- Working alongside the PM on developing systematic trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies with a focus on Asian market statistical arbitrage / systematic strategies
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Collaborate with the PM in a transparent environment, engaging with the whole investment process.
- 5+ years of professional experience in a systematic trading environment (prop desk or hedge fund)
- Product experience in statistical arbitrage strategies
- Experience trading in Chinese equity markets stat arb and/or equity index futures across Asian markets
- Demonstrated ability to conduct independent research using large data sets
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