$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