You an opportunity being a Hong Kong based researcher within the global Quantitative Trading Fund to research and develop alpha signals with a focus on APAC markets (equities and futures).

You responsibilities in collecting, cleaning, validating, and analyzing large amounts of APAC related data in an effort to develop new sources of alpha for Systematic or Market Liquidity Strategies.

You utilizing complex statistical and mathematical tools, probability theory, and optimization methods to balance risk/return tradeoff while incorporating risk control tools.

You being part of the fund"s investment objective in delivering a consistent, low volatility, positive return stream with limited drawdowns.

Your contribution to the main trading strategies being Systematic and Market Liquidity approaches, with you partnering across the global Systematic Market Making teams" core expertise, focusing on strategies with typical holding periods ranging from <1 day to ~1 month.

1-2 Years’ experience where you have conducted research on APAC equities and using research in building alpha signals.

Your prior experience of developing quantitative strategies and handling the risks of the portfolio.

A strong work ethic with you being highly organized, detail‐oriented and motivated in driving projects, with you also possessing intellectual curiosity.

Excellent communication skills in English, with your fluency in other Asian languages being advantageous.

Strong quantitative skills, with you having graduated your undergraduate studies from a leading academic institution, with related postgraduate studies being of added benefit.

Fluency in at least one statistical language, e.g. Matlab, R, SPlus.

Capability in working and performing under pressure in a fast paced environment.