full-time
Stat Arb Equities Quantitative Researcher
Selby Jennings
- Employer
- Selby Jennings
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Research, develop, backtest, and implement quantitative signals and alpha factors for systematic equity strategies, using large datasets and statistical and machine learning techniques. Monitor live strategy performance, conduct attribution, and collaborate with portfolio managers and technical teams to improve research infrastructure, portfolio construction, and existing models. The role calls for expertise in quantitative investment research, statistical evaluation, and systematic equity strategies. It also involves analyzing structured and unstructured data, exploring alternative datasets and machine learning, and working with portfolio managers, quant developers, and data engineers.