My client is an AI-powered hedge fund company founded in 2016 and headquartered in Korea. They have raised significant funding from a major global technology conglomerate and several large financial institutions, offering AI-driven investment solutions including ETFs, execution technology, investment signals, and robo-advisory systems. With offices in three global hubs, their Hong Kong team is small and they are now expanding their quant trading capabilities locally.
Role Overview
We are seeking a Quantitative Trader with 2–5 years of experience with existing trading strategies. You will focus on mid to low frequency, delta neutral strategies. You MUST have existing strategies and end-to-end research experience including data sourcing. This role reports directly to the CIO with a flat structure. You will be allocated a small AUM to trade to start with. No relocation provided.
Key Responsibilities:
• Develop and run mid to low frequency, delta neutral strategies across asset classes in traditional finance (no crypto)
• Own end-to-end research from data sourcing to strategy implementation
• Present backtesting results as part of the interview process
Required Skills & Experience:
• Experience: 2–5 years as a quantitative trader
• Strategy Focus: Mid to low frequency, delta neutral strategies
• Existing Strategies: Must have proven, existing strategies ready to deploy
• Research Capability: End-to-end research experience including data sourcing
• Coding: Python proficiency (coding not the core focus)
• Markets: Traditional finance
What the Firm Offers:
• Base plus discretionary bonus
• 20 days annual leave
• Flexible WFH policy
Please send your CV to Sarah Fan at sarah.fan@ashford-benjamin.com, or call +852 2315 9512 for a confidential discussion.
To apply for this job email your details to sarah.fan@ashford-benjamin.com