Our client - a highly successful $17bn+ multi-strategy hedge fund - is looking for a talented Quantitative Researcher to join a new, exciting team in Hong Kong.
The successful candidate will work closely with an industry-leading Portfolio Manager in the Equity Statistical Arbitrage space.
What you'll be doing:
- Working closely with the PM to research Equity Stat Arb trading strategies.
- Using a disciplined scientific approach to develop unique insights into financial markets and datasets, and to build automated investment models.
- Using mathematical tools to analyse and optimise monetisation of forecasts, and to manage portfolio risk.
- Engineering robust new systems and improving the efficiency of existing systems to be used in the team's research and trading strategies
What you'll bring:
- 3-5 years of relevant work experience (buy-side or sell-side)
- Must be proficient in Python/C++
To discuss this opportunity in full please get in touch or send your resume to:
jamie@paragonalpha.com
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