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My client is a leading US-based quantitative hedge fund with a global reach that is actively looking to build up their operations in Asia.
The firm has built up market data feed handlers, a world-class execution management platform, plus can offer a profit-share agreement to anyone successfully hired. There is also the possibility of working remotely in certain circumstances.
Currently they are looking to hire a number of Investment Research Scientists who will build, run & optimise equity and cross-asset futures portfolios. These can be both medium and high frequency in nature. Havinga performance track record and coding abilities are key.
This is an excellent opportunity to join one of the world's leading quant hedge funds and improve upon your existing alpha models.