Quantitative Researcher – Systematic Trading (APAC)
Core
Develop and deploy systematic trading strategies across APAC equities, futures, and related instruments using high-quality research and robust implementation.
Role type
Quantitative Researcher (Systematic Trading)
Builds
Alpha-driven trading strategies, data pipelines, analytical tools, and exchange simulators
Domain
Financial markets (APAC equities, futures) + Quantitative Finance
Deliverable
production ML models
Required skills
Probability, statistics, mathematical modelling, backtesting frameworks, simulation techniques, time series analysis, auto-correlation, PCA, large-scale dataset handling, Python, C++
Preferred skills
Prior experience in quantitative trading or systematic research
Technologies
Python, C++