Location: Hong Kong (Shanghai / Singapore considered)
About the role
A leading global hedge fund is hiring a Deep Learning Quantitative Researcher to advance systematic alpha research — from model design and large-scale training through to production.
Key responsibilities
- Identify and validate new alpha signals with deep learning / ML methods.
- Develop systematic strategies on large, complex financial datasets.
- Improve research frameworks, backtests, and portfolio-construction models.
- Evaluate robustness, capacity, and transaction costs; partner with PMs and engineers to productionise.
- Explore alternative datasets and new modelling techniques.
Requirements
- Master’s or PhD in Maths, Stats, CS, Physics, Engineering, or related.
- Strong Python; C++ or other high-performance language a plus.
- Solid stats, ML, optimisation, and time-series foundations.
- Prior HF / prop / AM / IB quant experience preferred; exceptional academic or tech backgrounds welcome.
- Collaborative research communicator.