Quantitative Researcher, Equity

Position

Quantitative Researcher, Equity

Overview

Quantitative Researcher as part of a collaborative London-based team, with a focus on systematic equity strategies.

Location

Asia office (Singapore, Hong Kong, Tokyo)

Principal Responsibilities

• Work alongside the Senior Portfolio Manager (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 approach ideas from an Asian perspective, but apply them globally.
• Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be 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 the Asia market, 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 costs, 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