Hong Kong sub-market · Rank #3 of 10 for this discipline
Statistical arbitrage in Hong Kong
What is the statistical arbitrage market like in Hong Kong?
Hong Kong is one of the core global centres for statistical arbitrage. Statistical arbitrage trades large baskets of related instruments on mean-reversion and relative-value relationships identified statistically. It is the classic quant research discipline and the deepest employer of doctoral researchers. Typical holding horizon is intraday to weeks, hiring concentrates on quant researcher, quant developer, systematic portfolio manager, and 13 of the firms we track run a Hong Kong desk. Pay sits at roughly 85% of the New York benchmark for the equivalent role and seniority, quoted in HKD.
Statistical arbitrage compensation in Hong Kong
Mid-level total compensation for the roles this discipline hires, in HKD.
| Role | Range | Median |
|---|---|---|
| Quant Researcher | HK$1.5m – HK$17m | HK$3.1m |
| Quant Developer | HK$1.2m – HK$8.0m | HK$2.3m |
| Systematic Portfolio Manager | HK$3.3m – HK$99m | HK$8.3m |
Methodology
Figures are expressed as annual total compensation (base salary plus expected performance bonus) in the reference market's local currency, converted from a US dollar base. They describe typical market ranges rather than any individual offer, and exclude sign-on payments, deferred equity and carried interest. Portfolio-manager figures reflect formulaic profit-share arrangements and are therefore far more dispersed than any other role.
KnowQaunt 2026.1 · Updated September 2026
These are indicative ranges pending first-party verification. They will be replaced by verified submissions as the Quant Salary Index dataset builds.
Hong Kong · Statistical arbitrage · KnowQaunt 2026.1