My client, a leading global trading firm , is seeking a Quant Researcher to join their Systematic Equities team covering APAC markets. This role focuses on data-driven monetisation research instead of alpha generation.
What youll do:
- Analyse & implement systematic strategies in Asian Equities (Delta One, Futures, ETFs, Single Stock Futures)
- Extend existing strategies into new APAC markets
- Perform large-scale data analysis, systematic programming & applied research
- Collaborate closely with traders & technologists on systematic initiatives
What youll bring:
- 3+ years experience in quant research, data analysis, or systematic programming
- Strong academic background (Maths, Stats, Physics, Computer Science) – Degree/Masters (PhD not required)
- Programming in Python (C++ nice-to-have, not mandatory)
- Strong communication skills & track record of impact at tier-1 firms
High-profile APAC role in a top systematic equities team
Focus on monetisation, market extension & applied research
Opportunity to shape strategy across diverse Asian markets
Open to relocating candidates globally.
Katie Huang | katie.huang@bahpartners.com