Position Title: Quantitative Researcher - Systematic Equities
Location: Hong Kong
Industry: Proprietary Trading / Quantitative Investment

A leading quantitative trading firm is seeking a skilled and driven Quantitative Researcher to join its systematic equities team in Hong Kong. This role focuses on the full research and development cycle of mid-frequency strategies, with a strong emphasis on Chinese equity markets. The ideal candidate will combine robust financial knowledge with advanced data science capabilities to build and optimize predictive models for live deployment.

Key Responsibilities:

• Conduct end-to-end research and development of systematic equity strategies, including idea generation, data collection, statistical analysis, and backtesting

• Apply quantitative and statistical techniques to large and diverse datasets to uncover market inefficiencies

• Design and refine predictive models for alpha generation and trading signals

• Collaborate with engineering and trading teams to implement and optimize strategies in live markets

• Stay updated on market structure developments, particularly within Asian and China A-share markets

Key Requirements

• 3+ years of experience in a quantitative research or trading role, preferably in a mid-frequency environment
• Strong programming and research skills proficiency in Python, Matlab, and SQL required
• Solid exposure to Chinese equities, statistical arbitrage, or equity index futures across Asia
• Candidates with a quantitative development background and relevant research contributions are also encouraged to apply

Interested parties please send your resume to Loretta Chan, R1876188 at .
Regrettably, only shortlisted candidates will be contacted.