I am working with a global hedge fund looking to expand their business after stellar performances in 2024. My client are looking for a Quantitative Researcher to join their team in Hong Kong. In this role, you will collaborate with experienced quants to generate alphas and develop systematic trading strategies. Hires will be given a personal risk allocation to manage, providing direct responsibility for PnL generation.

Responsibilities

• Conduct independent quantitative research to identify and develop profitable investment strategies.
• Collaborate with other quants on cutting-edge techniques to generate alphas.
• Implement models using advanced mathematical and statistical tools.
• Manage a personal risk allocation and contribute directly to PnL generation.
• Continuously test and refine strategies, optimizing for risk-adjusted returns.

Requirements

• 3-5 years of relevant experience in buyside quantitative research.
• Strong academic background, preferably with a degree in a technical subject (Mathematics, Statistics, Computer Science, Physics, etc.). A PhD is highly preferred.
• Proven ability to apply quantitative techniques to real-world financial problems.
• Experience with programming languages such as Python, C++, or similar.
• Strong understanding of financial markets, risk management, and portfolio construction.

What They Offer

• A dynamic and inclusive work culture focused on collaboration and continuous learning.
• The opportunity to directly manage risk and make a meaningful impact on the fund’s performance.
• Access to cutting-edge tools, data, and resources to support your research and growth.
• Competitive salary and performance-based incentives.

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