Quantitative Researcher/Developer, Systematic Equities

Quant Blueprint LLC; Hong Kong; On-site; HKD 626,959 - 1,018,808; Full time

Job summary

Quant Blueprint LLC is seeking a Quantitative Researcher/Developer to join a collaborative trading team in Hong Kong, focusing on systematic trading strategies in equities markets.

The ideal candidate will have strong programming skills in Python, a master's or PhD in a STEM field, and 3-10 years of experience in quantitative equity trading. Engage in alpha research and model implementation while collaborating closely with the Senior Portfolio Manager.

This role offers the opportunity to work with sophisticated software tools and contribute significantly to the investment process.

Qualifications

• 3-10 years of experience in quantitative equity trading for EM, focusing on Asian markets.
• Experience building and working with large datasets.
• Practical experience in financial data processing, alpha research, and back testing.

Responsibilities

• Work on alpha research and development with a focus on idea generation and data gathering.
• Combine financial insights with statistical learning techniques to build predictive models.
• Collaborate with the Senior Portfolio Manager in a transparent environment.

Skills

Strong programming skills in Python

Analytical skills

Quantitative skills

Communication skills

Education

Masters or PhD degree in STEM field from a top ranked university

Tools

Python-based software tools

Job description

Quantitative Researcher/Developer, Systematic Equities

Job Description: Quantitative Researcher as part of a small, collaborative trading team with a focus on systematic trading strategies in equities markets.

Location: Hong Kong, Singapore, and Tokyo

Principal Responsibilities:

• Work alongside the Senior Portfolio Manager on alpha research and development, with a primary focus on idea generation, data gathering and research/analysis, model implementation and back testing for systematic equity 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.
• Work on sophisticated python-based software tools and libraries.
• Write neat, modular code on a jointly owned codebase of significant size and complexity.
• Collaborate with the Senior Portfolio Manager in a transparent environment, engaging with the whole investment process.

Preferred Technical Skills:

• Strong programming skills in Python and experience working on sophisticated Python-based software tools and libraries in a fast changing environment.
• Masters or PhD degree in STEM field from a top ranked university.
• Demonstrate excellent communication, analytical and quantitative skills.

Preferred Experience:

• 3-10 years of experience in quantitative equity trading for EM, with a focus on Asian markets.
• Practical experience in financial data processing, alpha research, and back testing.
• Experience building and working with large data sets.

Highly Valued Relevant Experience:

• 3-10 years of experience working in a quantitative research/development capacity in a systematic trading environment with product experience in statistical arbitrage strategies or equivalent sell-side experience and a focus on Asia markets.
• A surface level familiarity with C++ would be valued.

Target Start Date:

• As soon as possible.
• Open to 3-6 month NCA for exceptional candidates.