| Company | Global Hedge Fund |
| Company Info | Global Hedge Fund in a well established HK office. |
| Job Title | Quantitative Alpha Researcher – Asia Systematic Equities |
| Job Short Desc | Join a high-performing quant team driving systematic equity alpha with cutting-edge research, global datasets, and deep Asian market insight. Shape models, optimize portfolios, and support live trading impactfully. |
| Salary | Variable based on experience |
| Locations | APAC - Hong Kong (China) |
| Visa | Y |
| Job Summary | This role offers the opportunity to work closely with a senior portfolio manager to generate, research, and implement systematic equity signals with an emphasis on Asian markets. You will explore diverse datasets, develop robust predictive models, refine portfolio optimization, and perform risk and performance attribution. The position also involves supporting live equity and futures trading operations across Asia. It requires strong quantitative research skills, deep programming capability in Python, and an understanding of the nuances within Asian equity markets, including market microstructure and trading constraints. |
| Criteria | | Build predictive models from global data | | Optimize and analyze Asia equity portfolios | | Develop production-ready Python research tools |
|
| Apply | Apply |