Equity Quantitative Research Associate

About the role

This role sits in our Asia Strategies department. The goal of Asia Strategies is to continue our growth down the journey of being the premier investment management firm in the region. This entails developing great investment strategies reflecting our expertise, generating alpha in the markets, researching and publishing our understanding of the macroeconomic environment, and designing solutions to help our clients invest across the region.

Responsibilities

• Research & Development - Drive a systematic research process end to end including idea generation, data modeling, research/analysis, implementation, and industrialization.
• Oversight & Monitoring – Continuously evolve our systematic oversight processes to understand drivers of risk, return, and views. Generate ideas to improve existing signals. Contribute ideas for discretionary trades and overlays to the portfolio.
• Discovery – Identify and assess new datasets to identify their merit in our investment process. Follow and look to implement the latest developments in academic research. Experiment with new technologies to improve both our investment process and research and development environment.
• Collaboration – Work across our data engineers, developers, and researchers to evolve our research platform and data ecosystem. Engage with the broader Asia strategies team to share observations and generate ideas.

Qualifications

• 1-4 years of work experience in quantitative research at a hedge fund, asset manager, or bank. Experience in systematic equities a plus.
• Strong mathematical and statistical modeling skills (both time series and cross-sectional analysis)
• Demonstrated proficiency in statistical languages (Python or R) and experience with database programming languages and environments (SQL and Snowflake)
• Willingness to expand your toolkit to adapt to our Scala driven production stack.
• Strong desire to work with new development assistant technologies to drive productivity.
• Experience working with large, diverse, and alternative datasets
• Experience working with factor models (both externally sourced and internally developed)
• Experience with trading in Asian markets is preferred including (but not limited to) familiarity with Asia market's distinctive characteristics such as stamp cost, financing, and no short constraints.

Benefits

The expected annual base salary for this position is $250,000-$300,000. The total compensation package includes variable compensation in the form of a discretionary target bonus.

Pay

The expected annual base salary for this position is $250,000-$300,000.

Schedule

The anticipated onsite requirement for this role is four days per week at our New York City campus or in our Singapore office.