Stat Arb Equities Quantitative Researcher
Selby Jennings · Hong Kong, Hong Kong SAR
Tailor my CV for this job — freeResearch, develop, and implement quantitative investment signals for systematic equity strategies.Analyze large structured and unstructured datasets to identify predictive patterns and market inefficiencies.Design, backtest, and evaluate alpha factors using rigorous statistical techniques.Conduct performance attribution and monitor live trading strategies.Collaborate with Portfolio Managers, Quant Developers, and Data Engineers to enhance research infrastructure and portfolio construction methodologies.Explore alternative datasets and machine learning techniques to improve signal generation.Develop tools and frameworks to streamline research and production deployment.Monitor strategy performance and contribute to ongoing enhancements of existing models.