Quantitative Strategist – Equities & Market Structure, APAC
Core
Senior quantitative strategist embedded on an APAC equities trading desk, building live tools and producing market insights to support trading, sales, and corporate broking activities.
Role type
Senior IC quantitative strategist (equities market structure)
Builds
Live desk tools for execution analytics, factor models, options pricing, and risk overlays
Domain
APAC equities, market microstructure, institutional trading
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Python, SQL, data visualization, equities market microstructure, execution analytics, TCA, factor modelling, derivatives pricing, APAC market structure knowledge
Preferred skills
Experience working on or alongside a trading desk, portfolio analytics, hedging frameworks, shareholder dynamics analysis, algo performance assessment
Technologies
Python, SQL
Responsibilities
Build and maintain desk tools supporting execution analytics, factor models, options pricing, and risk overlays; Analyze market structure, venue behavior, and order flow to generate actionable execution insight; Produce desk commentary and client notes on market structure, execution trends, and live market events; Support Sales Traders with portfolio analytics, execution analysis, and hedging frameworks; Support corporate broking with quantitative analysis on shareholder dynamics, capital markets positioning, and valuation context; Work with trading and technology to assess algo performance, routing logic, and execution outcomes