39 Quantitative Analysis jobs in Hong Kong

Company Description
Founded in 1908, Bank of Communications Co., Ltd. (Stock Code: 3328) is one of the oldest banks in China, and also acted as one of the country's banknote-issuing institutions. The bank was listed on the Stock Exchange of Hong Kong Limited and the Shanghai Stock Exchange in June 2005 and May 2007 respectively. At present, apart from Tibet, BOCOM comprises 30 provincial branches across provinces, municipalities and autonomous regions, plus a network of 2,637 operating locations in 173 cities and 112 counties nationwide. Beyond China, BOCOM has established overseas centers in Hong Kong, New York, San Francisco, Tokyo, Singapore, Seoul, Frankfurt, Macau, Ho Chi Minh City, and Sydney; one subsidiary bank in the U.K. and one representative office in Taipei. BOCOM's development strategy is to become a first class listed universal banking group focusing on international expansion and specializing in wealth management.

Job Description

• Validate and monitor IRB PD model for exposure to bank, corporate and retail.
• Implement IFRS9 PD/LGD/EAD model for impairment calculation.
• Stress testing for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan according to Bank's risk appetite.
• Degree holder or above with major in Mathematics, Statistics, Financial Engineering or related disciplines, with FRM or CFA qualification is an advantage
• Minimum 3 years' relevant experience in banking or financial sector, with extensive and intensive knowledge on Basel and credit risk models
• Analytical experience on Basel modeling (PD, LGD, EAD etc)
• In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel modelling): Logistic Regression, PCA, Scorecard development; KS- statistics; Reject inference techniques; Data sampling and time series modelling approaches.
• Strong computing and programming skill such as SAS, VBA and Matlab is a must.

Senior Analyst, Quantitative Analysis at Bank of Communications Co., Ltd. London Branch

• Validate and monitor IRB PD model for exposure to bank, corporate and retail.
• Implement IFRS9 PD/LGD/EAD model for impairment calculation.
• Stress testing for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan according to Bank’s risk appetite.

• Degree holder or above with major in Mathematics, Statistics, Financial Engineering or related disciplines, with FRM or CFA qualification is an advantage
• Minimum 3 years’ relevant experience in banking or financial sector, with extensive and intensive knowledge on Basel and credit risk models
• Analytical experience on Basel modeling (PD, LGD, EAD etc)
• In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel modelling): Logistic Regression, PCA, Scorecard development; KS- statistics; Reject inference techniques; Data sampling and time series modelling approaches.
• Strong computing and programming skill such as SAS, VBA and Matlab is a must.

• Mid-Senior level

• Full-time

• Finance

• Banking and Investment Banking

The Role
We are looking for a hands-on STRAT / forward-deployed engineer to embed with our multi strategy business. The candidate will sit on the trading floor, shipping full-stack tools that power research, risk, and execution across strategies such as index rebalance, delta-1 and

long/short equities. The role will be based in our Hong Kong office.

What You'll Do

• Automate PM/analyst processes— alpha signals, portfolio construction, real-time risk, P&L, scenario and stress analytics.
• Help build out our proprietary research, portfolio construction and risk management platform.
• Build end-to-end products: data ingestion, micro-service back-ends, and lightweight front-ends for visualization and workflow.
• Own SDLC: requirements gathering, architecture, coding, testing, deployment, and ongoing support in a fast-moving trading environment.
• Balance long-horizon platform projects with fast tactical asks; break down roadblocks and deliver incremental value quickly.
• Use our proprietary AI setup to create differentiated analytics; help extend the AI platform.
• Maintain strong stakeholder communications across technology, trading, quant research and risk.
• The minimum internship period is 6 months, and the role may be converted to a full-time position based on strong performance.

What You'll Bring
What you'll need:

• 2–3 years buy- or sell-side experience as a STRAT, quant dev, or forward-deployed engineer.
• Solid grasp of trade-lifecycle and investment management workflows; exposure to equities preferred.
• Proven coding expertise; comfortable across the stack (data wrangling, REST/GraphQL APIs, Python, simple JS/React or Dash front-ends).
• STEM Master degree or Ph.D. with strong quantitative/problem-solving skills; ML/AI experience a plus.
• Self-starter who thrives in a high-tempo setting, communicates clearly and manages stakeholders effectively.
• Willing to be based in Hong Kong (relocation support provided if needed).

