Quantitative Researcher, APAC Equities

Tardis Group; Hong Kong; On-site; HKD 1,000,000 - 1,800,000; Full time

Job summary

Tardis Group seeks a Quantitative Researcher to own the full alpha research lifecycle for APAC equities. You will research predictive signals, analyze massive datasets, and deploy systematic strategies into production.

You will collaborate with engineering to transition validated research into live trading systems and monitor performance, leveraging Python or C++ and advanced statistical techniques.

Qualifications

• Advanced degree (PhD or MS) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Operations Research.
• 3–6 years of hands-on quantitative research experience focusing on systematic equities.

Responsibilities

• Alpha Research: Formulate and test high-capacity, low-to-mid frequency systematic alpha signals tailored to APAC equity markets.
• Dataset Mining: Source, clean, and analyze large-scale traditional, fundamental, and alternative datasets.
• Backtesting & Optimization: Build robust backtesting environments with out-of-sample validation and realistic costs; consider market impact models.
• Production Integration: Partner with engineering teams to productionize validated research code into live trading systems.

Skills

Quantitative analysis

Statistical modelling

Alpha signal development

Backtesting

Education

Advanced degree in Mathematics/Statistics/Physics/CS/Financial Engineering/OR

Tools

Python

C++

Job description

Seeking a high-caliber Quantitative Researcher to own the full alpha research lifecycle for APAC equities. You will research predictive signals, analyze massive datasets, and deploy systematic strategies into production.

Responsibilities

• Alpha Research: Formulate and test high-capacity, low-to-mid frequency systematic alpha signals tailored to regional equity markets.
• Dataset Mining: Source, clean, and analyze large-scale traditional, fundamental, and alternative datasets.
• Backtesting & Optimization: Build robust backtesting environments with strict out-of-sample validation, realistic transaction costs, and market impact models.
• Production Integration: Partner with engineering teams to transition validated research code into live trading systems and monitor performance.

Requirements

• Experience: 3 to 6 years of hands-on quantitative research experience focusing on systematic equities at a top-tier hedge fund, proprietary trading firm, or sell-side QIS desk.
• Education: Advanced degree (Ph.D. or Master's) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Operations Research.
• Market Knowledge: Deep familiarity with APAC equity market microstructure, liquidity constraints, and regional trading mechanics.
• Tech Stack: Advanced programming proficiency in Python (Pandas, NumPy, SciPy) and/or C++, coupled with strong statistical modeling capabilities.