Quantitative Analyst / Quantitative Researcher

Starbridge Group; Hong Kong; In loco; HKD 900.000 - 1.300.000; Tempo pieno

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.

Conoscenze

Time-series analysis

Machine learning

NLP / LLM applications

Statistical modelling

Research-to-live-portfolio

Formazione

Bachelor's degree in quantitative field

Advanced degree preferred

Strumenti

Python

SQL

Git / version control

Backtesting

Descrizione del lavoro

Starbridge is a Hong Kong-based investment firm preparing to launch its first fund, a quantamental, long-biased US equities strategy that combines proprietary systematic models with fundamental judgment. The firm is preparing its SFC Type 9 licence application.

This buy-side role takes ownership of the firm's systematic research and reports to the Chief Investment Officer, who makes final portfolio decisions.

Responsibilities

• Research: develop and improve systematic signals and models for US equities using statistical, econometric and machine learning methods.
• Portfolio construction and risk: develop portfolio construction, optimisation and risk tools that account for transaction costs and liquidity.
• Validation: backtest and validate signals using point-in-time data, robust out-of-sample testing and realistic trading costs.
• Data and code: build reliable data pipelines and maintainable research and production code in Python, using machine learning and AI tools where they add value.
• Implementation and collaboration: run and monitor the models, and work with the CIO and investment team to combine quantitative and fundamental views.

Requirements

• Typically 7 to 13 years of relevant quantitative research experience, including substantial hands‑on buy‑side experience in systematic investment strategies, preferably equities.
• Bachelor's or higher from a leading university in a quantitative field; advanced degree preferred.
• Strong statistics, time‑series analysis and machine learning; hands‑on experience with factor models, portfolio optimisation and risk analysis.
• Personally developing, validating and implementing research in live portfolios.
• Strong Python and SQL skills, with testing, version control and documentation; NLP or large language model applications a plus.
• Genuine interest in macro, industries and companies; fluent English and Chinese.
• A stable career record; based in Hong Kong or willing to relocate; a self‑starter who works well in a small team and builds for the long term.

Preferred experience

• Launching a systematic strategy or materially improving a model used in live portfolios, with clearly identifiable personal contributions.
• Equity signals over days to months; alternative data; combining systematic research with fundamental portfolio-manager input; mentoring junior researchers; macro research, options and hedging; CFA charter or progress towards it.

What we offer

Ownership of systematic research, working directly with the CIO; competitive compensation with long‑term upside linked to the firm's performance; MPF, medical insurance and annual leave per company policy; a Grade A office in Central.