Our Culture
The firm's ethos is embedded in our people. 'Talent is our strategy' is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of our people,

so putting our talent above all else is our top priority. Schonfeld strives to create an environment where our people can thrive. We foster a teamwork oriented, collaborative environment where ideas at any level are encouraged and shared. The development and advancement of our talent is honed through interactions with each other, learning & educational offerings, and through opportunities to make impactful contributions. At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. On a daily basis, our employees welcome diversity across identity, thought, people and views which serves as the foundation of our culture and success. You can learn more about our DEI initiatives here - Belonging @ Schonfeld.

Who We Are
Schonfeld Strategic Advisors is a multi-manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi-exclusive basis, across quantitative, fundamental equity and tactical trading strategies. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the value of their businesses. Over the last 30 years, Schonfeld has successfully capitalized on inefficiencies and opportunities within the equity markets. We have developed and invested heavily in proprietary technology, infrastructure and risk analytics. Our portfolio exposure has expanded across the Americas, Europe and Asia as well as multiple asset classes and products.

The Prime Financing QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to help the Prime business thrive.

As a Vice President in the Quantitative Research (QR) for Prime Synthetics business, you will identify opportunities to transform, automate and optimize our trading operations and to define and implement cutting-edge next generation analytics to support this business transformation. We cover Prime Finance and Clearing (PFS) businesses and work closely with traders to develop data-driven solutions such as algorithmic trading signals and strategies, risk models, portfolio optimization – and to combine them into automated trading processes or trading algorithms and integrate them with the whole PFS eco-system.

Communication skills and drive are critical for this role as we expect the candidate to actively engage with the business and act as a culture carrier for modern data-driven methods and business automation.

Job responsibilities:

• Work closely with Prime Synthetics Trading desks to build analytics and data-driven processes that automate and optimize risk and inventory trading quantitatively. This includes: alpha research for portfolio optimization, risk hedging and client analytics
• Build trading analytics and algorithmic trading strategies such as portfolio optimization, inventory trading strategies, risk hedging strategies for the Synthetics trading desks.
• Identify business opportunities and contribute to the entire lifecycle from idea generation to production: perform research, design prototype, implement analytics and strategies, monitor daily usage and analyze performance
• Support trading activity by investigating model and algorithm behavior (scenarios and post trade analysis, historical behavior)
• Devise hedging and trading strategies and build execution logic

Required Qualifications, Capabilities and Skills

• PhD or Master's Degree in a quantitative discipline from a top-tier institution
• Experience in systematic quantitative trading in Equity or related asset classes
• Strong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise manner
• A thorough understanding of algorithmic trading and knowledge of Delta 1 & Equity Derivatives product
• Good expertise in statistical modelling & optimization, including standard models, linear, convex & conic optimization)
• A strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas). Ability to manipulate and analyze complex, large scale, high-dimensionality data from multiple sources. Knowledge of KDB/Q expected.

Preferred Qualifications  Capabilities and Skills

• Experience with Machine Learning modelling is a plus.

Overview

Quantitative Research – Prime Finance Synthetics Desk – Vice President at JPMorganChase.

The Prime Financing QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to help the Prime business thrive. As a Vice President in Quantitative Research (QR) for the Prime Synthetics business, you will identify opportunities to transform, automate and optimize trading operations and define and implement cutting-edge analytics to support this business transformation. You will work with Prime Finance and Clearing (PFS) businesses, collaborating with traders to develop data-driven solutions such as algorithmic trading signals and strategies, risk models, and portfolio optimization, integrating them into automated trading processes and the PFS ecosystem. Communication skills and drive are critical as you engage with the business and promote modern data-driven methods and business automation.

