Quantitative Researcher, Equity at Millennium

• Quantitative Researcher, Equity at Millennium – Singapore

Quantitative Researcher, Equity

Job Description:

Quantitative Researcher as part of a collaborative London‑based team, with a focus on systematic equity strategies.

Preferred

Location:

Asia office (Singapore, Hong Kong, Tokyo)

Principal Responsibilities:

• Working alongside the SPM on alpha research, with a primary focus on idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies – typically approaching ideas from an Asian perspective, but applying them globally.
• Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process.
• Continuously fine tune Asia portfolio’s optimization.
• Conduct risk analysis of live performance and P&L attribution.
• Handling live trading operations in Asia market including failed orders, futures trading/rolling.

Preferred Technical

Skills:

• Strong research and programming skills in Python are necessary.
• Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or a related field from a top‑ranked university.

Preferred Experience:

• 1–3 years of experience with cash equities strategies doing alpha research.
• Experience with trading in Asian markets. Familiarity with Asia market’s distinctive characteristics such as stamp cost, financing, no short constraints, etc. is preferred.
• Demonstrated ability to understand fundamental and event‑related data and experience with alternative data sources.

Highly Valued Relevant

Experience:

• Strong economic intuition and critical thinking.
• Product experience in statistical arbitrage strategies.

Target

Start Date:

As soon as possible