Quantitative Researcher - Mid Frequency Global Equities
Position Overview
Leading Hong Kong hedge fund seeks quantitative researcher to discover and develop alpha-generating strategies for mid-frequency global equity trading.
Key Responsibilities
Research and identify alpha signals across global equity markets
Develop systematic trading strategies with consistent risk-adjusted returns
Required Skills
PhD/Master's in quantitative field (Math, Stats, Physics, Engineering, Economics)
3+ years buy-side quantitative research experience at hedge funds
Proven track record of alpha generation and strategy development
Expert Python/R for alpha research and backtesting
Deep understanding of equity factor models and portfolio theory
Experience with alternative datasets and signal research
Technical Environment
Python, R, SQL, kdb+/q
Location
Hong Kong, Singapore, Sydney
Compensation
Competitive base + performance bonus + equity
Apply with resume