# Quantitative Trading & Research - AI Scientist, Quantitative Research - Associate/ Vice President

**Company**: HSBC
**Location**: Central and Western, Hong Kong Island
**Work arrangement**: onsite
**Experience**: senior
**Job type**: full-time
**Category**: Data Science
**Industry**: Finance

**Apply**: https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210789212?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_8c249c6b-a36

## Description

The Quantitative Trading & Research (QTR) group is responsible for systematic trading across various markets.

Within QTR, AI Market Lab combines quantitative research, artificial intelligence, market microstructure, and high-performance engineering to develop electronic trading capabilities.

The role involves leading research on building Transformer-based and time-series foundation models over large-scale market datasets.

Responsibilities:

- Pre-train Transformer-based and time-series foundation models from scratch using large-scale market datasets.

- Develop data representations, tokenization schemes, and model architectures for financial time series.

- Fine-tune and post-train foundation models for alpha generation, pricing, and risk-management tasks.

- Study scaling laws, transfer across instruments, and regime robustness.

- Design evaluation protocols connecting pre-training metrics to economically meaningful outcomes.

- Build reusable training and model-serving components with ML infrastructure engineers.

Required Qualifications:

- Advanced degree in machine learning, computer science, or a related quantitative field.

- Demonstrated experience pre-training large models from scratch.

- Experience building large-scale data pipelines and distributed training systems.

- Deep knowledge of large-model training and evaluation.

- Evidence of research/technical quality through publications or production deployment.

Preferred Qualifications:

- Experience with fine-tuning for forecasting and decision-making.

- Prior work on time-series foundation models or cross-asset transfer learning.

- Experience in quantitative trading or systematic investing.

## Skills

### Required
- Python
- PyTorch
- JAX
- Transformer
- time-series analysis
- machine learning
- large-model training

### Nice to have
- forecasting
- decision-making
- cross-asset transfer learning
- quantitative trading

---

Source: [Apply at jpmc.fa.oraclecloud.com](https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210789212?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)
