My client is a strong performing, US backed Quant Hedge Fund based in HK. They are looking to hire a Cross Asset Quant Researcher to expand their current trading team.
Responsibilities:
- Experienced in cross asset strategies, quant macro, systematic futures, etc;
- Developing Quant Alpha signals, build predictive models, backtest strategies
- Monitor daily risks, trading system and positions in the portfolio.
- Strong programming, analytical and quantitative skills
- Work together with portfolio managers, to generate ideas and implement strategies
Requirements:
- Masters Degree or Ph.D in Mathematics, Computer Science, Statistics, Finance or other quantitative disciplines
- Programming: Python primarily; Matlab, C# and SQL, NLP, machine learning is advantageous
