Quantitative Researcher (Intraday)

Who We Are:

Y-Intercept (Hong Kong) Limited is a quantitative investment management firm dedicated to delivering high-quality returns, supported by tested and proven investment strategies across various asset classes and global financial markets. We pride ourselves on and value intellectual curiosity and hard work, investing in people who are driven to learn and achieve. We are a merit-focused and talent-driven organization, characterized by compassion, respect, and modesty among our team members. We believe in maintaining a healthy and happy lifestyle in an intellectually stimulating environment.

Responsibilities:

• Research and develop intraday trading signals using high-frequency market data
• Study market microstructure, order book dynamics, and short-term price impact to improve execution and alpha capture
• Work closely with trading and algo teams to optimize latency, slippage, and intraday strategies
• Perform end-to-end quantitative research to develop, test, and implement systematic trading strategies
• Analyse large financial datasets to identify robust signals and assess risk-adjusted performance
• Work with trading and engineering teams to deploy, monitor, and refine strategies in production
• Conduct ongoing performance analysis, diagnostics, and documentation

Required Technical Qualification, Skills, and Experience:

• An Advanced Degree in Mathematics, Statistics, Physics, Engineering, Data Science or a related quantitative field is required
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
• Proficiency in programming languages such as Python, C#, Matlab, SQL
• Experience as a quantitative researcher or trader, or in the data science/machine learning space, with a proven track record in the research, development, or implementation of index rebalance strategies. This includes the ability to analyze, optimize, and automate index rebalancing processes using advanced quantitative methods and programming skills
• Product knowledge in equities, derivatives, fixed income, and other asset classes
• Strong organisational skills, attention to detail, and excellent written and verbal communication skills
• Self-motivated, disciplined, and able to operate independently as well as part of a team

Location:

Central, Hong Kong

Y-Intercept (Hong Kong) Limited is an equal opportunity employer.