Quantitative Researcher: Systematic Alpha Trader

Selby Jennings; Hong Kong; On-site; HKD 900,000 - 1,600,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Researcher to join its growing Asia-based investment team. The role focuses on conducting alpha research and developing systematic trading strategies across liquid markets, collaborating closely with portfolio managers, researchers and engineers.

The successful candidate will build robust research frameworks, backtesting tools and models for portfolio construction, while evaluating strategy performance, costs and robustness to market changes.

Qualifications

• Master's degree or PhD in a highly quantitative discipline.
• Strong programming skills in Python; C++ experience 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 and ability to translate research into trading strategies.
• Prior hedge fund/prop trading/asset manager experience preferred, exceptional candidates from academic or technology backgrounds considered.
• Good communication skills and ability to work effectively in a collaborative research environment.

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.

Skills

Python

C++

Statistics

Machine Learning

Time-series analysis

Quantitative research

Analytical thinking

Communication

Education

Master's degree (quantitative)

PhD (quantitative)

Tools

Python

C++

Job description

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.