Quantitative Researcher — APAC Equities (Mid/Low Frequency), Global Systematic Hedge Fund

eFinancialCareers Ltd.; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

A global hedge fund is hiring a Quantitative Researcher in Hong Kong to develop alpha in APAC equities with mid-to-low frequency signals. You will work on a shared research and data platform, turning ideas into live capital through rigorous testing and production monitoring.

Ideal candidates have 3–5 years in quantitative equity research, a strong Python/statistics background, and experience with factor/risk models. Relocation to Hong Kong is supported for mainland applicants.

Qualifications

• 3–5 years in quantitative equity research at a hedge fund, asset manager, prop firm or sell-side QIS desk.
• Track record of alpha signals in APAC equities; Japan experience is a plus.
• Mid-to-low frequency research with daily rebalancing or slower.

Responsibilities

• Research and build cross-sectional equity signals for APAC markets with holding periods from days to weeks.
• Work with price, fundamental and alternative data, including text from company filings.
• Test ideas with robust out-of-sample validation and factor-neutral evaluation.
• Help turn validated signals into portfolios and monitor them in production.

Skills

Python

Statistics

Factor models

Risk models

Machine learning

Education

Mathematics

Statistics

Physics

Computer Science

Engineering

Financial Engineering

Job description

A global systematic hedge fund is hiring a Quantitative Researcher to generate alpha in Asia-Pacific equities, at mid-to-low frequency. You will join an investment team on a shared research and data platform. You will develop predictive equity signals from idea to live capital.What you'll doResearch and build cross-sectional equity signals for APAC markets (Japan, China, Hong Kong, Korea, Taiwan, Australia and others), with holding periods from days to weeksWork with price, fundamental and alternative data, including text from company filingsTest ideas rigorously: robust out-of-sample validation, factor-neutral evaluation, transaction-cost awarenessHelp turn validated signals into portfolios, and monitor them in productionWhat we're looking for3–5 years in quantitative equity research at a hedge fund, asset manager, prop firm or sell-side QIS deskA track record of alpha signals in APAC equities. Japan experience is a strong plusMid-to-low frequency research: daily rebalancing or slower. HFT or execution-only backgrounds are not a fit for this roleStrong Python and statistics; factor and risk models; machine learning a plusA degree in mathematics, statistics, physics, computer science, engineering or financial engineeringJapanese, Mandarin or Korean is an advantageThis is a research role. It does not suit someone already running their own book as a portfolio manager.Location: Hong Kong.Candidates based in mainland China are welcome to apply, and relocation will be supported.