Quantitative Researcher - US Equity Alpha | Multi-Strategy Fund | HK / SG / Mainland China

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

Job summary

Selby Jennings in Hong Kong invites a talented quant researcher to join a greenfield US equity alpha initiative. You will research, build and deploy signals, spanning cross-sectional and short-to-mid horizons, with data pipelines and backtesting infrastructure.

You will work directly with the founding PM to shape the strategy, data stack and research direction, leveraging Python and a rigorous, PnL-focused mindset. Relocation support is available to HK, Singapore or Mainland China.

Qualifications

• 2+ years of quant research experience in US equities (buy-side or top-tier prop).
• Strong grounding in statistics/ML, signal design and large-scale data handling.
• Proficient in Python; rigorous, PnL-oriented mindset.
• Track record of research translating into live performance is a strong plus.

Responsibilities

• Research, build and deploy US equity alpha signals - cross-sectional / statistical, spanning short-to-mid horizons
• Own the full research cycle: idea generation, data pipeline, backtesting, and deployment into live capital
• Work directly with the founding PM to shape the strategy, data stack and research direction

Skills

US equity quant research

Python

Statistics / ML

Data handling at scale

Job description

About the platform

We're partnering with a highly successful multi-strategy fund (US$15B+ AUM) that is building out a dedicated US equity alpha capability. A proven PM has already been brought on board to stand up and lead this franchise - a rare chance to join a well-resourced platform at the ground floor of a new business line, with the backing of an established institution behind you.

What you'll do

• Research, build and deploy US equity alpha signals - cross-sectional / statistical, spanning short-to-mid horizons
• Own the full research cycle: idea generation, data pipeline, backtesting, and deployment into live capital
• Work directly with the founding PM to shape the strategy, data stack and research direction

What we're looking for

• 2+ years of quant research experience in US equities (buy-side or top-tier prop)
• Strong grounding in statistics/ML, signal design and large-scale data handling
• Proficient in Python; rigorous, PnL-oriented mindset
• Track record of research translating into live performance is a strong plus

Why this seat

Greenfield build + proven PM + a US$15B platform's capital, data and infra behind you. Based in Hong Kong, Singapore or mainland China, with relocation support.