Quant Researcher - High-Frequency Trading

About the Hedge Fund

My client is a tier one global hedge fund with a strong presence in the APAC region.

The team:

They have a global team spanning across Europe, the US, and APAC, focusing on Systematic Trading for Equity Statistical Arbitrage, Options, and Futures Trading. Currently, they are actively seeking candidates for positions in Singapore and Hong Kong.

Available Roles:

Quant Researcher - High-Frequency Trading (Singapore)

• They are looking for Quant Researchers with a strong background in High-Frequency Trading.
• Proficiency in C++ is preferred as you will be responsible for developing, implementing, and back testing trading strategies.
• Your expertise in research, portfolio construction, and knowledge of APAC market nuances, especially in China and India, will be crucial for this role.
• Experience in execution research, particularly in a banking environment, would be beneficial.

Quant Researcher - Mid-Frequency Trading (Singapore/Hong Kong)

• Candidates with strong Python skills are sought after for this role.
• As a well-rounded Quant Researcher, you will contribute to research, portfolio construction, and alpha generation.
• Knowledge of APAC market nuances, especially in China and India, will be advantageous.
• This role is open to candidates from both sell-side and buy-side backgrounds.
• Experience in electronic trading and comfort with scripting and monitoring are required.

If you are interested in this position, please send your detailed resume to katie.huang@bahpartners.com or call +852 2544 4200 for a confidential discussion.