Quantitative Researcher | Global Hedge Fund

Selby Jennings; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Researcher for its Asia investment team. The role focuses on alpha research and developing systematic trading strategies across liquid markets, in collaboration with portfolio managers, researchers and engineers.

You will conduct quantitative research on new signals, build backtesting tools, and evaluate strategy performance, robustness and costs. Strong programming skills in Python are essential, with C++ or similar experience advantageous.

Qualifications

• Master's degree or PhD in a highly quantitative discipline.
• Strong programming in Python; C++ or similar is a plus.
• Solid knowledge of statistics, ML, optimisation and time-series.
• Experience with quantitative research on financial or alternative data.

Responsibilities

• Conduct quantitative research to identify and validate new alpha signals.
• Develop systematic trading strategies using large datasets.
• Build and improve research frameworks, backtesting tools and portfolio models.
• Evaluate strategy performance, robustness, capacity and costs.
• Collaborate with portfolio managers and traders to productionize ideas.
• Monitor existing strategies and investigate performance changes.
• Explore new datasets and modelling techniques to enhance process.

Skills

Quant research

Alpha signals

Time-series analysis

Data analysis

Collaboration

Education

Master's/PhD in quantitative field

Tools

Python

C++

Backtesting

Job description

Global Hedge Fund | Shanghai / Hong Kong / Singapore

A leading global hedge fund is looking to hire a Quantitative Researcher for its growing investment team in Asia. The successful candidate will conduct alpha research and develop systematic trading strategies across liquid markets, working closely with experienced portfolio managers, researchers and engineers.

Key Responsibilities

• Conduct quantitative research to identify and validate new alpha signals.
• Develop systematic trading strategies using large and complex financial datasets.
• Build and improve research frameworks, backtesting tools and portfolio construction models.
• Evaluate strategy performance, robustness, capacity and transaction costs.
• Work closely with portfolio managers and traders to bring research ideas into production.
• Monitor existing strategies and investigate changes in performance or market behaviour.
• Explore alternative datasets and new modelling techniques to enhance the investment process.

Requirements

• Master's degree or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering or another highly quantitative discipline.
• Strong programming skills in Python; experience with C++ or another high-performance language would be advantageous.
• Solid understanding of statistics, machine learning, optimisation and time-series analysis.
• Experience conducting quantitative research using financial or alternative datasets.
• Strong analytical and problem-solving skills, with the ability to translate research into implementable trading strategies.
• Prior experience at a hedge fund, proprietary trading firm, asset manager or investment bank is preferred, although exceptional candidates from academic or technology backgrounds will also be considered.
• Good communication skills and the ability to work effectively in a collaborative research environment.