Our client, a global quantitative trading firm, is looking for a quantitative researcher with proven background in eq/futures to join their growing team; Providing an opportunity to provide independent research and gain hands-on market exposure through research/trading; Excellent remuneration and growth potential

Responsibilities:
– Conduct quantitative finance research on eq and futures for systematic/algorithmic trading
– Manage the full aspects of research process including data collection, analysis, strategy development, modeling, backtesting, etc.
– Develop, optimize, and maintain models for quantitative analysis
– Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure

Requirements:
– MS or PhD in finance, computer science, engineering, or other quantitative discipline (PhD is highly preferred)
– Proven analytical and quantitative skills
– At least 3+ years of quantitative/systematic research experience (futures, eq, fx) on the buy-side
– Broad statistical toolkit including machine learning, econometrics, large-scale simulation
– Experience with large-scale portfolio optimization, multi-period optimization, and relevant software libraries and packages
– Proven ability to conduct independent research
– Highly motivated, willing to take ownership of his/her work