Top tier hedge fund currently seeking a Senior Quantitative Researcher with a focus on mid-frequency Equity strategies for a new team building out in APAC (Hong Kong, Singapore, Shanghai), working closely with a Senior Portfolio Manager on signal research, strategy aggregation, portfolio and risk decisions.

This role will focus on alpha research and strategy development with a primary focus on idea generation, data gathering and research/analysis, model implementation and back testing for systematic strategies across global Equity markets.

Ideal candidate will have c3+yrs (no cap here, experience is valued and welcomed!) experience in researching and deploying systematic equity strategies, preferably with a track record managing strategies with a specialisation on specific markets (US / China / Japan / Taiwan etc.) and/or deployable high capacity strategies (sharpe ~1.2-1.5+) with time horizons from 2 days to 2 weeks (avg.). You'll have a strong quantitative background and fluency in Python.

The firm can support relocation and visa sponsorship.

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