Quantitative Analyst (RO Type 9)
A startup hedge fund company is looking for a Quantitative Analyst (Responsible Officer Type 9), to combine quantitative research with fundamental insights to drive innovative investment strategies.
Key responsibilities
As a Quantitative Analyst, you will lead advanced quantitative model development and research-driven investment strategies, collaborating with senior leadership to optimise processes and deliver sustainable, market-responsive fund performance.
- Develop and enhance quantitative factors using statistical, econometric, and machine learning techniques, integrating macro, sector, and company-level insights across asset classes and geographies
- Research macroeconomic and fundamental drivers to strengthen data-driven investment frameworks
- Build, refine, and optimise investment models, factor definitions, and end-to-end research-to-execution and backtesting workflows
- Partner with the CIO and fundamental analysts to translate research into actionable, market-ready strategies
- Monitor model performance, adapt to evolving market conditions, and collaborate on risk management and execution efficiency
Candidate profile
To excel as a Quantitative Analyst, you will combine strong academic credentials and financial industry experience with advanced quantitative modelling and Python expertise, collaborative communication skills, macro-market insight, proven large-dataset project management, and a steadfast commitment to ethical and SFC regulatory compliance.
- Bachelor’s degree or above in Mathematics, Computer Science, Quantitative Finance, Statistics, Econometrics, or related disciplines
- 6–10 years’ experience as a Quantitative Analyst in hedge funds or asset management firms, meeting SFC Type 9 Responsible Officer (RO) requirements, including 3 years of recent asset management experience and 2 years of relevant management experience
- Proficient in Python programming and Bloomberg tools (BQL, BQuant Enterprise), with experience in factor modelling, equity, and multi-asset strategies
- Expertise in time-series analysis, statistical modelling, machine learning, derivatives, and alternative data, with strong understanding of macroeconomic and market dynamics
- Self-starter with a long-term focus on sustainable alpha generation and ability to thrive in a fast-paced startup environment
About the company
This company is a forward-thinking hedge fund company based in Hong Kong specialising in quantamental strategies that blend quantitative rigour with fundamental insights. Moreover, the company strongly prioritises innovation, collaboration, and sustainable growth to deliver exceptional results for its clients.
Keywords: quantitative analysis, machine learning, quantamental strategy, SFC, hedge fund
What’s next?
Transform data into opportunity—apply now!
About the job
Contract Type: Perm
Specialism: Financial Services
Focus: Investment Management
Industry: Financial Services
Salary: HKD80,000 - HKD100,000 per month + Bonus
Workplace Type: Remote
Experience Level: Mid Management
Location: Hong Kong
FULL_TIMEJob Reference: MP7QIW-465DE040
Date posted: 11 February 2026
Consultant: Kinshuk Rekhi
hong-kong banking-financial-services/investment-management 2026-02-11 2026-04-12 financial-services Hong Kong HK HK HKD 80000 100000 100000 MONTH Robert Walters https://www.robertwalters.com.hk https://www.robertwalters.com.hk/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png true