Quantitative Researcher, Equity

Millennium; Hong Kong Island; On-site; HKD 60,000 - 90,000; Full time

Job summary

A leading investment management firm is seeking a Quantitative Researcher to join their collaborative team in Hong Kong. The role focuses on systematic equity strategies, requiring strong programming skills in Python and a quantitative background. Ideal candidates will have 1-3 years of experience in cash equities, particularly in Asian markets, and be adept at data analysis and risk management.

Qualifications

• Strong research and programming skills in Python.
• Masters or PhD in a quantitative field from a top-ranked university.
• 1-3 years' experience in cash equities strategies.

Responsibilities

• Collaborate on alpha research focusing on idea generation and model implementation.
• Conduct risk analysis of live performance and manage live trading operations.
• Continuously optimize the Asia portfolio.

Skills

Research skills

Programming in Python

Statistical analysis

Critical thinking

Education

Masters or PhD in Computer Science

Masters or PhD in Applied Mathematics

Masters or PhD in Statistics

Job description

Join to apply for the Quantitative Researcher, Equity role at Millennium

This position involves working as part of a collaborative London-based team, focusing on systematic equity strategies.

Principal Responsibilities

• Collaborate with the SPM on alpha research, primarily focusing on idea generation, data gathering, research/analysis, model implementation, and backtesting for systematic equity strategies, primarily approaching ideas from an Asian perspective but applying them globally.
• Utilize sound financial insights and statistical learning techniques to explore, analyze, and harness various datasets to build predictive models for deployment in the investment process.
• Continuously optimize the Asia portfolio.
• Conduct risk analysis of live performance and perform PnL attribution.
• Handle live trading operations in the Asian markets, including managing failed orders, futures trading, and rolling.

Preferred Technical Skills

• Strong research and programming skills in Python.
• Masters or PhD in a quantitative field such as Computer Science, Applied Mathematics, or Statistics from a top-ranked university.

Preferred Experience

• 1-3 years' experience in cash equities strategies, focusing on alpha research.
• Experience with trading in Asian markets, with familiarity with market characteristics such as stamp costs, financing, and no short constraints.
• Ability to understand fundamental and event-related data, with experience using alternative data sources.

Highly Valued Relevant Experience

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

Additional Details

Target Start Date: [Specify if available]

Seniority Level

Entry level

Employment Type

Full-time

Job Function

Finance and Sales

Industry

Investment Management