Senior Researcher/PM, Index Rebal

Millennium Management

Millennium Management

Multiple locations
Posted 6+ months ago
Senior Researcher/PM, Index Rebal

Job Description: Senior Researcher/PM, Index Rebal

Job Description

Senior researcher or PM as part of a small, collaborative team with a focus on index rebal based in Asia

Location

Hong Kong, Singapore

Principal Responsibilities

  • Working alongside the PM on developing index rebal strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for index rebal strategies with a focus on Asian markets.
  • Combine sound financial insights and index rebalancing strategies deep knowledge and experience.
  • 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 or subPM in an index rebalancing trading environment with a focus on Asian indices
  • Demonstrated ability to conduct independent research and analysis
  • 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 an index rebal trading environment (prop desk or hedge fund)

Target Start Date

  • As soon as possible