Gravitas Recruitment Group is an award winning recruitment specialist. We are Asia's 'Best Specialist Recruitment Firm', providing recruitment services from Hong Kong & Singapore.
A growing hedge fund client is looking to set up a Quantitative trading team. One of the first strategic hires is a Quantitative Research Analyst who can help set up strategies and models, build screens, conduct back-testing and work with IT to set up necessary infra.
This new joiner will report directly to senior management teams, and become a key member as the firm continues to grow and scale.
- Perform research on historical and current market data, quantitative trading models, and market trends
- Conduct Alpha research, formulate trading strategies, coding algorithms; work with trading and IT teams to integrate them into the firm's own real-time infrastructure
- Take ownership of strategies and algorithms, improve pricing models, and adjust ongoing trading parameters
- Identify technical difficulties that causes slippages, improve the back-testing and automated trading platforms, implement new quantitative analysis tools
- University degree in Quantitative Finance, Math, Statistics, Computer Science or related disciplines
- Minimum 2 years' experience in quantitative trading environment
- Must have strong command with Python or other commonly used programming languages
- Proactive attitude and ability to work in a fast-paced and highly collaborative environment is a must
- Highly fluent spoken and written English is a must;