A tier 1 international bank is looking to hire an experienced quant researcher to join their equity systematic trading team.
The ideal individual will have previous exposure to developing and back testing systematic equity strategies ranging from mid to high frequency for APAC markets.
Candidates with quant research experience in banks or systematic funds/ proprietary trading firms are encouraged to apply.
Individuals that have implemented and developed strategies for Central Risk Book, Index arbitrage, Statistical arbitrage or Index Rebalance would be preferred.
The ideal candidate would have relevant exposure in optimizing existing and implementing new trading strategies.
This bank will also consider applicants with experience in other asset classes or markets provided they have a strong interest in creating equity systematic strategies.
Candidates with a excellent education background on quantitative disciplines or machine learning are encouraged to apply.