Deep Learning Quantitative Researcher

Global Hedge Fund | Hong Kong

A leading global hedge fund is seeking a Deep Learning Quantitative Researcher to advance its systematic alpha research. This is a high-impact role offering significant ownership across the full research lifecycle, from model development and large-scale training to production implementation.

• Develop scalable deep learning frameworks for quantitative research and signal generation
• Lead research projects from hypothesis formulation and model design through validation, attribution, and deployment
• Build robust training and inference workflows across large, complex financial datasets
• Apply rigorous out-of-sample testing, leakage controls, and benchmarking to ensure model robustness
• Partner with quantitative researchers and engineers to establish best practices for model evaluation and implementation

• Master's or PhD in Computer Science, Mathematics, Statistics, Physics, Engineering, or another quantitative discipline
• Strong experience applying deep learning to large-scale datasets, ideally within quantitative finance, systematic trading, or a leading technology environment
• Excellent Python programming skills and hands-on experience with PyTorch, TensorFlow, or similar frameworks
• Solid foundations in machine learning, statistics, optimization, and experimental design
• Experience with distributed or multi-GPU training, mixed precision, and model-performance optimization
• Familiarity with modern architectures such as transformers, ensemble methods, and generative models
• Exposure to C++, CUDA, experiment-tracking tools, or high-performance data pipelines would be advantageous