70 Quantitative Analyst jobs in Hong Kong

Overview

ActusRayPartners is a fast-growing emerging asset management company based in Hong Kong. Founded in 2019, the investment manager applies a Discretionary Probabilistic Investing process to alternative strategies. The investment process is built upon a quantitative framework on which the company overlays a discretionary strategy across hundreds of positions. We have a collaboration agreement with Sun Hung Kai & Co. Limited (SEHK:86), a listed financial services company. ActusRayPartners aims for the best in terms of consistent risk-adjusted performance, operations and client communications.

With the growth of the business and an array of opportunities ahead for a potential candidate, ActusRayPartners is looking for a Quantitative Analyst to join the Research, Development and Implementation team. The team covers a wide range of roles and responsibilities ranging from quantitative research and data management to coding, development and support of IT infrastructure for the company as a whole.

• Research and implement new signals into the investment strategy.
• Conduct back-testing of new and existing factors.
• Develop robust data infrastructure to enable investment, research, and operational processes.
• Develop front-office systems that integrate research results, stock analysis, portfolio management and trade execution.

• Bachelor’s degree or above.
• 0-5 years of relevant full-time experience in quant research & development, data analytics & engineering, or software development (ideally within the investment or hedge fund industries).
• Experience with Python.
• Experience with DevOps tools is a plus.
• Familiarity with cloud computing infrastructure is a plus.

• Have a keen interest in investing, statistics, and data science.
• High level of accuracy and attention to detail.
• Numeracy and a logical approach to problem solving.
• Have a passion in technology and development.
• Creativity – the ability to think differently / see the bigger picture.
• Organised and efficient with regular, time-sensitive tasks.
• A self-starter, fast learner and be comfortable working autonomously while being a team player.
• Willing to work hard to achieve longer term success
• Highest ethical standards and intuitive understanding of the importance of putting the client first.

• Associate

• Full-time

• Analyst, Finance, and Information Technology

• Financial Services and Investment Management

The Laboratory for AI-Powered Financial Technologies Limited (AIFT) aims to be a leading research center on the financial technologies and services. We are seeking for Quantitative Analystto assist building the financial tools and creation of financial products, conduct risk assessment and valuation for financial securities, by utilizing FinTech.

Key Accountabilities

• Develop and maintain trading strategies to assist clients in making investment decisions.
• Explore the cutting edge FinTech solution empowered by Big Data, artificial intelligence and modern financial technologies and tools.
• Design, implement, and formulate financial models for predetermining the financial curves to facilitate financial transactions and portfolio management.
• Identify and resolving technical and research-related issues together with other experts in the Lab.
• Support commercialization activities by formulating analytics solution and demonstrate modeling work.
• Remain knowledgeable on Fintech development in the leading areas in industry.
• Coordinate with the supervisors to solicit cooperation and resolve the problems.

Qualification / Knowledge & Experience

• Bachelor's Degree with specialization in Finance, Operations Research, Applied Mathematics, Mathematics or Computer Science from a recognized institute/ university.
• Solid skills and experience with Python.
• Decent knowledge of concurrent financial products, trading strategies, local and international financial markets.
• Good understanding of how techniques assisting decision-making process works in a financial institution to support investment and trading strategies.
• Ability to adapt into an evolving and dynamic environment.
• Motivated to play a role in building analytics capabilities from scratch.
• Experience with financial data to conduct data analysis or develop trading strategies is preferred.
• Excellent verbal and written communication skills in English and Chinese.
• Fresh graduates with keen interest in financial markets are welcome.

Salary offered will be highly competitive, commensurate with qualifications and experience. Fringe benefits will be provided.

All information will be treated in strict CONFIDENTIAL and will be only used for this recruitment.

Key Responsibilities:

• Develop and implement quantitative models to analyze financial data and identify investment opportunities.

• Perform statistical analysis and data mining on large datasets to uncover trends and patterns.

• Collaborate with portfolio managers and traders to refine trading strategies and risk management practices.

• Conduct backtesting and validation of quantitative models to assess performance and robustness.

• Utilize programming languages (e.g., Python, R, SQL) to automate data processing and analysis tasks.

• Present findings and recommendations to stakeholders, ensuring clarity and actionable insights.

Qualifications:

• Bachelor's or Master's degree in Finance, Mathematics, Statistics, Computer Science, or a related field; Ph.D. preferred.

