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Stat Arb Equities Quantitative Researcher

* Research, design, and implement predictive signals for global equity markets using advanced statistical, machine learning, and econometric techniques. * Perform full‑cycle strategy development: idea generation, data acquisition/cleaning, backtesting, simulation, and live deployment.

Selby Jennings - Hong Kong - Full time

Salary: Up to HKD150000 per annum

  • Research, design, and implement predictive signals for global equity markets using advanced statistical, machine learning, and econometric techniques.
  • Perform full‑cycle strategy development: idea generation, data acquisition/cleaning, backtesting, simulation, and live deployment.
  • Enhance and extend existing stat‑arb models, improving signal stability, turnover efficiency, and capacity.
  • Evaluate new datasets and alternative data sources, assessing signal viability, alpha decay, and market impact.
  • Partner closely with traders, portfolio managers, and engineers to optimise model robustness, execution efficiency, and operational reliability.
  • Continuously monitor strategy behaviour in production to ensure performance consistency, risk discipline, and compliance with fund-level constraints.
  • Contribute to core research libraries and quantitative infrastructure, improving research tooling, modelling frameworks, and performance analytics.
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