A leading global multi-strategy hedge fund is expanding its systematic equities platform in Hong Kong and is hiring a Quantitative Researcher into an established, well-resourced statistical arbitrage team.

The team runs intraday to mid-frequency systematic equity strategies with a core focus on Asian markets. You will join a small, high-calibre research group with direct access to the Portfolio Manager, a mature data and technology stack, and a clear path to owning meaningful P&L-driving research.

• Research, develop and deploy alpha signals for systematic equity stat arb strategies across Asian and global markets.
• Own the end-to-end research lifecycle: idea generation, data exploration, feature engineering, backtesting, validation and production deployment.
• Enhance and extend the existing signal library, with a focus on intraday and mid-frequency horizons.
• Contribute to portfolio construction, risk modelling and transaction cost / execution improvements.
• Work closely with the PM and quantitative developers in a transparent, collaborative environment.

• Master's or PhD in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Engineering or similar) from a top-tier university.
• Demonstrable buy-side experience in systematic equity statistical arbitrage, ideally at a hedge fund, multi-strategy platform or proprietary trading firm.
• Proven track record of alpha research at intraday to mid-frequency horizons.
• Strong programming ability in Python; C++ advantageous.
• Comfort working with large, messy datasets - price/volume, microstructure, fundamental, event-driven and alternative data.

• Strong preference for candidates with Asia equities experience, particularly:
  • Hong Kong / China
  • Japan
  • Taiwan
  • Korea
• Candidates with broader global equities experience (US or Europe) will also be considered where the underlying quantitative research background is strong.
• Familiarity with Asian market microstructure, corporate actions and regional trading nuances.