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Financial Services- Large Global Hedge Fund
We have an exciting opportunity for a Quantitative Researcher within our Financial Services firm. This role concentrates on indecis re-balancing and indecies arbitrage.
Main Duties
- Research and development of new event-based signals across equities
- Improvement of existing strategies
- Systematising discretionary opportunities such as corporate actions
- Ad-hoc analytical projects
Qualifications and Experience
- Outstanding quantitative skills in the research lifecycle (from signal generation to portfolio construction)
- A deep understanding of statistics and an ability to apply to real world problems
- Deep expertise in the cash equities space in particular building alphas
- A minimum of 3 years' experience in a related role
- Expertise in a high-level programming language such as Python, or R
- Proficiency with NumPy/SciPy/Pandas or similar
- Experience of handling large data sets
- Expertise researching event signals is a plus
- Experience systematising discretionary opportunities would be advantageous
Gravitas is one of the fastest growing specialist recruitment consultancy’s winning multiple industry awards. We have grown internationally from our inception in 2010, from 3 to 9 offices, to over 250 employees. Our Quants team works across Hong Kong and Mainland China, helping talented professionals to find their next career move be that a contract, permanent or temporary role.
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