Hong Kong / Front Office / Quantitative Research / Systematic Hedge Fund

Hong Kong / Front Office / Quantitative Research / Systematic Hedge Fund

Role overview

This opportunity sits within a well-capitalised, systematic investment firm in Hong Kong that is continuing to scale its quantitative platform. Hiring is being conducted under a single mandate, with researchers joining different teams depending on strategy alignment and experience. The core objective is to research, develop, and implement systematic trading signals with direct impact on live portfolios.

Open roles within this mandate

Quantitative Researcher – Delta One (Equities)

• Research daily to multi-day horizon signals, focusing on momentum, carry, mean-reversion, and regime-based effects.

Quantitative Researcher – Equities (Systematic)

• Research daily to multi-day horizon signals, focusing on momentum, carry, mean-reversion, and regime-based effects.

Quantitative Researcher – Intraday

• Research and develop intraday trading signals using high-frequency market data.

Quantitative Researcher – Cross-Asset

• Develop and research strategies spanning equities, futures, rates, FX, and commodities.

Profile sought

• Open across all seniority levels
• Buyside experience strongly preferred (systematic hedge fund, prop trading, or equivalent)
• Strong academic background; Master’s degree or above from a tier-one university
• Proven experience in quantitative research, trading, or applied data science/machine learning
• Stable career history – candidates with frequent short tenures will not be prioritised

Why this role

• Direct ownership of research with clear linkage to live capital
• Strong financial backing and a scalable, systematic infrastructure
• Flat, collaborative culture with very low turnover
• Long-term environment for researchers focused on building durable strategies

For a confidential discussion, please contact:

[email protected]