Senior Quantitative Analyst (21323F9)

Referment; Hong Kong; Híbrido; HKD 900 000 - 1 400 000; Tempo integral

Resumo da oferta

Referment invites a Senior Quantitative Analyst to join the product team in Hong Kong. You will work on a large historical market-data lake, applying quantitative methods and Python tools to client questions and translating insights into sales material and product improvements.

You will analyze order book data with Python libraries, support client solutions, and contribute to the product roadmap while communicating findings across technical and non-technical audiences.

Qualificações

• Five years' quantitative analysis experience and an MSc in a quantitative discipline such as STEM or Economics.
• At least three years working with order book market data and familiarity with derivatives, equities or fixed income.
• Proficiency in Python with libraries such as NumPy, pandas, Polars and scikit-learn, and comfortable handling large datasets.
• Excellent spoken and written English and Mandarin; Cantonese is a plus but not required.
• Strong presentation and written communication skills and the ability to manage complex projects and tight deadlines in a multidisciplinary team.

Responsabilidades

• Analyse granular financial market and order book data using quantitative methods and Python-based tools.
• Support sales and marketing with data-driven analysis and help clients apply the product suite.
• Prototype technical solutions for external partners and clients.
• Gather client feedback and contribute ideas to the product roadmap with go-to-market and product teams.
• Document your code and methodologies for reproducibility and present findings clearly to technical and non-technical audiences.

Conhecimentos

Python

Quantitative analysis

Large data handling

Formação académica

MSc in quantitative discipline

Ferramentas

NumPy

pandas

Polars

scikit-learn

Descrição da oferta de emprego

Referment is working with a financial market data and analytics company that supplies banks, brokers, asset managers, hedge funds and exchanges with harmonised historical full-depth order book data and the analytics built on top of it. Its products - a Python research environment, a data feed and a no-code visual application - are designed to drop into clients' existing workflows, so research and trading teams can study market behaviour at the most granular level without building their own data infrastructure.

The team is now looking for a Senior Quantitative Analyst to join the product team in Hong Kong, reporting to the Head of Data Science for EMEA and APAC. This is a role that blends hands-on quantitative analysis with commercial delivery: you'll use the company's own product suite and a very large historical market-data lake to answer real client questions, then help turn those answers into sales material, prototypes and product improvements.

The Role

On a Day-to-day Basis, You Will

• analyse granular financial market and order book data using quantitative methods and Python-based tools;
• support sales and marketing with data-driven analysis, and help clients apply the product suite to their own use cases;
• prototype technical solutions for external partners and clients;
• gather client feedback and contribute ideas to the product roadmap alongside the go-to-market and product teams;
• document your code and methodologies so the work stays reproducible, and present findings clearly to both technical and non-technical audiences.

The role is open to candidates based in Hong Kong and works on a hybrid basis, with around three days a week in a Central Hong Kong office. You would be employed locally under Hong Kong employment terms, including statutory MPF.

What We're Looking For

• a minimum of five years' quantitative analysis experience and at least an MSc in a quantitative discipline, such as a STEM subject or Economics;
• at least three years working with order book market data, with strong familiarity across instruments such as derivatives, equities or fixed income;
• proficiency in Python, including libraries such as NumPy, pandas, Polars and scikit-learn, and comfort handling large datasets;
• excellent spoken and written English and Mandarin, with Cantonese preferable but not required;
• strong presentation and written communication skills, and the ability to manage complex projects and tight deadlines in a multidisciplinary team.

Desirable

Experience with other object-oriented languages, Snowflake, SQL or other database systems, cloud platforms (AWS, GCP or Azure), or time on the buy side would all strengthen an application.

This could suit…

...a quantitatively trained analyst from a trading firm, exchange, market data vendor or execution analytics background who wants a client-facing, product-shaping role rather than a purely internal research seat. If you enjoy explaining rigorous analysis to non-specialists and want your work to shape what gets built next, this one is worth a conversation.

#Referment