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 equity-specific alpha signals, including cross-sectional factor-based and event-driven strategies across global equity markets. • Analyze company fundamentals, corporate actions, and market microstructure effects to improve signal robustness and portfolio construction. • Conduct sector, region, and style decomposition to understand factor exposures and drawdown drivers in equity portfolios. • Perform end-to-end quantitative research to develop, test, and implement systematic trading strategies. • Analyze 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, and NLP.
Proficiency in programming languages such as Python, C, Matlab, and 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 organizational 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.