• 3+ years of experience in quantitative analysis, research, or data science, preferably within the finance or hedge fund industry.

• Strong programming skills in Python, R, or similar languages; experience with data visualization tools is a plus.

• Proficient in statistical methods, machine learning techniques, and financial modeling.

• Excellent problem-solving skills and the ability to work in a fast-paced, collaborative environment.

Role Description:
The position is within the Equities Cash Quantitative Analytics team in Hong Kong, focusing on Java development for algorithmic execution business logic. This role supports team expansion to increase capacity and deliver high-quality code rapidly. The candidate will collaborate closely with quant researchers and business partners to transform researched ideas to production-ready solutions, adhering to top software engineering standards. The role also requires working with IT partners to build a robust, scalable platform. The role demands a strong engineering mindset with a focus on collaboration, quality and scalability in a fast-paced trading environment.

Requirements:

• Bachelor's or Master's in Computer Science or a quantitative field
• Over 7 years of experience developing agency execution algorithm business logic in Java (C# is acceptable)
• Knowledge of trading rules in Asia Pacific Markets
• Solid understanding of multi-threaded programming and building scalable low latency solutions
• Experience with agile development, automated testing, CI/CD pipelines and related tools

Job Family Group:
Institutional Trading

Job Family:
Quantitative Analysis

Time Type:
Full time

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review
Accessibility at Citi.
View Citi's EEO Policy Statement and the Know Your Rights poster.

Role Description:
The position is within the Equities Cash Quantitative Analytics team in Hong Kong, focusing on Java development for algorithmic execution business logic. This role supports team expansion to increase capacity and deliver high-quality code rapidly. The candidate will collaborate closely with quant researchers and business partners to transform researched ideas to production-ready solutions, adhering to top software engineering standards. The role also requires working with IT partners to build a robust, scalable platform. The role demands a strong engineering mindset with a focus on collaboration, quality and scalability in a fast-paced trading environment.

Requirements:

• Bachelor's or Master's in Computer Science or a quantitative field
• Over 10 years of experience developing agency execution algorithm business logic in Java (C# is acceptable)
• Knowledge of trading rules in Asia Pacific Markets
• Solid understanding of multi-threaded programming and building scalable low latency solutions
• Experience with agile development, automated testing, CI/CD pipelines and related tools

Job Family Group:
Institutional Trading

Job Family:
Quantitative Analysis

Time Type:
Full time

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review
Accessibility at Citi.
View Citi's EEO Policy Statement and the Know Your Rights poster.

About the job:

• Develop and test quantitative models for investment strategies and portfolio optimization.
• Build and maintain statistical models for forecasting the performance of investments, assets, and portfolios.
• Develop analytics on a variety of investment data sets to identify trends.
• Develop and maintain databases and data pipelines for investment data.Conduct research on current market trends.
• Assist with the integration of new data sources as they become available.
• Assist in monitoring investment performance, and provide recommendations for improvement.

About You:

• Undergraduate Students in Finance / Quantitative Finance / FinTech / Risk Management / Statistics & Actuarial Science / Physics / Mathematics / Computer Sciences or related discipline.
• Proficiency in programming languages such as Python and RExcellent problem-solving and critical thinking skills.
• Strong attention to quality and accuracy while working with large, complex investment datasets.
• Strong communication and teamwork skills

ActusRayPartners is a fast-growing emerging asset management company based in Hong Kong. Founded in 2019, the investment manager applies a Discretionary Probabilistic Investing process to alternative strategies. The investment process is built upon a quantitative framework on which the company overlays a discretionary strategy across hundreds of positions. We have a collaboration agreement with Sun Hung Kai & Co. Limited (SEHK:86), a listed financial services company. ActusRayPartners aims for the best in terms of consistent risk-adjusted performance, operations and client communications.

With the growth of the business and an array of opportunities ahead for a potential candidate, ActusRayPartners is looking for a Quantitative Analyst to join the Research, Development and Implementation team. The team covers a wide range of roles and responsibilities ranging from quantitative research and data management to coding, development and support of IT infrastructure for the company as a whole.

Job Description:

• Research and implement new signals into the investment strategy.
• Conduct back-testing of new and existing factors.
• Develop robust data infrastructure to enable investment, research, and operational processes.
• Develop front-office systems that integrate research results, stock analysis, portfolio management and trade execution.

