The appointees will work closely with a faculty team on the role of traditional and alternative data in equity markets and investments. They will be required to perform specific research tasks including but not limited to identifying stock market anomalies and testing quantitative investment strategies, and any other duties as assigned.

Applicants should have a PhD degree (for Research Associate/Post-doctoral Fellow positions) or a master’s degree (for Research Assistant positions) in economics, finance or a related discipline; be familiar with security valuation/pricing and modern portfolio theories; be able to read/present academic literature on the capital markets; have strong quantitative skills and experience in data cleansing, data manipulation, and analysis; be proficient in python programming; have a proactive and research mindset; and be able to work independently and team-oriented with good interpersonal skills. Knowledge about machine learning is a plus. (Duration: 1 year, renewable)

Salary will be commensurate with qualifications and experience. Fringe benefits including annual leave, medical and dental benefits will be provided.

Review of applications will continue until the positions are filled.

HKUST is an equal opportunities employer and is committed to our core values of inclusiveness, diversity, and respect.

(Information provided by applicants will be used for recruitment and other employment-related purposes only.)