Quant Researcher – Multi-Factor Equity | Python / C++ / SQL | Hong Kong SFC Licensed Asset Manager

Leadingnation
Hong Kong, HK
On-site

Job Description

  • 1–5 years quantitative research experience
  • Programming skills in Python / C++ / SQL
  • Familiar with Linux research environment

Quant Researcher – Macro / Multi-Asset Polaris Capital | Hong Kong SFC Licensed (Type 1 / 4 / 9)

Polaris Capital is a Hong Kong SFC licensed asset manager holding Type 1, 4 and 9 licenses , focusing on systematic investment and quantitative research across macro and multi-asset strategies.

Our team develops systematic macro strategies , supported by a mature research infrastructure including data, backtesting and execution systems , along with a clear promotion framework and structured career development path .

We are currently hiring a Quant Researcher (Junior / Associate) to join our quantitative research team.

Responsibilities

  • Conduct macro alpha research using macroeconomic, market and alternative datasets
  • Develop systematic signals across rates / FX / commodities / equity indices
  • Perform data processing and signal validation : data cleaning / feature engineering / robustness testing
  • Develop and iterate systematic macro models and ML-based signals
  • Collaborate with portfolio managers, quant developers and trading teams
  • Bring research into backtesting / simulation / production trading
  • Conduct performance attribution / capacity analysis / transaction cost analysis

Requirements

  • Master’s degree or above in Mathematics / Statistics / Computer Science / Physics / Financial Engineering / Economics
  • 1–5 years quantitative research experience
  • Strong foundations in statistics / linear algebra / time series / machine learning
  • Programming skills in Python / C++ / SQL
  • Familiar with Linux research environment
  • Experience with pandas / numpy / scikit-learn

Preferred

  • Experience in systematic macro / cross-asset strategies / CTA research
  • Familiar with PyTorch / XGBoost / LightGBM
  • Experience in strategy attribution / risk decomposition / capacity analysis
  • Background in quant hedge funds / proprietary trading teams

About Polaris Capital

  • Hong Kong SFC Type 1 / 4 / 9 licensed asset manager
  • Buy-side quantitative research environment
  • Mature data / backtesting / execution infrastructure
  • Clear promotion framework and career development path

Skills & Requirements

Technical Skills

PythonC++SqlLinuxPandasNumpyScikit-learnPytorchXgboostLightgbmQuantitative researchSystematic macro strategiesMacro alpha researchData processingSignal validationSystematic signalsMl-based signalsBacktestingSimulationPerformance attributionCapacity analysisTransaction cost analysis

Employment Type

FULL TIME

Level

junior

Posted

4/16/2026

Apply Now

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