Quant Research, Alpha Systematic Strategies, Buy side, HK
Vacancy and job description: looking to hire an experienced Quant research analyst with between 3-7 years of experience working on alpha systematic trading strategies in either the European/US/Asian markets.
You will be joining a team of 20 in which 18 are Portfolio Managers at one of Asia's largest Chinese Asset Management companies. You will be responsible for:
- Developing and maintain systematic strategies via quantitative research on large data sets, trend variations, time series etc
- Design factors or signals, which target to generate out performance based on historical backtesting
- Implement and analyse optimisation results
- Persistent questioning and analysis of all investment strategies
The ideal candidate will as such possess the following:
- Master degree holder from a recognised university, preferably in Finance discipline (Statistics, Quantitative Economics or Financial Engineering preferred). CFA preferred.
- 3+ years experience with financial market data (global equities preferred) with experience analysing and implementing trading strategies/models.
- Proficient in processing time-series and cross-sectional financial data sets, and in applying well established statistical techniques
- Sound knowledge on statistical modeling and quantitative research methodology.
- Experience in using Excel, VBA, Matlab and VB.net is essential
As this is a buyside role in Hong Kong, they are looking for someone who is fluent in Mandarin. If you are interested in applying, or know of anyone who might be, please apply online with a CV in Word Format.
Thanks
Huxley Associates, a trading division of SThree Pte Limited (Registration Number: 200720126E | Licence Number 09C5506)
To find out more about Huxley Associates please visit www.huxley.com
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