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To improve and enhance their Market Neutral Desk, they are looking for a mid- level quantitative strategist who can bring in some fresh ideas and develop and implement medium/low frequency strategies, between a few weeks to a few months within Asian quant equities.
The role involves designing, trading and implementing statistical arbitrage strategies. You will work closely with the Portfolio Manager of the Market Neutral team along with the Director of research, making this an ideal opportunity to learn from a range of different sources and backgrounds. You will be involved in researching and proposing new ideas on portfolio construction, robust optimisation, high dimensional problems, and utility theory as well as creating new systematic strategies to trade markets, and monitor and improve existing models.
Quant researcher or quant PM with experience researching and/or trading Asian (APxJ or Japan) market-neutral (or L/S) equities. Asian quant equities experience (preferably EMN) is fundamental.
You must have over 3-years experience.
Experience in a leading established Asian fund is a plus.
Hands on (Matlab, Python, data), good communicator, team player.
PhD in a STEM subject.
Ideally you will be based in Asia. They will consider candidates from other locations also if they have prior experience trading Asian equities