Qualifications and experience:

• Bachelor's degree or above.
• 0-5 years of relevant full-time experience in quant research & development, data analytics & engineering, or software development (ideally within the investment or hedge fund industries).
• Experience with Python.
• Experience with DevOps tools is a plus.
• Familiarity with cloud computing infrastructure is a plus.
• Fluent in English.

Qualities we look for:

• Have a keen interest in investing, statistics, and data science.
• High level of accuracy and attention to detail.
• Numeracy and a logical approach to problem solving.
• Have a passion in technology and development.
• Creativity – the ability to think differently / see the bigger picture.
• Organised and efficient with regular, time-sensitive tasks.
• A self-starter, fast learner and be comfortable working autonomously while being a team player.
• Willing to work hard to achieve longer term success
• Strong communication skills.
• Highest ethical standards and intuitive understanding of the importance of putting the client first.

We are hiring new headcounts for an expanding team under a leading Financial Service provider in Hong Kong.

• Design, implement, and calibrate pricing models across asset classes, including:
• Rates : swaptions, inflation products, and exotics
• Commodities : oil, gas, and power derivatives
• Enhance existing models such as stochastic rates (Hull-White, LMM), FX local/stochastic volatility (Heston, SABR), and commodity curve dynamics (mean-reverting jumps, seasonal adjustments).
• Develop hybrid models for cross-asset structures, e.g., FX-linked inflation swaps and commodity–interest rate hybrids.
• Build scenario analysis tools to assess tail risks (e.g., yield curve inversions, commodity market squeezes).
• Compute and optimize valuation adjustments (CVA, FVA, MVA) across derivative portfolios.
• Develop real-time Greeks calculators and P&L attribution tools to support trading desks.

• Improve model performance using GPU acceleration (CUDA) and parallel computing techniques.
• Integrate quantitative models into the bank’s pricing and risk infrastructure (Python/C++ libraries, Excel-based tools).
• Automate curve construction and volatility surface calibration processes.

Education: MSc/PhD in Quantitative Finance, Math, Physics, or Engineering.

Technical Skills:

• Programming : Expert-level Python (NumPy, pandas) and C++ (modern standards).
• Modeling : Deep knowledge of SDEs, PDEs, Monte Carlo, and Fourier methods.

Products: Hands-on experience with:

• FX : TARF, PRDC.
• Commodities : Mid-Curve Options, Swing Options, Seasonality Models.

• Mid-Senior level

• Full-time

• Analyst

• Investment Banking

We are not including additional non-job content or boilerplate in this refined description.

ActusRayPartners is a fast-growing emerging asset management company based in Hong Kong. Founded in 2019, the investment manager applies a Discretionary Probabilistic Investing process to alternative strategies. The investment process is built upon a quantitative framework on which the company overlays a discretionary strategy across hundreds of positions. We have a collaboration agreement with Sun Hung Kai & Co. Limited (SEHK:86), a listed financial services company. ActusRayPartners aims for the best in terms of consistent risk-adjusted performance, operations and client communications.

With the growth of the business and an array of opportunities ahead for a potential candidate, ActusRayPartners is looking for a Quantitative Analyst to join the Research, Development and Implementation team. The team covers a wide range of roles and responsibilities ranging from quantitative research and data management to coding, development and support of IT infrastructure for the company as a whole.

• Research and implement new signals into the investment strategy.
• Conduct back-testing of new and existing factors.
• Develop robust data infrastructure to enable investment, research, and operational processes.
• Develop front-office systems that integrate research results, stock analysis, portfolio management and trade execution.

• Bachelor’s degree or above.
• 0-5 years of relevant full-time experience in quant research & development, data analytics & engineering, or software development (ideally within the investment or hedge fund industries).
• Experience with Python.
• Experience with DevOps tools is a plus.
• Familiarity with cloud computing infrastructure is a plus.

• Have a keen interest in investing, statistics, and data science.
• High level of accuracy and attention to detail.
• Numeracy and a logical approach to problem solving.
• Have a passion in technology and development.
• Creativity – the ability to think differently / see the bigger picture.
• Organised and efficient with regular, time-sensitive tasks.
• A self-starter, fast learner and be comfortable working autonomously while being a team player.
• Willing to work hard to achieve longer term success
• Highest ethical standards and intuitive understanding of the importance of putting the client first.

• Associate

• Full-time

• Analyst, Finance, and Information Technology

• Financial Services and Investment Management