System Trading Quantitative Strategist/Researcher -Top-tier Financial Institution
Responsibilities Requirements:
- In charge of monetization of high-frequency equities strategies running across Asia
- Identify new high frequency alpha signal through large-scale data mining for one existing strategy; redesigned the strategy and significantly improved its performance
- Responsible for conducting customized research analytics for traders and clients
- Built the complete monetization framework from scratch for back testing and production trading PnL optimization
- Conduct region-specific alpha research and development to improve statistical arbitrage trading strategies
- Utilize machine learning techniques to develop a new Asian equities risk model with high out-sample risk prediction
- Implemented daily automatic production pre-trade tests and post-trade reports to ensure flawless trading
- Master degree required, preferably in Statistics, Mathematics, Finance or Technology; PhD degree would be an advantage
- Strong experience managing and developing back testing framework and databases, capability to utilize data in value adding manner
- Strong experience in equity market microstructure, Asian market exposure an advantage
- Must have outstanding analytical ability and experience applying statistical/mathematical theory to real-world situations.
- Must have outstanding analytical ability and experience applying microstructure research to real-world trading situations
- Fluent English is essential, fluency in an Asian language a plus
To apply, please submit your CV to kerry@aptitudeasia.com and anson@aptitudeasia.com
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