Junior Quant Investment Analyst (Equities) at Polymer Capital

Hong Kong, Hong Kong Island, Hong Kong S.A.R. -

Full Time

Start Date

Immediate

Expiry Date

03 Sep, 26

Salary

0.0

Posted On

05 Jun, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Python, SQL, Pandas, NumPy, Scikit-learn, Machine Learning, Statistical Analysis, Time-series Analysis, Data Pipelines, Backtesting Frameworks, Quantitative Modeling, Data Scraping, Transaction Cost Analysis, Asyncio, Threading, Multiprocessing

Industry

Investment Management

Description

Company Introduction Polymer Capital Management is a market-neutral, multi-manager investment platform based in and focused on Asia. Polymer combines established institutional support and deep knowledge of local financial markets with a dedication to discovering and developing the region's best investment talent. Polymer was established in conjunction with PAG, one of the world's largest Asia-focused alternative asset managers, in 2019. Job Responsibilities The successful candidate will directly work with the Portfolio Manager running a quantamental/systematic equity book to help to build, test, and scale alpha-generating strategies in the secondary stock market. Key Responsibilities: Model & Infrastructure: Build, optimize, and maintain robust data pipelines, cross-sectional basis and multi-factor backtesting frameworks, and quantitative models. Data Analysis: Explore, scrape, clean, and analyze large traditional and alternative datasets to extract actionable insights. Strategy Research: Work one-on-one with the PM to test investment hypotheses, applying statistical rigor and time-series analysis to secondary equity markets. Signal Research: Research and implement mid-frequency cross-sectional alpha signals, incorporating transaction cost analysis (TCA) and capacity constraints. Automation: Streamline daily portfolio management workflows and risk monitoring processes. Exceptional Coding Skills: High proficiency in Python (Pandas, NumPy, Scikit-learn) and SQL. Python engineering (threading, processing, asyncio). Strong technical skills: Advanced stats, machine learning. Experience with AI is a plus. Interest in the Markets: A genuine, demonstrable interest in the secondary stock market and equity fundamentals. You should be excited about how markets work. Strong Academic Background: A degree in a highly quantitative field (CS, Math, Physics, Engineering, or Finance) from a top-tier university. Experience: up to 3 years of experience in quantitative research, data science, or software engineering role (outstanding fresh graduates are welcome to apply). Why join us? Prime Location: You'll work full time from our centrally located office space in the heart of {Hong Kong} High-Growth: We have a team of highly ambitious professionals with a strong desire to learn and develop their skills. Equal opportunity employer: We celebrate diversity and are committed to creating an inclusive environment for all employees. Global exposure: With six offices and three affiliate offices around the region, Polymer teams work together to solve meaningful problems at scale. Dynamic and Collaborative Environment: Opportunity to work with industry leaders and experts to engage in exciting projects and fulfilling challenges. Some of our Benefits Paid Annual Leave Medical Group Insurance In-built Gym facility DEI and Philanthropy Initiatives Professional Learning & Development Opportunities

Responsibilities

The role involves building and maintaining data pipelines and quantitative models to develop alpha-generating strategies in secondary equity markets. The analyst will collaborate with the Portfolio Manager to test investment hypotheses and automate portfolio management workflows.