Quantitative Researcher - Hong Kong

Schonfeld; Hong Kong; On-site; HKD 626,468 - 939,702; Full time

Job summary

Schonfeld in Hong Kong is seeking a Quantitative Researcher to collaborate in a dynamic environment. This role involves working on systematic macro trading strategies, focusing on rates and fixed-income assets. The Quantitative Researcher will contribute to building and enhancing trading environments, evaluating datasets for alpha potential, and collaborating closely with the portfolio manager.

The ideal candidate has 3–7 years of experience in systematic trading and holds a Master's or PhD in a relevant field. A mindset of continuous improvement and intellectual curiosity is essential.

Qualifications

• 3–7 years of experience in systematic trading in rates/fixed-income derivatives, bonds, or futures.
• Demonstrated ability to conduct independent alpha research and asset pricing.
• Experience with managing and running risk is beneficial.

Responsibilities

• Focus on research related to systematic macro trading strategies.
• Contribute to building and improving trading environments.
• Evaluate new datasets for alpha potential and improve trading strategies.

Skills

Systematic trading

Alpha research

Portfolio construction

Curve building

Education

Master's or PhD degree in mathematics, computer science, economics, or related discipline

Job description

The Role

The Quantitative Researcher will work directly with the portfolio manager, other quant researchers, and developers in a highly collaborative environment, gaining exposure to all aspects of the investment process, including signal generation, portfolio construction and trade execution. You will leverage our top‑notch research and trading infrastructure to develop and deploy models around alphas, execution, and risk management. The ideal candidate will be intellectually curious, love data, and have a mindset of continuous improvement.

What You’ll Do

• Focus on research related to systematic macro trading strategies, mainly on rates/fixed‑income assets.
• Contribute to building, maintenance, and continual improvement of production, trading, and execution environments.
• Evaluate new datasets for alpha potential, build analytics tools, and improve existing signals and trading strategies.
• Collaborate with the portfolio manager directly and act as a core contributor to the growing investment process.

What You’ll Bring

• 3–7 years of experience in systematic trading in rates/fixed‑income derivatives, bonds, or futures from top tier funds or banks.
• Demonstrated ability to conduct independent alpha research, portfolio construction, curve building and asset pricing.
• Master’s or PhD degree in mathematics, computer science, economics, or other related discipline.
• Experience with managing and running risk is a plus.