Senior Quantitative Analyst

Referment is working with a financial market data and analytics company that supplies banks, brokers, asset managers, hedge funds and exchanges with harmonised historical full-depth order book data and the analytics built on top of it. Its products — a Python research environment, a data feed and a no-code visual application — are designed to drop into clients' existing workflows, so research and trading teams can study market behaviour at the most granular level without building their own data infrastructure. The team is now looking for a Senior Quantitative Analyst to join the product team in Hong Kong, reporting to the Head of Data Science for EMEA and APAC. This is a role that blends hands-on quantitative analysis with commercial delivery: you'll use the company's own product suite and a very large historical market-data lake to answer real client questions, then help turn those answers into sales material, prototypes and product improvements. The Role On a Day-to-day Basis, You Will

• analyse granular financial market and order book data using quantitative methods and Python-based tools;
• support sales and marketing with data-driven analysis, and help clients apply the product suite to their own use cases;
• prototype technical solutions for external partners and clients;
• gather client feedback and contribute ideas to the product roadmap alongside the go-to-market and product teams;
• document your code and methodologies so the work stays reproducible, and present findings clearly to both technical and non-technical audiences. The role is open to candidates based in Hong Kong and works on a hybrid basis, with around three days a week in a Central Hong Kong office. You would be employed locally under Hong Kong employment terms, including statutory MPF. What We're Looking For
• a minimum of five years' quantitative analysis experience and at least an MSc in a quantitative discipline, such as a STEM subject or Economics;
• at least three years working with order book market data, with strong familiarity across instruments such as derivatives, equities or fixed income;
• proficiency in Python, including libraries such as NumPy, pandas, Polars and scikit-learn, and comfort handling large datasets;
• excellent spoken and written English and Mandarin, with Cantonese preferable but not required;
• strong presentation and written communication skills, and the ability to manage complex projects and tight deadlines in a multidisciplinary team. Desirable Experience with other object-oriented languages, Snowflake, SQL or other database systems, cloud platforms (AWS, GCP or Azure), or time on the buy side would all strengthen an application. This could suit… …a quantitatively trained analyst from a trading firm, exchange, market data vendor or execution analytics background who wants a client-facing, product-shaping role rather than a purely internal research seat. If you enjoy explaining rigorous analysis to non-specialists and want your work to shape what gets built next, this one is worth a conversation.