Quantitative Researcher, Quantitative Strategies

Job Description: Quantitative Researcher, Quantitative Strategies

Please direct all resume submissions to QuantTalentASIA@mlp.com and reference REQ-11766 in the subject.

Job Description

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
• Experience as a quantitative researcher in a mid-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
• 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

Please direct all resume submissions to QuantTalentASIA@mlp.com and reference REQ-11766 in the subject.