• Work closely with Prime Synthetics Trading desks to build analytics and data-driven processes that automate and optimize risk and inventory trading quantitatively, including alpha research for portfolio optimization, risk hedging and client analytics.
• Build trading analytics and algorithmic trading strategies such as portfolio optimization, inventory trading strategies, and risk hedging strategies for the Synthetics trading desks.
• Identify business opportunities and contribute to the entire lifecycle from idea generation to production: perform research, design prototypes, implement analytics and strategies, monitor daily usage and analyze performance.
• Support trading activity by investigating model and algorithm behavior (scenarios and post-trade analysis, historical behavior).
• Devise hedging and trading strategies and build execution logic.

• PhD or Master’s Degree in a quantitative discipline from a top-tier institution
• Experience in systematic quantitative trading in Equity or related asset classes
• Strong written and verbal communication skills, ability to convey ideas behind complex research clearly
• Thorough understanding of algorithmic trading and knowledge of Delta 1 & Equity Derivatives product
• Good expertise in statistical modelling & optimization, including standard models, linear, convex & conic optimization
• Strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas). Ability to manipulate and analyze complex, large-scale, high-dimensional data from multiple sources. Knowledge of KDB/Q expected.

• Experience with Machine Learning modelling is a plus.

J.P. Morgan is a global leader in financial services, providing strategic advice and products to corporations, governments, wealthy individuals and institutional investors. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. We are an equal opportunity employer and value diversity and inclusion. We do not discriminate on protected attributes, and we provide reasonable accommodations for applicants and employees as needed. Visit our FAQs for more information about requesting an accommodation.

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. The team serves corporations, governments and institutions in more than 100 countries.

• Mid-Senior level

• Full-time

• Finance and Sales

Referrals increase your chances of interviewing at JPMorganChase. Get notified about new Quantitative Research Specialist jobs in Hong Kong, Hong Kong SAR.

JOB DESCRIPTION

The Prime Financing QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to help the Prime business thrive.

As a Vice President in the Quantitative Research (QR) for Prime Synthetics business, you will identify opportunities to transform, automate and optimize our trading operations and to define and implement cutting-edge next generation analytics to support this business transformation. We cover Prime Finance and Clearing (PFS) businesses and work closely with traders to develop data-driven solutions such as algorithmic trading signals and strategies, risk models, portfolio optimization – and to combine them into automated trading processes or trading algorithms and integrate them with the whole PFS eco-system.

Communication skills and drive are critical for this role as we expect the candidate to actively engage with the business and act as a culture carrier for modern data-driven methods and business automation.

Job responsibilities:

• Work closely with Prime Synthetics Trading desks to build analytics and data-driven processes that automate and optimize risk and inventory trading quantitatively. This includes: alpha research for portfolio optimization, risk hedging and client analytics
• Build trading analytics and algorithmic trading strategies such as portfolio optimization, inventory trading strategies, risk hedging strategies for the Synthetics trading desks.
• Identify business opportunities and contribute to the entire lifecycle from idea generation to production: perform research, design prototype, implement analytics and strategies, monitor daily usage and analyze performance
• Support trading activity by investigating model and algorithm behavior (scenarios and post trade analysis, historical behavior)
• Devise hedging and trading strategies and build execution logic

Required Qualifications, Capabilities and Skills

• PhD or Master's Degree in a quantitative discipline from a top-tier institution
• Experience in systematic quantitative trading in Equity or related asset classes
• Strong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise manner
• A thorough understanding of algorithmic trading and knowledge of Delta 1 & Equity Derivatives product
• Good expertise in statistical modelling & optimization, including standard models, linear, convex & conic optimization)
• A strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas). Ability to manipulate and analyze complex, large scale, high-dimensionality data from multiple sources. Knowledge of KDB/Q expected.

Preferred Qualifications Capabilities and Skills

• Experience with Machine Learning modelling is a plus.

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

ABOUT THE TEAM

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

Quantitative Research – Prime Finance Synthetics Desk – Vice President at JPMorganChase.

The Prime Financing QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to help the Prime business thrive. As a Vice President in Quantitative Research (QR) for the Prime Synthetics business, you will identify opportunities to transform, automate and optimize trading operations and define and implement cutting-edge analytics to support this business transformation. You will work with Prime Finance and Clearing (PFS) businesses, collaborating with traders to develop data-driven solutions such as algorithmic trading signals and strategies, risk models, and portfolio optimization, integrating them into automated trading processes and the PFS ecosystem. Communication skills and drive are critical as you engage with the business and promote modern data-driven methods and business automation.

