Quantitative Researcher - Experienced (DV Equities)
Core
Develop predictive signals and build models for equities and futures market-making across Asia-Pacific, from data exploration to live performance monitoring.
Role type
Senior quantitative researcher (equities/futures)
Builds
Production-ready trading strategies and predictive models for cash equities, ETFs, and index futures
Domain
Financial services / Equities and futures market-making
Deliverable
production ML models | product features
Required skills
Python (pandas, NumPy), statistical analysis, machine learning (tree-based methods), data pipeline development, backtesting, time-series analysis
Preferred skills
C++ or low-level languages, proprietary trading/hedge fund experience, familiarity with market microstructure
Technologies
Python, pandas, NumPy, Random Forest, XGBoost, LightGBC
Responsibilities
Analyze market data to uncover patterns and predictive signals; Build and backtest quantitative models; Develop and maintain data pipelines for large-scale market data; Collaborate with traders to translate insights into strategies; Monitor and iterate on live signals and models
Seniority
Senior, hands-on IC