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
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 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
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
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
Principle Partners is collaborating with a top-tier global hedge fund seeking an Equity Quantitative Researcher in Hong Kong. This role involves developing algorithmic trading models with a focus on mid-frequency trading and global statistical arbitrage. The ideal candidate
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
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
Join to apply for the Quantitative Researcher, Equity role at Millennium This position involves working as part of a collaborative London-based team, focusing on systematic equity strategies. Principal Responsibilities Collaborate with the SPM on alpha research,
Our client, a tier‑one global multi‑strategy hedge fund, is seeking an experienced Quant Researcher to join their team in Hong Kong. You will work directly with the Portfolio Managers to research, design, and deploy advanced volatility
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
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
VP of Foreign Exchange Trading - eFinancialCareers Drive the comprehensive advancement of foreign exchange derivatives trading business, and take full charge of the planning, rollout and iterative optimization of supporting trading infrastructure systems; Oversee end-to-end operational
A leading global multi-strategy hedge fund is expanding its systematic equities platform in Hong Kong and is hiring a Quantitative Researcher into an established, well-resourced statistical arbitrage team. The team runs intraday to mid-frequency systematic equity strategies with
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
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.
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,