We are seeking a highly skilled and entrepreneurial quantitative analyst for a newly formed quantamental trading team based in Hong Kong, with a focus on systematic equity strategies. You will lead on quantitative research including alpha signal research, portfolio optimization and portfolio construction enhancements, data gathering and analysis, model implementation, backtesting and analysis, portfolio risk and attribution analysis. You will work and support semi-systematic strategies operating in Japanese equity market.

The pod is led by a Senior Portfolio Manager with 10+ years of experience and a proven track record in alpha generation, strategy development, and risk management at top-tier firms. This is a unique opportunity to conduct quantitative research from day one, influence strategic direction, and help shape a high-performance team in a collaborative and intellectually rigorous environment.

This is a hands-on role at the intersection of technology, research, and trading - you'll collaborate directly with quantitative developers, fundamental analysts and the Senior Portfolio Manager to turn ideas into production-ready strategies.

Location

Hong Kong

Principal Responsibilities

• Alpha signal research
  • Conduct alpha signal research, design and generate mid-frequency alpha signal ideas based on various datasets including fundamental data, market data, alternative data.
  • Test and analyze ideas rigorously and turn ideas into implementable strategies.
  • Select and optimize database use for idea generation.
• Portfolio analysis and risk research
  • Collaborate with quantitative developers on portfolio optimization and portfolio construction research.
  • Conduct and analyze portfolio risk and attribution.
• Team & Collaboration
• Work closely with the Senior Portfolio Manager, fundamental analysts and quantitative developer in the team to understand strategy requirements and translate them into code.
• AI/Machine Learning capability
  • Incorporate and leverage the power of AI/ Machine Learning technologies into research.
  • Build, design and work with AI research agents for efficient research process.

Required Technical Skills

• 1st class Bachelor's or Master's degree in Mathematics, Physics, Quantitative finance, Statistics or a related quantitative field.
• Proficiency in Python, especially for scripting, research integration, and data tools.
• Solid understanding of algorithms, data structures, and multithreaded/concurrent programming.
• Strong knowledge of SQL and modern database design (e.g., column stores, time-series DBs).
• Familiarity with software engineering best practices: version control (Git), unit testing, CI/CD, logging, monitoring, etc.
• Strong troubleshooting skills across distributed systems.

Required Experience

• 1 -3 years of hands-on experience with cash strategies research and trading experience in Asian markets.
• Proven experience in:
  • Handling large-scale market data (e.g., normalization, feed handling, replay systems).
  • Understanding the market fundamentally and quantitatively.
  • Dealing with event-driven architectures.
  • Identifying and resolving performance bottlenecks, data inconsistencies, or system instability in production environments.

Highly Valued Relevant Attributes

• Excellent communication skills - able to interface directly with quantitative developers, fundamental analysts, PM and traders explain ideas and analysis.
• Demonstrated initiative and ownership: able to drive projects independently, while collaborating effectively in a team setting. High intellectual curiosity to drive oneself.
• Comfortable in fast-paced, iterative environments where priorities can shift quickly based on market conditions or research insights
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work
• Prior knowledge of Japanese market is a plus.