Senior Quantitative Data Scientist - Global Hedge Fund - J12758 | Hong Kong, HK

About the Client: We are partnering with a premier, global systematic investment manager that operates across all liquid asset classes worldwide. Driven by technology and data, this firm implements a highly scientific approach to investing. By combining cutting-edge research, elite engineering, and deep trading expertise, they tackle the most complex challenges in the financial markets. Known for a collaborative and innovative culture, this firm offers an exceptional environment for technologists looking to directly impact high-quality investment returns.

The Role & Landscape: You will join a highly visible core data strategy team, acting as the crucial bridge between research, trading desks, and core engineering. Your day-to-day impact will involve:

• Data Pipeline Design: Prototyping and writing code to extract, clean, and aggregate massive amounts of raw data from diverse sources.

• Strategic Collaboration: Partnering directly with Quantitative Researchers and Traders to design custom datasets that power systematic strategies and inform discretionary trading decisions.

• Engineering Optimization: Working alongside top-tier Software Engineers to automate, scale, and optimize data extraction processes for maximum robustness.

• Dataset Onboarding: Managing the end-to-end lifecycle of onboarding new traditional and alternative datasets, specifically focusing on complex pricing data.

• Continuous Innovation: Proactively experimenting with novel extraction methods to minimize time-to-production and enhance the firm’s proprietary data toolkit.

What We Are Looking For:

• Experience: 3+ years of experience as a Data Scientist or quantitative data professional. Candidates with 8+ years of experience are highly preferred. Backgrounds in boutique buy-side finance, specialized asset management, or proprietary trading are highly advantageous.

• Domain Expertise: Proven, hands-on experience working specifically with pricing data , alongside traditional and alternative financial datasets.

• Technical Mastery: Advanced, production-level Python programming skills, with deep proficiency in data handling libraries (Pandas, NumPy). Note: Candidates must be comfortable passing technical HackerRank and live-coding assessments.

• Academic Pedigree: A postgraduate degree (Master’s or Ph.D.) in a rigorous quantitative discipline such as Mathematics, Physics, or Engineering.

• Soft Skills: Excellent stakeholder management skills with the ability to communicate complex data concepts to researchers, traders, management, and external vendors in a high-velocity environment.

Why Apply To This Role: This is a rare opportunity to step into a high-performance, flat-structured environment where your data solutions directly drive global trading strategies. You will be free from corporate bureaucracy, working with modern technology alongside some of the brightest minds in quantitative finance. The firm offers highly competitive, top-tier compensation structures and a platform where innovative data problem-solving is heavily rewarded.

If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to Danny Kwan at resume@pinpointasia.com and putSenior Quantitative Data Scientist - Global Hedge Fund - J12758 in the subject header.

Data provided is for recruitment purposes only.

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