Senior Quantitative Researcher, Quantitative Strategies
Millennium Management
Multiple locations
Posted 6+ months ago
Senior Quantitative Researcher, Quantitative Strategies
Job Description: Senior Quantitative Researcher, Quantitative Strategies
Job Description
Senior quantitative researcher as part of a small, collaborative team with a focus on equity and futures statistical arbitrage based in Asia
Location
Hong Kong, Singapore
Principal Responsibilities
- Working alongside the PM on developing systematic trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies with a focus on Asian market statistical arbitrage / systematic strategies
- 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
- Collaborate with the PM in a transparent environment, engaging with the whole investment process
Preferred Technical Skills
- Strong research and programming skills
- Working knowledge of Matlab/Python and SQL are necessary
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
Preferred Experience
- Minimum of 5 years of experience as a quantitative researcher in a high, mid or low frequency systematic trading environment with a focus on equities and/or futures
- Experience trading in Chinese equity markets stat arb and/or equity index futures across Asian markets
- Demonstrated ability to conduct independent research using large data sets
- Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
Highly Valued Relevant Experience
- 5+ years of professional experience in a systematic trading environment (prop desk or hedge fund)
- Product experience in statistical arbitrage strategies
Target Start Date
- As soon as possible