Quantitative Researcher – Asian Equity Strategies

About the role

We are seeking a Quantitative Researcher to join our Asian equity systematic trading team. The role focuses on developing and deploying alpha‑generating strategies across Asian markets, including China Mainland, Japan, Hong Kong and Taiwan. The successful candidate will work closely with traders and engineers to bring research ideas to production.

Key responsibilities

• Design, test and implement systematic equity trading strategies for Asian markets.
• Conduct quantitative research on alpha signals, including idea generation, data processing and statistical analysis.
• Apply knowledge of market rules, venue characteristics and trading conventions to optimise strategy deployment.
• Integrate and maintain data pipelines, perform data cleaning, feature engineering and quality assessment.
• Collaborate with trading desks to monitor live strategy performance and iterate on models.

Required profile

• Minimum 2 years of experience in quantitative trading, desk‑quant or quantitative research with exposure to live equity trading.
• Hands‑on experience in Asian equity markets and familiarity with market‑specific rules.
• 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

• Python programming.
• Data‑science tools such as Jupyter, pandas, NumPy and scikit‑learn.

What we offer

• Opportunity to work on live systematic trading strategies in a fast‑paced, entrepreneurial environment.
• Collaboration with a global quantitative research team.