A global systematic hedge fund is hiring a Quantitative Researcher to generate alpha in Asia-Pacific equities, at mid-to-low frequency. You will join an investment team on a shared research and data platform. You will develop predictive equity signals from idea to live capital.

What you'll do

1. Research and build cross-sectional equity signals for APAC markets (Japan, China, Hong Kong, Korea, Taiwan, Australia and others), with holding periods from days to weeks
2. Work with price, fundamental and alternative data, including text from company filings
3. Test ideas rigorously: robust out-of-sample validation, factor-neutral evaluation, transaction-cost awareness
4. Help turn validated signals into portfolios, and monitor them in production

What we're looking for

1. 3–5 years in quantitative equity research at a hedge fund, asset manager, prop firm or sell-side QIS desk
2. A track record of alpha signals in APAC equities. Japan experience is a strong plus
3. Mid-to-low frequency research: daily rebalancing or slower. HFT or execution-only backgrounds are not a fit for this role
4. Strong Python and statistics; factor and risk models; machine learning a plus
5. A degree in mathematics, statistics, physics, computer science, engineering or financial engineering
6. Japanese, Mandarin or Korean is an advantage

This is a research role. It does not suit someone already running their own book as a portfolio manager.

Location: Hong Kong.

Candidates based in mainland China are welcome to apply, and relocation will be supported.