Quantitative Researcher – Asian Equity Strategies

About the role

Join a collaborative team focused on developing systematic equity trading strategies for Asian markets. The role involves quantitative research, strategy implementation, and market-specific analysis across multiple venues.

Key responsibilities

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

Required profile

• Minimum 2 years of experience in quantitative trading, desk quant, or quantitative research with exposure to live equity trading.
• Direct trading or desk quant experience in Asian equity markets, with practical knowledge of market rules and conventions.
• Degree in Mathematics, Computer Science, Statistics, or a related STEM field from a top‑ranked university.
• Strong analytical, problem‑solving, and communication skills.

Required skills

• Expertise in Python.
• Proficiency with modern data‑science tools such as Jupyter, pandas, NumPy, and scikit‑learn.