Conduct quantitative finance research on eq and futures for systematic/algorithmic trading
– Manage the full aspects of research process including data collection, analysis, strategy development, modeling, backtesting, etc.
– Develop, optimize, and maintain models for quantitative analysis
– Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure
PhD in maths, finance, computer science, engineering, or other quantitative disciplines.
Proven analytical and quantitative skills..
At least 3+ years of quantitative/systematic research experience (futures, eq, fx) on the buy-side.
Broad statistical toolkit including machine learning, econometrics, large-scale simulation.
Experience with large-scale portfolio optimization, multi-period optimization, and relevant software libraries and packages.
Proven ability to conduct independent research
Ideally you will be based in Asia and have a keen interest to work in Hong Kong . They will also consider candidates based in other locations who would be interested to relocate.
Please send a PDF resume to firstname.lastname@example.org