Quantitative Researcher - Equities/Futures

  • Most aggressive bonus structure in the market
  • 深圳, 广东省, 中国 深圳 广东省 CN
  • 未指明
  • GQR Global Markets
  • 2018-05-17 2018-05-17

Systematic absolute returns fund specialising in equities, futures and CTA is looking for a quantitative researcher with 1-2 years' minimum track record to join them and diversify their portfolio further.

My client, an absolute returns fund specialising in Asian futures is looking to add a quantitative researcher to their office in Shenzhen.

As one of the leading funds in Asia, they trade index and commodities futures through trend following strategies and are looking to further diversify their portfolio. The successful candidate will have 1-2 year minimum track record in equity or futures, fully leverageable.  The fund has a flat, fully collaborative structure with one of the most advanced backtesting systems on the street, accompanied by a comprehensive support system for data, work-flow etc. They have a very flat, fully collaborative and efficient structure with one of the most aggressive bonus structures on the street.

Duties and Responsibilities:

  • Generate alpha signals equity/futures markets
  • Develop and implement quantitative predictive models for equities and futures
  • Perform statistical analysis to devise indicators that are predictive of financial instrument returns using various data sets.
  • Utilize and originate new advanced statistical methods and data mining techniques applied to data sets.

Requirements:

  • A PhD or a MSc in a Quantitative/Mathematics subject from a top tier university is essential
  • 1-2 years’ minimum track record
  • Must have strong coding skills and must know at least one of the following programming languages: , Python, Java, C++, Matlab
  • Equity Modelling skills; (Multi-factor modelling, Portfolio construction, signal research)
  • Excellent command of English and Mandarin