How can a phD from Asia get a quant researcher job opportunity ?

May be tough to get a job in the US without a US degree due to visa issues. I'm not sure what opportunities there may be in Korea but there are a reasonable number of quant firms in Singapore/HK and at least pre covid getting a work visa in those places was not too difficult.

The only visa that comes to mind would be the J one, for interns, Au Pairs, coaches, teacher, counselor, etc.
This visa program requires either an enrolled company or an exchange group that sponsors you.
EG https://www.interexchange.org

Not every employer is able to hire you through the J visa. Also, there are concerns regarding local ability of the embassies to handle the workload due to the pandemic. You are lucky that the embassies in Japan and Korea have recovered significantly quicker than ones in other nations.

Alternative would be to find an employer who is willing to sponsor the H1b for you, the FY '22 round is already finished and you'd have to wait until next year. This option is very difficult to manage without having done a degree/OPT in the US. I'd say it is almost impossible.

I've heard the best way is to get a quant job at a US company operating in your home country and then get transferred

seeing a lot of quant hiring post from Headhunters for London,HK,China,Singapore with Phd requirements,if you try reaching out to many headhunters eventually you can expect few interviews.