Quantitative Researcher

About the role

We are looking for a Quantitative Researcher to join our collaborative team focused on Asian equity markets. The role involves developing systematic trading strategies for markets such as China Mainland, Japan, Hong Kong and Taiwan, and translating research into live trading.

Key responsibilities

• Develop and implement systematic equity trading strategies in Asian markets.
• Apply knowledge of 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 and monitor trading strategies across multiple venues.
• Perform market‑specific analysis and optimise strategy performance.

Required profile

• Degree in Mathematics, Computer Science, Statistics or a related STEM field from a top‑ranked university.
• 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 and familiarity with market rules.
• Strong analytical, problem‑solving and communication abilities.

Required skills

• Expert proficiency in Python.
• Experience with modern data‑science tools such as Jupyter, pandas, NumPy and scikit‑learn.
• Knowledge of quantitative finance, statistical analysis and mathematical modelling.