Quantitative Researcher, Quantitative Strategies

Quantitative Researcher, Quantitative Strategies Job Description: Quantitative Researcher, Quantitative Strategies Please direct all resume submissions to QuantTalentASIA@mlp.com and reference REQ-11766 in the subject. Job Description Quantitative Researcher as part of a small, collaborative team with a focus on equity and futures statistical arbitrage based in Asia Location Hong Kong, Singapore Principal Responsibilities Working alongside the PM on developing sys

Millennium Management, LLC - Mongkok, Hong Kong - Full time

Salary: Competitive

Quantitative Researcher, Quantitative Strategies

Job Description: Quantitative Researcher, Quantitative Strategies

Please direct all resume submissions to QuantTalentASIA@mlp.com and reference REQ-11766 in the subject.

Job Description

Quantitative Researcher as part of a small, collaborative team with a focus on equity and futures statistical arbitrage based in Asia

Location

Hong Kong, Singapore

Principal Responsibilities
  • Working alongside the PM on developing systematic trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies with a focus on Asian market statistical arbitrage / systematic strategies
  • 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
  • Collaborate with the PM in a transparent environment, engaging with the whole investment process

Preferred Technical Skills
  • Strong research and programming skills
  • Working knowledge of Matlab/Python and SQL are necessary
  • Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field

Preferred Experience
  • Experience as a quantitative researcher in a mid-low frequency systematic trading environment with a focus on equities and/or futures
  • Experience trading in Chinese equity markets stat arb and/or equity index futures across Asian markets
  • Demonstrated ability to conduct independent research using large data sets
  • Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience

Highly Valued Relevant Experience
  • Professional experience in a systematic trading environment (prop desk or hedge fund)
  • Product experience in statistical arbitrage strategies

Target Start Date
  • As soon as possible

Please direct all resume submissions to QuantTalentASIA@mlp.com and reference REQ-11766 in the subject.
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