Our client is a Hong Kong-based hedge fund specializing in Asian markets, with a focus on equities, convertible bonds, credit, and cross-capital structure opportunities across Greater China and broader Asia. Drawing on deep regional expertise, they pursue superior risk-adjusted returns through a blend of concentrated long-term investments in high-quality companies and opportunistic trading of mispriced securities. Their team combines rigorous fundamental analysis with quantitative techniques to drive alpha generation in dynamic and opening markets.
Role Overview
They are currently seeking a talented Quantitative Analyst to join their research team in Hong Kong. The incumbent will contribute to the development and enhancement of quantitative models, signals, and strategies that support the investment process. This role involves close collaboration with portfolio managers, traders, and researchers to analyse market data, identify trading opportunities, and improve portfolio construction and risk management.
Key Responsibilities
- Conduct quantitative research on equity, credit, convertible bond, and related markets, including statistical analysis, signal generation, and back testing of investment ideas.
- Develop, implement, and refine mathematical and machine learning models for alpha generation, pricing, risk assessment, and portfolio optimization.
- Analyse large datasets (market prices, fundamentals, alternative data) to uncover patterns, trends, and mispricings in securities.
- Support trading strategies by modelling execution, transaction costs, and market impact.
- Collaborate on cross-asset and cross-capital structure opportunities, integrating quantitative insights with fundamental views.
- Perform ad-hoc analysis and contribute to the ongoing improvement of our research infrastructure and tools.
- Present findings and recommendations to the investment team and senior management.
Requirements
- Advanced degree (Master's or PhD preferred) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related field from a top-tier university.
- Strong programming skills in Python (essential); experience with C++, R, SQL, or other languages is a plus.
- Demonstrated experience in quantitative research, modeling, or data analysis (academic projects, internships, or professional roles in finance/tech).
- Solid foundation in statistics, machine learning, probability, and optimization techniques.
- Familiarity with financial markets; prior exposure to equities, convertibles, or credit is highly advantageous but not required.
- Excellent problem-solving abilities, intellectual curiosity, and attention to detail.
- Strong communication skills to articulate complex ideas clearly.
- Ability to thrive in a collaborative, fast-paced environment.
What We Offer
- Competitive compensation package, including base salary, performance bonus, and benefits.
- Opportunity to work with a seasoned team in a dynamic Global-focused strategy.
- Professional growth in a meritocratic culture that values innovation and rigorous thinking.