Quantitative Researcher, Equity

Job Title

Quantitative Researcher, Equity

Location

Asia office (Singapore, Hong Kong, Tokyo)

Principal Responsibilities

• Work with the SPM on alpha research with a primary focus on idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies, typically approaching ideas from an Asian perspective but applying them globally.
• Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a wide range of datasets to build strong predictive models deployed to the investment process.
• Continuously fine-tune Asia portfolio optimization.
• Conduct risk analysis of live performance and PnL attribution.
• Handle live trading operations in Asia markets including failed orders, futures trading/rolling.

Preferred Technical Skills

• Strong research and programming skills in Python are necessary.
• Master's or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top-ranked university.

Preferred Experience

• 1-3 years of experience with cash equities strategies doing alpha research.
• Experience with trading in Asian markets. Familiarity with Asia market's distinctive characteristics such as stamp cost, financing, no short constraints, etc., is preferred.
• Demonstrated ability to understand fundamental and event-related data and experience with alternative data sources.

Highly Valued Relevant Experience

• Strong economic intuition and critical thinking.
• Product experience in statistical arbitrage strategies.

Target Start Date

As soon as possible