Chinese New Year Hiring Surge \| Python Quant \& Data Talent (APAC)
Chinese New Year is here, markets donât stop, and neither does hiring.
If youâre a
Python Quant Developer
,
Desk Strat
,
Quant Engineer
,
Data Engineer
,
Python Data Scientist
, or
Data Analyst
, this is one of the best windows of the year to explore the market quietly, efficiently, and with maximum leverage.
Right now, multiple
top-tier hedge funds, proprietary trading firms, systematic trading houses, and global investment banks
are actively building out teams across APAC, and the volume of Python-driven roles is genuinely high.
These are not âone-offâ vacancies. This is a
pipeline of constant demand
across buy-side and sell-side platforms.
Current Live Hiring Themes (Multiple Roles Across Each)
Quant Development / Trading Engineering
Python Quant Developer (Systematic Trading)
Quant Platform Developer (Research + Execution)
Python Desk Strat (Equities / Rates / Macro)
Trading Tools Developer (Python + APIs)
Quant Developer (Market Data / OMS / Execution)
Quant Dev (Backtesting + Strategy Frameworks)
Quant Dev (Risk + Portfolio Analytics)
Data Engineering / Research Data Platforms
Data Engineer (Python + Cloud)
Quant Data Engineer (Alternative Data + Pipelines)
Research Data Platform Engineer
Data Infrastructure Engineer (Trading \& Research)
Real-Time Data Engineer (Market Data Feeds)
Data Science / Quant Analytics
Python Data Scientist (Trading Signals / Forecasting)
Quantitative Analyst (Python)
Delta 1 / Volatility Analyst (Python-based screening + analytics)
Research Analyst (Systematic Equities / Futures)
Data Analyst (Markets / Trading / Risk)
What Clients Are Asking For
Most mandates are centred on:
Strong Python
(production-level, not notebook hobbyism)
Experience building tools used directly by
PMs / Traders / Researchers
Data pipeline skills:
SQL, ETL, APIs, large datasets
Exposure to trading environments (hedge fund / prop / bank strat teams)
Familiarity with
CI/CD, DevOps, cloud, containerisation
Bonus points for
KDB+/q, C++, C#, Spark, AWS, Kubernetes
Several of the live roles sit inside
systematic trading teams building market data, OMS, and high-performance trading infrastructure
, while others are part of
quant trading framework and reliability engineering buildouts
.
Experience Levels Being Hired
This is not just senior hiring.
Demand spans:
2 to 3 years
(junior quant/vol analyst level)
3 to 6 years
(core execution + platform builders)
5+ years
(senior quant dev / desk strat / trading systems)
Up to
10 years
(platform leads / high-impact engineers)
Locations in Demand
Roles are currently active across:
Hong Kong
Singapore
(Selective mandates in
Tokyo
and other APAC hubs depending on strategy)
Why This Window Matters
Chinese New Year is prime time for discreet job movement because:
People have time to reflect
Hiring managers are pushing budgets through
Many firms are trying to lock talent before Q1 ramps fully
This is when the best candidates move quietly.
Interested?
If you are:
Strong in
Python
Comfortable working close to
markets / trading / risk
Interested in buy-side or strat environments
Looking for a better platform, better comp, or simply better work
Then this market is very much open.
Send a message with:
your CV (or LinkedIn)
current location
notice period
comp expectations
and I will respond with the most relevant live mandates across hedge funds, trading houses, and banks.
BAH Partners
specialise in placing the leading talent into Asia Pacificâs premier quant and technology-driven organisations. If you would like more information, or to confidentially discuss your career options, please contact me at
craig.barnish@bahpartners.com
.
Follow us @ https://hk.linkedin.com/company/bah
www.bahpartners.com