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Exclusive role: Quant Research Analyst opportunity looking at systematic alpha-driven strategies applied to Fixed Income markets for a Hedge Fund in Hong Kong.
I have partnered with a BN dollar spin off Hedge Fund who are looking for quant researchers to cover systematic fixed income strategies. They are a multi-asset and multi-strat business who trade alpha-driven, volatility and systematic risk premia strategies across equities, bonds, rates and FX.
They're ideally looking for candidates who have a background in machine learning or statistics with 1-3 years of experience as a quant researcher with another hedge fund. Systematic fixed income knowledge will be required for this position. Additional highly sought after experience includes:
Proven experience researching and implementing fully systematic strategies within Fixed Income Markets
Strong programming in Python
Excellent communication skills
Experience with Machine Learning techniques
Ability to discuss new ideas such as EPS and ongoing trends in the financial markets
Motivation to work and live in Hong Kong
If you have the right background and interested to apply, please click on the link to upload your CV and we will be in touch. Thank you.