
Global Equity Trading Specialist
3 days ago
As a Quantitative Researcher, you will be working with a leading global hedge fund to uncover alpha signals across global equity markets. This is an exciting opportunity to drive meaningful PnL by applying statistical and machine learning methods to real-world markets.
We're scaling mid-frequency trading strategies, and are looking for exceptional researchers to help us achieve our goals. You'll work alongside experienced researchers, technologists, and portfolio managers in a collaborative environment with access to vast datasets, high-performance infrastructure, and robust research pipelines.
Key Responsibilities:- Research and identify alpha signals across global equity markets
- Develop systematic trading strategies with consistent risk-adjusted returns
To succeed in this role, you'll need:
- PhD or Master's degree in a quantitative field (Math, Stats, Physics, Engineering, Economics)
- At least 3 years of buy-side quantitative research experience at a hedge fund
- Proven track record of alpha generation and strategy development
- Expertise in Python, R, SQL, and kdb+/q
- Deep understanding of equity factor models and portfolio theory
- Experience with alternative datasets and signal research
As a member of our team, you can expect:
- Competitive base salary
- Performance bonus
- Equity in the company
NYC, Chicago, Sydney, Hong Kong, Singapore
Location:Multiple locations available, including Hong Kong, Singapore, and Sydney
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