Our client, a well- established top tier hedge fund with a presence in APAC, US and UK is looking to expand their business within the Asia Pacific region. The company is looking for a Quantitative Researcher to join them, reporting to the Senior Portfolio Manager
Responsibilities:
- Research, design, and implement systematic equity trading strategies, with a focus on mid frequency trading signals and models.
- Conduct robust alpha research, portfolio optimization, and risk management.
- Work closely with trading and technology teams to deploy and scale strategies globally.
- Contribute to ongoing research initiatives, knowledge-sharing, and collaboration within the quant community at the firm.
- Opportunity to run your own book and manage risk independently as you scale successful strategies.
Requirements:
- 6+ years experience in quantitative research, ideally within systematic equity trading.
- Proven track record of developing and deploying systematic strategies.
- Strong background in statistics, applied mathematics, computer science, or a related field.
- Proficiency in Python, C++, or other relevant programming languages for quantitative research.
- Demonstrated ability to work independently while collaborating within a high-performing team environment.
- Passion for systematic trading, data-driven research, and risk management.
Please email your cv directly to [Confidential Information] in word format with job reference no. 000015718 to [HIDDEN TEXT]
Please note that due to the high number of applications only shortlisted candidates will be contacted.
If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.
EA Licence: 16S8131
Recruiter Licence: R22104669
