The right quant makes research tradeable.
Quantitative professionals turn data, mathematics and code into decisions a firm can act on with confidence. With the right people in place, research moves into production with fewer surprises and risk is understood before capital is committed, giving leadership strategies they can explain to investors, risk committees and regulators.
We specialise in quantitative finance recruitment across Hong Kong and Mainland China, from portfolio management and quant research to trading, development and data.
Quantsrecruitment for Global Banks & Investors
Our consultants specialise in one area of the market rather than working as generalists. In quants, that means keeping our market knowledge current every day, tracking how platforms such as kdb+, Python research stacks and GPU-based machine learning are reshaping teams, how new roles like quant data engineer and machine learning researcher are defined, and how pay is moving across Hong Kong and Mainland China. Your brief starts there.
For senior appointments, from Head of Quantitative Research to Chief Investment Officer, our executive search weighs influence across investment, risk and technology as carefully as technical depth.
The strongest quant hires add value beyond their job description, and that often shows in how they work with the desk. So we look at how researchers partner with portfolio managers, how developers keep a desk running through live trading and how traders manage risk when conditions change. Statistics, machine learning, time-series analysis, Python, C++ and q are the foundation. On top of that, we look for:
- Research discipline: knowing what a backtest can and can’t support
- Discretion: care with proprietary strategies, models and data
- Risk ownership: accountability for positions, capacity and transaction costs
A consultant who knows the quant market screens every candidate, looking past titles and qualifications to the strategies, asset classes and markets they’ve worked on.
We recruit across the quantitative investment lifecycle, from research through to the systems and data behind it:
- Portfolio Management: portfolio managers and PnL owners across systematic and multi-asset strategies, from established books to new launches in Asia.
- Quants Research: alpha and signal researchers across equities, futures and multi-asset markets, from intraday to longer-horizon strategies, alongside pricing and model specialists at global banks.
- Quants Trading: algorithmic, execution and systematic traders who manage strategies through live markets.
- Quantitative Development: quant developers building research platforms, backtesting tools and low-latency trading infrastructure.
- Quants Data: specialists sourcing, cleaning and modelling tick, order book and alternative data, so research teams can trust what they test.
Building a fund team in Asia and hiring into a global bank or multinational corporation call for different conversations. For a fund launch or expansion, we focus on sequencing researcher, developer and data hires around the strategy, with contract support keeping research moving while permanent hires join. In a bank or multinational corporation, the emphasis moves to fit with established model governance and credibility with risk and technology colleagues, along with which roles to make permanent.
Either way, we plan early around notice and garden leave, deferred compensation, strategy IP confidentiality and moves between Hong Kong and Mainland China. We offer permanent, contract and executive search hiring.
We support organisations where front office capability drives revenue and client relationships:
- Global banks: coverage, advisory, markets and wealth teams serving corporate, institutional and private clients across the region.
- Hedge funds: investment research and markets-facing roles where idea generation and execution sit close to the portfolio.
- Fintech: digital banking and wealth teams within financial institutions, where client relationships increasingly start online.
- FMCG & Consumer Goods: multinational corporations building corporate development and M&A capability for growth across the region.
- Professional Services: multinational firms whose deal advisory and transaction teams draw on front office banking experience.
A specialist quant recruiter understands how research, trading and technology fit together, and brings that understanding to sourcing, assessment and market insight. A well-matched quant hire can shape a strategy for years, so getting the fit right at the start matters.
Before candidates reach your interview stage, our consultants explore what they have researched, built and traded. That includes the markets, frequencies and asset classes behind their track record. We share current compensation insight across Hong Kong and Mainland China, realistic availability once notice and garden leave are factored in, and a clear view of how similar profiles are moving, so you can plan with confidence. Our network of 900,000+ candidates includes quantitative professionals who aren’t visible on job boards. Our knowledge of how global banks, hedge funds and multinational corporations use quantitative talent shapes the brief, the search and the shortlist.
Quants market intelligence
The toolkit behind a quant hire depends on the desk, its strategy horizon and the markets it trades. Python sits at the centre of research. C++ comes in where latency matters, and kdb+/q where teams work with large volumes of tick data. Machine learning, from gradient-boosted models to deep learning, now appears alongside statistics and time-series modelling in current research roles. For Mainland China desks, experience with A-share equities, China futures and Level-2 order book data carries weight, as does familiarity with onshore programme trading reporting. Advanced degrees in quantitative disciplines and qualifications such as CFA, FRM and CQF are valued in some roles.
Our consultants look past the toolkit to how candidates have used it. That means how they validated a signal out of sample, how they accounted for transaction costs and capacity, and how their code held up once it was trading live.
Quant compensation across Hong Kong and Mainland China moves with role, strategy and type of firm. PnL ownership and proximity to trading decisions sit at the upper end of the market. Mainland China packages sit below Hong Kong at the same experience level, which can shape where a team chooses to build.
As a guide, total annual compensation for professionals with 4 to 8 years’ experience is:
- Quants Trading: HKD 1,500,000 - 3,000,000+ in Hong Kong; RMB 800,000 - 1,800,000+ in Mainland China
- Quants Research: HKD 1,400,000 - 2,600,000+; RMB 750,000 - 1,600,000+
- Portfolio Management: HKD 1,300,000 - 2,400,000+; RMB 700,000 - 1,500,000+
- Quantitative Development: HKD 1,100,000 - 1,800,000; RMB 550,000 - 1,100,000
- Quants Data: HKD 850,000 - 1,400,000; RMB 450,000 - 850,000
Contract engagements are priced separately from annual packages, so the two don’t compare directly. For tailored benchmarking by role, seniority and firm type, including contract rates, visit our benchmarking page.
AI is widening the research funnel. Machine learning and generative tools let teams generate and test more ideas than ever, which makes it easier to find a pattern that looks convincing and fails in live trading. That puts a premium on researchers with rigorous validation habits, data specialists who can document where alternative data comes from, and developers who can put models into production with the right controls around them.
Governance is part of the brief too. In Hong Kong, guidance for licensed firms treats generative AI used for investment research or advice to clients as higher risk, with human review of its output. In Mainland China, automated strategies sit within programme trading rules that require strategy reporting and closer oversight of high-frequency activity. Quants who can explain how an AI-driven model behaves, and why, help keep those conversations straightforward. When interviewing, asking candidates how they’ve tested a machine learning signal for robustness can tell you a lot.
Capital is flowing into Hong Kong’s investment industry at pace. Net inflows into the city’s asset management and fund advisory business more than quadrupled in 2025, and Mainland-related firms grew faster than the industry as a whole. For quant hiring, that momentum shows up in three ways.
The first is fund launches and platform expansions in the region. These bring demand for portfolio managers and researchers who can show a live track record in Asian markets, and for team leads who can build a desk from the ground up.
The second is that onshore market access continues to evolve. Mainland China’s Derivatives Trading Administrative Measures take effect in November 2026 and may reshape how some strategies access onshore markets. That puts a premium on people who understand local market structure as well as the models running on it.
The third is that firms setting up research platforms in the region are weighing when to bring in quantitative developers and data specialists alongside researchers.
We can share how these shifts are affecting availability and compensation for the roles you’re planning, so your hiring plan reflects the market as it stands.
Specialisms
We cover key specialisms within banking & investments that help fuel transformation and growth within business.
Skills
Our specialist recruitment consultants work with key skills areas and niche banking & investment communities, building their knowledge, network and experience to deliver excellent service to candidates and clients.
