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. Advance the firm's systematic research capabilities in the A-share market, with senior researchers potentially owning risk and a defined book. Candidates should have at least two years of professional quantitative research experience, a demonstrated record in systematic equity alpha research, and strong experience with Chinese equities or A-shares; buy-side experience is sought. A master's or PhD in a quantitative discipline is highly preferred, along with strong programming skills and expertise in statistics, probability, time-series analysis, and quantitative modeling.