Quantitative Researcher – Chinese Equities | Systematic Alpha (Hong Kong/ Shanghai)

About the role

Conduct quantitative research and develop, test, and implement systematic alpha signals and trading strategies across Chinese equities, spanning intraday to multi-day horizons. Help build the firm's A-share research capabilities, with senior researchers potentially owning risk and managing a defined book. Candidates should have a strong quantitative academic background, with a master's or PhD highly preferred, and at least two years of professional quantitative research experience. The role seeks buy-side researchers with a proven record in systematic equity alpha, particularly in Chinese equities or A-shares, strong programming skills, and expertise in statistics, probability, time-series analysis, and quantitative modeling.