Quantitative Researcher

BOCI-Prudential Asset Management Ltd; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

BOCI-Prudential Asset Management Ltd in Hong Kong is seeking a Quantitative Researcher to develop, test, and implement systematic investment strategies across multi-asset portfolios.

You will collaborate with senior researchers and portfolio managers to backtest models and integrate quantitative processes into live portfolios, leveraging macro data and advanced algorithms.

Qualifications

• Bachelor’s degree or above in a quantitative field (e.g., Mathematics, Physics, Engineering, Econometrics, Statistics, Quantitative Finance, Computer Science) or related.
• Minimum 5 years of relevant work experience focusing on quantitative research or systematic strategy development in macro asset classes (FX, Interest Rates, Equity, Commodities).
• Proficiency in Python (preferred) or R for data analysis, modeling, and backtesting.
• Strong working knowledge of Bloomberg or FactSet. Experience managing and manipulating complex datasets is required.
• Solid understanding of global financial markets, macroeconomic principles, and factor investing. Knowledge of derivatives pricing, modern portfolio theory, and machine learning applications in finance is a significant plus.
• Fluent in English and Chinese (Cantonese and/or Mandarin) with the ability to explain complex quantitative concepts clearly to a non-technical audience.

Responsibilities

• Conduct in-depth research on macro fundamentals and market anomalies to ideate, develop, and rigorously backtest systematic investment strategies.
• Partner with senior researchers and portfolio managers to integrate quantitative‑driven investment processes into live portfolios, utilizing advanced models and algorithms.
• Continuously monitor the performance of existing strategies, conduct post‑mortem analysis, and refine models to adapt to evolving market regimes.
• Build and maintain portfolio analytical tools, manage large research databases, and perform advanced statistical data analyses to support the investment process.

Skills

Python

R

Machine learning

Statistics

Data analysis

Portfolio theory

English

Chinese

Education

Bachelor's degree in quantitative field

Tools

Bloomberg

FactSet

Backtesting

Job description

Our Investment Department seeking a high-caliber Quantitative Researcher to join our Research & Analytics Team. This is a hands‑on, impact‑driven role for a curious and analytical mind who thrives on the intersection of macroeconomics and data science. You will focus on developing, testing, and implementing systematic investment strategies to directly influence our multi‑asset portfolio construction and asset allocation decisions.

Responsibilities

Conduct in-depth research on macro fundamentals and market anomalies to ideate, develop, and rigorously backtest systematic investment strategies.

Partner with senior researchers and portfolio managers to integrate quantitative‑driven investment processes into live portfolios, utilizing advanced models and algorithms.

Continuously monitor the performance of existing strategies, conduct post‑mortem analysis, and refine models to adapt to evolving market regimes.

Build and maintain portfolio analytical tools, manage large research databases, and perform advanced statistical data analyses to support the investment process.

Requirements

Bachelor’s degree or above in a quantitative field (e.g., Mathematics, Physics, Engineering, Econometrics, Statistics, Quantitative Finance, Computer Science) or related.

Minimum 5 years of relevant work experience focusing on quantitative research or systematic strategy development in macro asset classes (FX, Interest Rates, Equity, Commodities).(Candidates with less experience but outstanding potential will be considered for a more junior title.)

Proficiency in Python (preferred) or R for data analysis, modeling, and backtesting.

Strong working knowledge of Bloomberg or FactSet. Experience managing and manipulating complex datasets is required.

Solid understanding of global financial markets, macroeconomic principles, and factor investing. Knowledge of derivatives pricing, modern portfolio theory, and machine learning applications in finance is a significant plus.

Fluent in English and Chinese (Cantonese and/or Mandarin) with the ability to explain complex quantitative concepts clearly to a non‑technical audience. Exceptional writing and presentation skills are essential.

A self‑motivated team player with a positive attitude, sharp attention to detail, intellectual integrity, and the ability to work both independently and collaboratively in a fast‑paced, high‑stakes environment.

Proficient in both written and spoken English and Chinese, including Cantonese and Mandarin.

We offer competitive remuneration package and comprehensive fringe benefit to the right candidates.