Quantitative Researcher – Systematic Equities | Alpha Research | Global Hedge Fund

I'm currently partnering with several leading global hedge funds that are looking to hire exceptional Quantitative Researchers to join their systematic investment teams across Hong Kong, Singapore and other global locations .

These teams are responsible for researching, developing and deploying systematic investment strategies across global markets, working with vast datasets to generate alpha and improve portfolio performance.

We're interested in candidates with experience in:

1. Alpha signal generation and quantitative research
2. Systematic equities, equity volatility or multi-asset strategies
3. Statistical modelling, machine learning and predictive analytics
4. Backtesting, portfolio construction and risk modelling
5. Alternative data research and feature engineering
6. Large-scale data analysis using Python

Technical skills:

1. Strong Python programming
2. Solid understanding of statistics, probability and machine learning
3. Experience with pandas, NumPy, SQL and Linux
4. Exposure to cloud computing, distributed systems, or C++ is advantageous

Ideal background:

1. Buy-side hedge funds, proprietary trading firms or quantitative investment managers
2. Strong academic background in Mathematics, Statistics, Computer Science, Physics, Engineering or a related quantitative discipline
3. Passion for solving complex problems and developing data-driven investment strategies

These opportunities offer the chance to work alongside world-class researchers and portfolio managers in highly collaborative, research-driven environments with excellent compensation and long-term career growth.

If you're interested in exploring the market or would like a confidential discussion about these opportunities, please feel free to contact me: katie.huang@bahpartners.com