Quantitative Researcher - Equity

We are collaborating with a top-tier global hedge fund that is looking for an Equity Quantitative Researcher to join their team.Responsibilities:Collaborate with the Lead Portfolio Manager to develop algorithmic trading models, focusing on concept creation, data collection and evaluation, system building, and simulation testing for algorithmic global stock strategies, with an emphasis on mid-frequency trading strategies, global statistical arbitrage, or Asian market systematic methods.Apply robust economic insights and advanced statistical techniques to explore, assess, and leverage diverse datasets to create effective forecasting tools integrated into the trading framework.Engage closely with the Lead Portfolio Manager and team members in an open environment, including cross-portfolio collaboration and participation in the entire trading cycle.Qualifications:Proficient in research and programming skills in PythonMaster’s or PhD in a quantitative field such as Computational Mathematics, Informatics, Data Analysis, or a related discipline from a prestigious institution.Strong logical reasoning and independent problem-solving skills.Excellent interpersonal and communication abilities.5-8 years of experience in a quantitative analysis role focusing on mid-to-low frequency stock and/or derivatives strategies, including mid-frequency trading strategies and global statistical arbitrage.Proven ability to conduct autonomous research.Demonstrated creativity in developing and refining trading signals.