{"id":2596422,"url":"https://alion.io/job/y-intercept-quantitative-researcher-eq","title":"Quantitative Researcher (EQ)","company":{"id":4433866,"name":"Y Intercept","domain":"y-intercept.org","url":"https://alion.io/company/y-intercept","size_band":null,"is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Greenhouse","truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":null,"employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Hong Kong"],"countries":["HK"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C#","optional":false},{"name":"Machine Learning","optional":false},{"name":"MATLAB","optional":false},{"name":"NLP","optional":false},{"name":"Python","optional":false},{"name":"SQL","optional":false},{"name":"Time Series Forecasting","optional":false}],"status":"live","first_seen_at":"2026-01-13T14:54:10Z","employer_posted_date":"2026-01-13","last_verified_at":"2026-10-15T18:57:42Z","board_verified":true,"closed_at":null,"days_open":275,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":275},"description":"Who We Are:\nY-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.\nResponsibilities:\nResearch and develop equity-specific alpha signals, including cross-sectional, factor-based, and event-driven strategies across global equity markets\nAnalyse company fundamentals, corporate actions, and market microstructure effects to improve signal robustness and portfolio construction\nConduct sector, region and style decomposition to understand factor exposures and drawdown drivers in equity portfolios\nPerform end-to-end quantitative research to develop, test, and implement systematic trading strategies\nAnalyse large financial datasets to identify robust signals and assess risk-adjusted performance\nWork with trading and engineering teams to deploy, monitor, and refine strategies in production\nConduct ongoing performance analysis, diagnostics, and documentation\nRequired Technical Qualification, Skills, and Experience:\nAn Advanced Degree in Mathematics, Statistics, Physics, Engineering, Data Science or a related quantitative field is required\nStrong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)\nProficiency in programming languages such as Python, C#, Matlab, SQL\nExperience 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. 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