Quantitative Researcher — APAC Equities (Mid/Low Frequency), Global Systematic Hedge Fund
Core
Develop predictive equity signals for APAC markets (Japan, China, Hong Kong, Korea, Taiwan, Australia) with holding periods from days to weeks and turn validated signals into production portfolios.
Role type
mid-frequency quantitative equity researcher
Builds
cross-sectional equity signals and live capital portfolios
Domain
APAC equities, systematic trading
Deliverable
production ML models
Required skills
Python, statistics, factor models, risk models, out-of-sample validation, transaction-cost modeling
Preferred skills
machine learning, Japanese, Mandarin, Korean, Japan market experience
Technologies
Python
Responsibilities
Research and build cross-sectional equity signals for APAC markets; Test ideas rigorously with robust out-of-sample validation and factor-neutral evaluation; Help turn validated signals into portfolios and monitor them in production
Seniority
Mid-level, hands-on IC