Quantitative Researcher

Responsibilities

Research and identify alpha signals across global equity markets

Develop systematic trading strategies with consistent risk-adjusted returns

Required Skills

PhD / Master's in quantitative field (Math, Stats, Physics, Engineering, Economics)

3+ years buy-side quantitative research experience at hedge funds

Proven track record of alpha generation and strategy development

Expert Python / R for alpha research and backtesting

Deep understanding of equity factor models and portfolio theory

Experience with alternative datasets and signal research

Technical Environment

Python, R, SQL, kdb+ / q

Locations Available : NYC, Chicago, Sydney, Hong Kong, Singapore

Location

Hong Kong, Singapore, Sydney