• Work closely with Prime Synthetics Trading desks to build analytics and data-driven processes that automate and optimize risk and inventory trading quantitatively, including alpha research for portfolio optimization, risk hedging and client analytics.
• Build trading analytics and algorithmic trading strategies such as portfolio optimization, inventory trading strategies, and risk hedging strategies for the Synthetics trading desks.
• Identify business opportunities and contribute to the entire lifecycle from idea generation to production: perform research, design prototypes, implement analytics and strategies, monitor daily usage and analyze performance.
• Support trading activity by investigating model and algorithm behavior (scenarios and post-trade analysis, historical behavior).
• Devise hedging and trading strategies and build execution logic.

• PhD or Master’s Degree in a quantitative discipline from a top-tier institution
• Experience in systematic quantitative trading in Equity or related asset classes
• Strong written and verbal communication skills, ability to convey ideas behind complex research clearly
• Thorough understanding of algorithmic trading and knowledge of Delta 1 & Equity Derivatives product
• Good expertise in statistical modelling & optimization, including standard models, linear, convex & conic optimization
• Strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas). Ability to manipulate and analyze complex, large-scale, high-dimensional data from multiple sources. Knowledge of KDB/Q expected.

• Experience with Machine Learning modelling is a plus.

J.P. Morgan is a global leader in financial services, providing strategic advice and products to corporations, governments, wealthy individuals and institutional investors. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. We are an equal opportunity employer and value diversity and inclusion. We do not discriminate on protected attributes, and we provide reasonable accommodations for applicants and employees as needed. Visit our FAQs for more information about requesting an accommodation.

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. The team serves corporations, governments and institutions in more than 100 countries.

• Mid-Senior level

• Full-time

• Finance and Sales

Referrals increase your chances of interviewing at JPMorganChase. Get notified about new Quantitative Research Specialist jobs in Hong Kong, Hong Kong SAR.

Overview

Assistant Research Manager / Senior Research Analyst (Quantitative) role at The Hong Kong Jockey Club. The Security, Integrity and Information Security Department seeks an experienced Assistant Research Manager with strong quantitative and automation skills to analyze unlicensed and under-regulated betting websites and apps, identify new reporting and disruption methods, automate activities, and continuously innovate to support stakeholders in disrupting such activity. The ideal candidate is a technologist with broad technical expertise, creative problem-solving, and excellent communication skills to explain complex topics to non-technologists.

• Analyse unlicensed and under-regulated Betting Websites/Apps using quantitative methods to identify patterns and trends
• Apply domain intelligence creatively to disrupt such channels and activities
• Extract and interpret data from sources to support monitoring and enforcement
• Present insights to assess risks and inform regulatory action
• Identify stakeholders who can help disrupt operators and build relationships with them

• Drive automation of reporting and monitoring
• Design, build, and maintain automated data collection and reporting processes using UiPath or similar tools
• Develop and manage data pipelines for timely, accurate intelligence gathering
• Create and update automated dashboards to visualize key compliance and integrity metrics
• Take ownership of processes and documentation

• Conduct specialised market research
• Apply advanced analytics, statistics, web scraping, and AI to identify trends and emerging risks in both regulated and unregulated betting markets
• Identify proxy data sources and create bespoke methodologies when data is not readily available
• Identify relationships and patterns revealing significant market activity
• Continuously explore new approaches to research markets with limited public data

• Support evidence-based policy and reporting
• Produce clear, data-driven reports with compelling visualisations for diverse stakeholders
• Translate complex findings into actionable insights and recommendations
• Present technical results to non-technical audiences in an engaging manner

• Enhance communication and research narratives
• Tailor research narratives for local, regional, and international audiences
• Support collaborative efforts to tackle unlicensed and under-regulated betting markets and communicate insights effectively

