Quantitative Researcher, Equity

Quantitative Researcher, Equity Job Description: Quantitative Researcher as part of a collaborative London-based team, with a focus on systematic equity strategies. Preferred Location: Asia office (Singapore, Hong Kong, Tokyo) Principal Responsibilities: Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies - typically approaching ideas from an Asian perspective, but applying them globally Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process Continuously fine tune Asia portfolio's optimization Conduct risk analysis of live performance and pnl attribution Handling live trading operations in Asia market including failed orders, futures trading/rolling. Preferred Technical Skills: Strong research and programming skills in Python are necessary Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university Preferred Experience: 1-3 years of experience with cash equities strategies doing alpha research Experience with trading in Asian markets. Familiarity with Asia market's distinctive characteristics such as stamp cost, financing, no short constraints etc is preferred. Demonstrated ability to understand fundamental and event related data and experience with alternative data sources Highly Valued Relevant Experience: Strong economic intuition and critical thinking Product experience in statistical arbitrage strategies Target Start Date: As soon as possible