Quantitative skills are at the core of J.P. Morgan’s capabilities, contributing critically to the competitiveness and innovative power of our firm. The QTR teams mission is to develop cutting-edge next generation analytics and processes to transform,
Firm Overview Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Credit, Fixed Income & Macro, Convertible & Volatility Arbitrage, Event-Driven, Equity Long/Short & Capital
Key Responsibilities Research and develop derivatives arbitrage strategies, including but not limited to cash-futures arbitrage, inter-temporal arbitrage, inter-commodity arbitrage, inter-market arbitrage and volatility arbitrage; Independently complete the whole process management of strategy research, backtesting, live trading and continuous optimization; monitor market dynamics
Point One - Hedge Fund Talent is seeking a Quantitative Portfolio Manager to lead the development of a market-neutral Asia Equities Statistical Arbitrage strategy. The successful candidate will operate within a leading global hedge fund, leveraging advanced technology
Key Responsibilities 1. Research and develop derivatives arbitrage strategies, including but not limited to cash-futures arbitrage, inter-temporal arbitrage, inter-commodity arbitrage, inter-market arbitrage and volatility arbitrage; 2. Independently complete the whole process management of strategy research, backtesting, live trading and continuous optimization; monitor
Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume reaching $1 billion and peak daily trading volume
Quantitative Researcher/Developer, Systematic Equities Job Description: Quantitative Researcher as part of a small, collaborative trading team with a focus on systematic trading strategies in equities markets. Location: Hong Kong, Singapore, and Tokyo Principal Responsibilities: Work alongside
Own and manage a profitable trading book, taking full responsibility for PnL, risk, and capital allocation across delta-one instruments (spot, perpetuals, futures) spanning multiple horizons—from high-frequency liquidity strategies (CEX/cross-exchange arbitrage, market making, order book micro-alpha) to mid-frequency
The Equity Derivatives Quant team is looking for an experienced developer to build index and statistical arbitrage strategies, conduct business analytic and intelligence support for Prime Service/SBL/Delta One desk. The developer will work within a system comprising of
ROLE OVERVIEW PM Engagement coaches equity Portfolio Managers with a specific focus on portfolio construction, provides analytics and insights into their portfolio and process, and helps them grow their business to be successful/ profitable at BAM.
Manage a beta‑neutral Asian equities portfolio to generate alpha. Execute disciplined research, risk controls, and efficient trade implementation. About Our Client An established hedge fund specializing in Asian equities, deploying a disciplined beta‑neutral framework to deliver
Quantitative Trader - Centralized Trading Desk A leading global hedge fund is seeking an experienced Quantitative Trader to join their high-performance centralized trading desk. The desk sits at the heart of the firm: executing daily flow
Job Description Quantitative skills are at the core of J.P. Morgans capabilities, contributing critically to the competitiveness and innovative power of our firm. The QTR teams mission is to develop cutting-edge next generation analytics and processes
Responsibilities Lead the build-out of a new index arbitrage trading desk in Hong Kong, including strategy design, execution framework, risk controls, and operational processes. Trade index arbitrage strategies across cash equities, futures, ETFs, swaps, baskets, and other related
Position Description The Equity Derivatives Quant team is looking for an experienced developer to build index and statistical arbitrage strategies, conduct business analytic and intelligence support for Prime Service/SBL/Delta One desk. The developer will work within a system
Firm: Leading Global Multi-Strategy Hedge Fund ($40bn+ AUM) Strategy: Quantitative Equities – Asia Statistical Arbitrage We are partnering with a leading global multi-strategy hedge fund managing over $40 billion in assets to identify an exceptional Quantitative Portfolio Manager
Manage a beta-neutral Asian equities portfolio to generate alpha. Execute disciplined research, risk controls, and efficient trade implementation. About Our Client An established hedge fund specializing in Asian equities, deploying a disciplined beta-neutral framework to deliver
CLSA in Hong Kong is seeking an experienced developer for its Equity Derivatives Quant team. The role involves building index and statistical arbitrage strategies while conducting business analytics for the Prime Service/SBL/Delta One desk. The ideal candidate has
About Us XINXIAMEN CAPITAL MANAGEMENT, founded in 2016 and headquartered in Singapore with a Hong Kong office, is a single family office with a quantitative core, investing across global markets. In the secondary markets we run
Eclipse Trading is a leading proprietary trading firm. Founded in 2007, we have over 120 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chicago. Our trading expertise and strategies are deployed