Senior Quantitative Researcher - Multi-Factor Strategy

Bitfire Group Holdings Limited; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Bitfire Group Holdings Limited seeks a quantitative professional to lead R&D of multi-factor trading strategies using large-scale data. You will clean data, extract features, mine factors across price-volume and fundamental data, and build models with Python for backtesting and attribution.

You will construct portfolios, design risk constraints, manage rebalancing, and optimize costs within a risk-budget framework while monitoring live strategy performance and adjusting weights as needed.

Qualifications

• Bachelor's degree or above in mathematics, statistics, physics, computer science, or financial engineering.
• Strong mathematical foundation in probability theory, linear algebra, stochastic processes, and optimization.
• Good understanding of financial theory including asset pricing, factor models, and risk management.
• Proficient in Python for data processing, modeling, and backtesting (pandas / numpy / sklearn / PyTorch).
• Demonstrated ability to independently complete factor mining and linear/non-linear model research.
• Proficient in using AI-assisted research tools (such as Claude, Cursor, Copilot) to enhance research efficiency.
• Experience with cross-sectional strategies is preferred.

Responsibilities

• Conduct independent R&D of multi-factor strategies using large-scale data, including data cleaning and feature extraction.
• Apply linear and non-linear models for strategy modeling, backtesting, and attribution analysis.
• Construct investment portfolios based on factor model outputs and design risk constraints.
• Manage portfolio rebalancing, optimize trading costs, and perform performance attribution within a risk budget.
• Participate in daily management of multi-factor strategies in live trading.
• Track strategy performance, iterate weights, and estimate risks to ensure stability and sustainability.

Skills

Python

Backtesting

Factor mining

Education

Bachelor's degree in a quantitative field

Tools

Pandas

NumPy

scikit-learn

PyTorch

Job description

Bitfire Group Holdings Limited seeks a quantitative professional to lead R&D of multi-factor trading strategies using large-scale data. You will clean data, extract features, mine factors across price-volume and fundamental data, and build models with Python for backtesting and attribution.

You will construct portfolios, design risk constraints, manage rebalancing, and optimize costs within a risk-budget framework while monitoring live strategy performance and adjusting weights as needed.