Position Overview

We’re working with a top-tier global hedge fund known for our commitment to innovation, performance, and talent. This company is scaling mid-frequency trading strategies, and are looking for exceptional quantitative researchers to help uncover alpha across global markets. You’ll work alongside experienced researchers, technologists, and portfolio managers in a collaborative, intellectually rigorous environment. With access to vast datasets, high-performance infrastructure, and robust research pipelines, you’ll have the tools to take ideas from concept to production. If you're excited about applying statistical and machine learning methods to real-world markets, and want to drive meaningful PnL, this is the opportunity for you.

Key Responsibilities

Research and identify alpha signals across global equity markets
Develop systematic trading strategies with consistent risk-adjusted returns

Required Skills

PhD/Master's in quantitative field (Math, Stats, Physics, Engineering, Economics)
3+ years buy-side quantitative research experience at hedge funds
Proven track record of alpha generation and strategy development
Expert Python/R for alpha research and backtesting
Deep understanding of equity factor models and portfolio theory
Experience with alternative datasets and signal research

Technical Environment

Python, R, SQL, kdb+/q

Location

Hong Kong, Singapore, Sydney

Locations Available: NYC, Chicago, Sydney, Hong Kong, Singapore

Compensation

Competitive base + performance bonus + equity

Apply with resume