$1,200,000-1,500,000 HKD

Discretionary end of year bonus

Onsite WORKING

Location: Hong Kong, Hong Kong - China Type: Permanent

Fundamental/Alt Data Quant Researcher - Index Arbitrage - Hong Kong

Anson McCade are working with a multi-strategy hedge fund with offices across New York, London, Hong Kong and Singapore. The firm is looking to hire a Quantitative Researcher with 2-3 years of experience using fundamental or alternative data for equity/index arbitrage research.

Responsibilities:

• Cleaning and preparing fundamental or alternative datasets for analysis
• Researching factors from fundamental or alternative data
• Building and backtesting models to predict equity index returns
• Maintain backtesting frameworks, performing robustness checks, running portfolio analysis

Requirements:

• Strong skills in Python or R
• Extensive use of financial time series analysis and experience backtesting strategies
• Experience with SQL or similar, experience with version control
• Experience with LLMs is preferred