Quantitative Researcher (Python/Buy Side) [Hong Kong or Singapore]

Our client, a leading firm in the financial industry, is seeking a Quantitative Researcher with 5-7 years of experience to join their team in either Hong Kong or Singapore. The ideal candidate will have a background from the buy-side.

As a Quantitative Researcher, you'll be responsible for developing and implementing quantitative trading strategies. The role will focus on a low to mid-frequency trading style. The strategies will cover global markets, with a particular emphasis on the US and Pan-Asia regions. Experience with US/Europe arbitrage strategies is also highly valued.

You'll have the opportunity to work closely with the existing team and will eventually report to a new senior portfolio manager who will join the firm next year. This is an excellent opportunity to be part of a dynamic trading environment.

Key Qualifications:

• 5-7 years of experience in a quantitative research role, preferably on the buy-side.

• Proficiency in Python and other standard programming languages.

• Strong knowledge of global markets, including the US and Pan-Asia.

• Ability to communicate in Mandarin is advantageous for liaising with Mandarin-speaking clients, but not mandatory

• Experience with arbitrage strategies is a plus.

If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to Charlie Kim at resume@pinpointasia.com and put Quantitative Researcher (Python/Buy Side) [Hong Kong or Singapore] in the subject header.

Data provided is for recruitment purposes only.