Quantitative Researcher – Asian Equity Markets

About the role

Quantitative Researcher in a collaborative team, focusing on Asian equity markets. The role involves developing and implementing systematic equity trading strategies across multiple Asian venues.

Key responsibilities

• Develop and implement systematic equity trading strategies in Asian markets, including China Mainland, Japan, Hong Kong, and Taiwan.
• Apply knowledge of Asian equity market rules, trading conventions, and venue characteristics to optimise strategy deployment.
• Conduct quantitative research on alpha signals, including idea generation, data processing, and statistical analysis.
• Implement trading strategies across multiple venues.
• Perform market‑specific analysis to support strategy refinement.

Required profile

• Direct trading or desk‑quant experience in Asian equity markets with practical knowledge of market rules and conventions.
• Minimum 2 years of experience in quantitative trading, desk‑quant, or quantitative research with exposure to live equity trading.
• Experience handling multiple datasets, assessing quality, cleaning data, and creating features.
• Hands‑on experience with live systematic equity trading strategies in Asian markets.
• Entrepreneurial mindset, self‑motivated, detail‑oriented, and able to work independently in a fast‑paced environment.

Required skills

• Python
• Jupyter
• pandas
• NumPy
• scikit-learn