• Bachelor’s or Master’s in Computer Science, Data Science, Statistics, Economics, or related quantitative field; advanced degree and/or relevant certifications are advantages
• 3–6 years in roles requiring advanced data analysis and quantitative research
• Background in regulatory compliance, market intelligence, or related fields is an advantage
• Knowledge of sports and/or betting industries highly advantageous
• Relevant certifications or courses in data analysis and/or AI are a plus
• Proven experience developing automated data collection and reporting processes; UiPath experience is a strong advantage
• Fluent in English and Chinese
• Proficiency in programming languages (Python, R, or similar) for data analysis and automation
• Hands-on experience with UiPath or similar process automation tool
• Familiarity with domain intelligence (e.g., DNS) preferred
• Experience with web scraping and data extraction from online sources
• Experience with API integration and automated data collection
• Strong SQL skills for database querying and data manipulation
• Skills in data visualization tools (Power BI, Tableau, or similar)

The level of appointment will be commensurate with qualification and experience.

Please send your resume, complete with expected salary and job reference, by clicking the Apply Now button.

We are an equal opportunity employer. Personal data provided by job applicants will be used strictly in accordance with the Club's notice to employees and prospective employees relating to the Personal Data (Privacy) Ordinance. A copy of which will be provided immediately upon request.

Assistant Research Manager / Senior Research Analyst (Quantitative) role at The Hong Kong Jockey Club. The Security, Integrity and Information Security Department seeks an experienced Assistant Research Manager with strong quantitative and automation skills to analyze unlicensed and under-regulated betting websites and apps, identify new reporting and disruption methods, automate activities, and continuously innovate to support stakeholders in disrupting such activity. The ideal candidate is a technologist with broad technical expertise, creative problem-solving, and excellent communication skills to explain complex topics to non-technologists.

• Analyse unlicensed and under-regulated Betting Websites/Apps using quantitative methods to identify patterns and trends
• Apply domain intelligence creatively to disrupt such channels and activities
• Extract and interpret data from sources to support monitoring and enforcement
• Present insights to assess risks and inform regulatory action
• Identify stakeholders who can help disrupt operators and build relationships with them

• Drive automation of reporting and monitoring
• Design, build, and maintain automated data collection and reporting processes using UiPath or similar tools
• Develop and manage data pipelines for timely, accurate intelligence gathering
• Create and update automated dashboards to visualize key compliance and integrity metrics
• Take ownership of processes and documentation

• Conduct specialised market research
• Apply advanced analytics, statistics, web scraping, and AI to identify trends and emerging risks in both regulated and unregulated betting markets
• Identify proxy data sources and create bespoke methodologies when data is not readily available
• Identify relationships and patterns revealing significant market activity
• Continuously explore new approaches to research markets with limited public data

• Support evidence-based policy and reporting
• Produce clear, data-driven reports with compelling visualisations for diverse stakeholders
• Translate complex findings into actionable insights and recommendations
• Present technical results to non-technical audiences in an engaging manner

• Enhance communication and research narratives
• Tailor research narratives for local, regional, and international audiences
• Support collaborative efforts to tackle unlicensed and under-regulated betting markets and communicate insights effectively

• Bachelor’s or Master’s in Computer Science, Data Science, Statistics, Economics, or related quantitative field; advanced degree and/or relevant certifications are advantages
• 3–6 years in roles requiring advanced data analysis and quantitative research
• Background in regulatory compliance, market intelligence, or related fields is an advantage
• Knowledge of sports and/or betting industries highly advantageous
• Relevant certifications or courses in data analysis and/or AI are a plus
• Proven experience developing automated data collection and reporting processes; UiPath experience is a strong advantage
• Fluent in English and Chinese
• Proficiency in programming languages (Python, R, or similar) for data analysis and automation
• Hands-on experience with UiPath or similar process automation tool
• Familiarity with domain intelligence (e.g., DNS) preferred
• Experience with web scraping and data extraction from online sources
• Experience with API integration and automated data collection
• Strong SQL skills for database querying and data manipulation
• Skills in data visualization tools (Power BI, Tableau, or similar)

The level of appointment will be commensurate with qualification and experience.

Please send your resume, complete with expected salary and job reference, by clicking the Apply Now button.

We are an equal opportunity employer. Personal data provided by job applicants will be used strictly in accordance with the Club's notice to employees and prospective employees relating to the Personal Data (Privacy) Ordinance. A copy of which will be provided immediately upon request.