems

About you

Bachelor's degree or above in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, Financial Engineering, Economics, or a related quantitative discipline

3-8+ years of relevant experience in quantitative research, systematic trading, hedge funds, asset management, proprietary trading, investment banks, or family offices

Strong programming skills in Python; knowledge of R, MATLAB, C++, or SQL is advantageous

Solid understanding of financial markets, derivatives, portfolio construction, and risk management

Experience with statistical modeling, machine learning, and data analysis techniques

Familiarity with Bloomberg, Reuters, FactSet, Wind, or similar financial data platforms

Strong analytical and problem-solving skills with the ability to interpret complex datasets

Excellent communication skills and ability to present quantitative findings to investment professionals