We are working with a leading quantitative hedge fund in China that is actively seeking a Quantitative Researcher specialising in Hong Kong equities.
The successful candidate will focus on researching, developing, and improving quantitative trading strategies for the Hong Kong equity market.
Location: Shanghai/Hong Kong
Responsibilities
- Develop and research systematic trading strategies, with a focus on Hong Kong equities markets.
- Conduct alpha research, signal mining, backtesting, and strategy optimization.
- Collaborate with traders and researchers to improve strategy performance and robustness.
Requirements
- Strong background in Mathematics, Statistics, Computer Science, Physics, or related fields.
- Familiarity with Hong Kong equity market data, trading mechanisms, and market structure.
- Strong programming skills in Python / C++.
- Solid understanding of quantitative research, statistical modeling, and time-series analysis.
- Working languare in Chinese and English.