$150,000 - 200,000 USD Performance Related Bonuses Onsite WORKING Location: Hong Kong, Hong Kong - China
Type: Permanent
My client is a leading global hedge fund seeking a
Quantitative Researcher to join its research team in Hong Kong. This is an opportunity for an academic researcher (ideally a postdoctoral researcher or professor) to apply cutting-edge research in a highly collaborative, intellectually rigorous investment environment.
The successful candidate will join a core research group that sits close to senior management and works across multiple trading teams globally. The team operates much like an elite academic research department within the firm: developing high-level strategic research initiatives, exploring novel methodologies, and advancing the firm's long-term quantitative capabilities.
This position is designed for individuals who remain deeply connected to academia and are motivated to act as a bridge between academic research and real-world financial applications. The firm values ongoing academic engagement, including publishing, conference participation, and collaboration with universities.
Key Responsibilities: - Conduct high-impact, original research with long-term strategic value to the firm
- Develop and evaluate new quantitative methodologies and theoretical frameworks
- Explore and integrate novel datasets, including alternative and non-traditional data sources
- Apply and advance state-of-the-art machine learning and statistical techniques
- Collaborate with trading teams on complex research initiatives
- Build and maintain academic relationships, fostering partnerships between the fund and leading research institutions
- Advise senior management on emerging trends in quantitative research and data science
Candidate Profile: - PhD in Mathematics preferred; exceptional candidates from Statistics, Physics, Computer Science, or related quantitative disciplines will also be considered
- Postdoctoral researcher or professor strongly preferred
- Demonstrated record of high-quality academic research (publications in leading journals a plus)
- Deep theoretical grounding combined with strong applied problem-solving ability
- Expertise in areas such as probability theory, statistical inference, optimization, machine learning, or high-dimensional data analysis
- Strong programming skills (e.g., Python, C++, or similar)
- Prior finance or quantitative industry experience is a strong plus
Ideal Characteristics: - Intellectually curious with a long-term research mindset
- Comfortable operating in a collaborative, interdisciplinary environment
- Motivated to translate academic insight into practical impact
- Interested in maintaining active ties to academia while engaging with industry
Why Join?: - Work within a globally respected hedge fund at the forefront of quantitative innovation
- Collaborate with world-class researchers and experienced trading teams
- Access to unique datasets and substantial computational resources
- Influence firm-wide research direction without direct risk-taking responsibilities
- Competitive compensation aligned with leading global standards