Quantitative Researcher, Equity

Millennium; Hong Kong; Sur place; HKD 700 000 - 1 100 000; Plein temps

Résumé du poste

Millennium is seeking a Quantitative Researcher to join a London-based team with a focus on systematic equity strategies. The role emphasizes idea generation, data gathering, model development, and backtesting, with an Asia-centric perspective yet global applicability.

You will combine financial insight with advanced statistical learning to build predictive models, continuously refining Asia portfolio optimization and conducting risk analyses of live performance and PnL attribution.

Qualifications

• Master's or PhD in a quantitative field from a top-ranked university.
• 1-3 years of experience with cash equities alpha research.
• Strong Python programming and data analysis skills.

Responsabilités

• Collaborate with SPM on alpha research; idea generation, data gathering, research/analysis, model implementation and backtesting for systematic equity strategies (Asian perspective, applied globally).
• Combine financial insights with statistical learning to build predictive models deployed in the investment process.
• Continuously fine tune Asia portfolio optimization.
• Conduct risk analysis of live performance and PnL attribution.
• Handle live trading operations in Asia including failed orders and futures trading/rolling.

Connaissances

Python

Research

Data analysis

Formation

Master's or PhD in quantitative field

Description du poste

Job Description

Quantitative Researcher as part of a collaborative London-based team, with a focus on systematic equity strategies.

Preferred Location

Asia office (Singapore, Hong Kong, Tokyo)

Principal Responsibilities

• Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies - typically approaching ideas from an Asian perspective, but applying them globally
• 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
• Continuously fine tune Asia portfolio's optimization
• Conduct risk analysis of live performance and pnl attribution
• Handling live trading operations in Asia market including failed orders, futures trading/rolling.

Preferred Technical Skills

• Strong research and programming skills in Python are necessary
• Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university

Preferred Experience

• 1-3 years of experience with cash equities strategies doing alpha research
• Experience with trading in Asian markets. Familiarity with Asia market's distinctive characteristics such as stamp cost, financing, no short constraints etc is preferred.
• Demonstrated ability to understand fundamental and event related data and experience with alternative data sources

Highly Valued Relevant Experience

• Strong economic intuition and critical thinking
• Product experience in statistical arbitrage strategies

Target Start Date

As soon as possible