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Quantitative Analyst (RO Type 9)

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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!

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

Job Reference: MP7QIW-465DE040

Date posted: 11 February 2026

Consultant: Kinshuk Rekhi