Our client, a Hong Kong based multi-strategy hedge fund, is looking for a Quantitative Researcher to join their growing, high performing team.
This position would sit with a Systematic Equities Portfolio Manager, working on researching and developing systematic trading strategies. This would involve data cleaning and analysis, alpha signal research, and more.
The Ideal Candidate:
- 5+ years of quantitative research experience with a focus on statistical arbitrage.
- Advanced degree in a STEM related subject.
- Strong Python programming skills.
If you are interested in learning more about this role, please don't hesitate to apply!
