Quantitative Analyst

Starbridge is a Hong Kong-based investment firm preparing to launch its first fund, a quantamental, long-biased US equities strategy that combines proprietary systematic models with fundamental judgment. The firm is preparing its SFC Type 9 licence application. This buy-side role takes ownership of the firm's systematic research and reports to the Chief Investment Officer, who makes final portfolio decisions. Responsibilities
• Research: develop and improve systematic signals and models for US equities using statistical, econometric and machine learning methods.
• Portfolio construction and risk: develop portfolio construction, optimisation and risk tools that account for transaction costs and liquidity.
• Validation: backtest and validate signals using point-in-time data, robust out-of-sample testing and realistic trading costs.
• Data and code: build reliable data pipelines and maintainable research and production code in Python, using machine learning and AI tools where they add value.
• Implementation and collaboration: run and monitor the models, and work with the CIO and investment team to combine quantitative and fundamental views. Requirements
• Typically 7 to 13 years of relevant quantitative research experience, including substantial hands-on buy-side experience in systematic investment strategies, preferably equities.
• Bachelor's or higher from a leading university in a quantitative field; advanced degree preferred.
• Strong statistics, time-series analysis and machine learning; hands-on experience with factor models, portfolio optimisation and risk analysis.
• Personally developing, validating and implementing research in live portfolios.
• Strong Python and SQL skills, with testing, version control and documentation; NLP or large language model applications a plus.
• Genuine interest in macro, industries and companies; fluent English and Chinese.
• A stable career record; based in Hong Kong or willing to relocate; a self-starter who works well in a small team and builds for the long term. Preferred experience
• Launching a systematic strategy or materially improving a model used in live portfolios, with clearly identifiable personal contributions.
• Equity signals over days to months; alternative data; combining systematic research with fundamental portfolio-manager input; mentoring junior researchers; macro research, options and hedging; CFA charter or progress towards it.

What we offer
Ownership of systematic research, working directly with the CIO; competitive compensation with long-term upside linked to the firm's performance; MPF, medical insurance and annual leave per company policy; a Grade A office in Central. To apply Please send your CV with GPA or degree class, current and expected compensation, notice period and earliest start date to recruitment@starbridgeinvestment.com, with a non-confidential summary of up to five lines on one quantitative research project used in a live portfolio: the research question, your personal contribution, validation approach and outcome.