Quantitative Researcher, Equity
at Millennium
Posted 20 hours ago
No clicks
- Compensation
- Not specified
- City
- London, Singapore, Hong Kong, Tokyo
- Country
- United Kingdom, Singapore, China, Japan
Currency: Not specified
Join a collaborative, London-based quantitative team focused on systematic equity strategies with a preferred placement in Asia (Singapore, Hong Kong, Tokyo). The role covers idea generation, data gathering, model implementation, backtesting, portfolio optimisation and live risk/pnl attribution. You will combine financial insight and statistical learning to build predictive models and support Asia trading operations, including handling failed orders and futures rolling. Strong Python programming and a quantitative graduate degree are required, with 1-3 years' experience in cash equities or alpha research preferred.
Job Description:
Quantitative Researcher as part of a collaborative London-based team, with a focus on systematic equity strategies.
Preferred Location:
Asia office (Singapore, Hong Kong, Tokyo)
Principal Responsibilities:
Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies - typically approaching ideas from an Asian perspective, but applying them globally
Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
Continuously fine tune Asia portfolio's optimization
Conduct risk analysis of live performance and pnl attribution
Handling live trading operations in Asia market including failed orders, futures trading/rolling.
Preferred Technical Skills:
Strong research and programming skills in Python are necessary
Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university
Preferred Experience:
1-3 years of experience with cash equities strategies doing alpha research
Experience with trading in Asian markets. Familiarity with Asia market's distinctive characteristics such as stamp cost, financing, no short constraints etc is preferred.
Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
Highly Valued Relevant Experience:
Strong economic intuition and critical thinking
Product experience in statistical arbitrage strategies
Target Start Date:
As soon as possible
