A well-established international asset management firm which is one of the major institutional investors in the global financial markets and one of the biggest funds by AUM in Hong Kong. We invest in a wide range of products with an international dimension. We are now looking for high caliber candidates who would like to share our commitment and professional values. We offer competitive remuneration package and a commitment to training and continual professional development.

Key Responsibilities

1. Build and maintain research infrastructure and production-grade data pipelines;
2. Research and develop alpha signals in equity markets, with market, fundamental, alternative, and unstructured data.

Required Qualifications

1. Bachelor's degree in a quantitative or business discipline; a Master's in Finance, Financial Engineering, Mathematics, Statistics, Computer Science, or a related field is preferred;
2. Strong programming skills;
3. At least 3 years’ experience with systematic/quantitative equity research;
4. Strong analytical rigor, attention to detail, and the ability to communicate research clearly;
5. Applied AI / machine learning experience relevant to systematic trading is highly preferred.

We offer an attractive remuneration with excellent opportunities to the right candidate. Interested parties please apply with detailed resume. (All personal information received will be kept in strictly confidential and only for recruitment purpose only.)