Quantitative Researcher - Hong Kong

Benefits

Parental leave

Not verified

Non-birth-parent leave

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Family-building benefits

• Fertility benefits: Not verified
• Adoption assistance: Not verified
• Surrogacy assistance: Not verified

Mental health support

Not verified

Relocation assistance

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Childcare support

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Learning budget

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Verification

Not verified checked Jun 7, 2026

Salary

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401(k) match

Reported from DOL Form 5500 industry filing (not employer-specific)

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Market context

U.S. role benchmark (BLS OEWS)

$111,944 U.S. median for this role

Projected growth (BLS Employment Projections)

+13.7% - Much faster than average

Matched to SOC 15-1252 - Data and ML aggregate by role bucket.

Source: U.S. Bureau of Labor Statistics, OEWS, May 2024 and Employment Projections, 2024-2034.

Role

Role function

Data From the posting source checked Jun 20, 2026

Seniority

Mid From the posting source checked Jun 20, 2026

Schedule

Shift type

Not verified

Weekend work

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Company

Equity

Offered From the posting source checked Jun 20, 2026

Application

Cover letter

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Assessment

Not verified

Deadline

Not stated

Where they hire

State eligibility is not yet verified.

About this role

Quantitative Researcher - Hong Kong Hong Kong, Hong Kong The Role The Quantitative Researcher will work directly with the portfolio manager, other quant researchers, and developers in a highly collaborative environment gaining exposure to all aspects of the investment process, including signal generation, portfolio construction and trade execution. You will leverage our top-notch research and trading infrastructure to develop and deploy models around alphas, execution, and risk management. The ideal candidate will be intellectually curious, love data and have a mindset of continuous improvement. What you'll do As a quantitative researcher, you will: - Focus on research related to systematic macro trading strategies, mainly on rates/fixed-income assets. - Contribute to building, maintenance, and continual improvement of production, trading, and execution. - Evaluate new datasets for alpha potential, build analytics tools, improve existing signals and trading strategies. - Collaborate with the portfolio manager directly, be a core contributor to the growing investment process. What you'll bring What you need: - 3-7 years experience in systematic trading in rates/fixed-income derivatives, bonds or futures from top tier funds or banks. - Demonstrate ability to conduct independent alpha research, portfolio construction, curve building and asset pricing. - Masters or PhD degree in mathematics, computer science, economics or other related discipline. - Experience with managing and running risk is a plus. Our culture The firm's ethos is embedded in our people. 'Talent is our strategy' is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of

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