Quantitative Researcher (XA)

Who We Are:
Y-Intercept (Hong Kong) Limited is a quantitative investment management firm dedicated to delivering high-quality returns, supported by tested and proven investment strategies across various asset classes and global financial markets. We pride ourselves on and value intellectual curiosity and hard work, investing in people who are driven to learn and achieve. We are a merit-focused and talent-driven organization, characterized by compassion, respect, and modesty among our team members. We believe in maintaining a healthy and happy lifestyle in an intellectually stimulating environment.
Responsibilities:
Develop and research cross-asset strategies spanning equities, futures, rates, FX, and commodities
Study inter-market relationships, regime behaviour, and macro-driven dynamics to identify relative-value and diversification opportunities
Design signals and portfolio frameworks that manage correlation, volatility, and risk-parity effects across asset classes
Perform end-to-end quantitative research to develop, test, and implement systematic trading strategies
Analyse large financial datasets to identify robust signals and assess risk-adjusted performance
Work with trading and engineering teams to deploy, monitor, and refine strategies in production
Conduct ongoing performance analysis, diagnostics, and documentation
Required Technical Qualification, Skills, and Experience:
An Advanced Degree in Mathematics, Statistics, Physics, Engineering, Data Science or a related quantitative field is required
Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
Proficiency in programming languages such as Python, C#, Matlab, SQL
Experience as a quantitative researcher or trader, or in the data science/machine learning space, with a proven track record in the research, development, or implementation of index rebalance strategies. This includes the ability to analyze, optimize, and automate index rebalancing processes using advanced quantitative methods and programming skills
Product knowledge in equities, derivatives, fixed income, and other asset classes
Strong organisational skills, attention to detail, and excellent written and verbal communication skills
Self-motivated, disciplined, and able to operate independently as well as part of a team
Location:
Central, Hong Kong
Y-Intercept (Hong Kong) Limited is an equal opportunity employer.