Graduate Quant Research Jobs Hong Kong

Responsibilities

• Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons
• Build and backtest quantitative models using historical market data in a simulation environment
• Apply statistical and machine learning techniques—with an emphasis on tree-based methods—to enhance signal quality
• Collaborate closely with traders and researchers to translate research insights into robust trading strategies
• Contribute to the development and maintenance of data pipelines for large-scale, high-frequency, and time-series market data
• Iterate on research prototypes based on backtest results and team feedback, with increasing independence
• Monitor live strategy performance and refine models based on real market feedback

Requirements

• Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Economics, Computer Science, Physics, Engineering, or related), with an expected graduation by Summer 2027
• Strong proficiency in Python; experience with SQL, statistical modeling, or C++ is highly preferred
• Strong foundation in math, probability, and statistics
• Genuine interest in financial markets, algorithmic trading, and market microstructure
• Demonstrated ability to learn quickly and perform in a fast-paced, high-pressure environment
• Ability to maintain composure and communicate clearly under pressure
• Exceptional problem-solving ability and multitasking skills
• Prior internship experience in trading, quantitative research, or data analysis is a plus

Graduation requirements

Graduation year: 2027

Skills

• Python
• SQL
• statistical modeling
• C++
• mathematics
• probability
• statistics
• quantitative research