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
We are seeking a high-performance C++ expert to design, develop, and optimize core components of our quantitative trading systems. You will directly contribute to building low-latency trading systems, algorithmic execution engines, and risk control modules, ensuring
Responsibilities: 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 workflows for FX derivatives including foreign
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
Job Description Jain Global is a global multi-strategy hedge fund which began trading in 2024. We operate across Macro, Fundamental Equities, Equity Arbitrage, Systematic, Credit, and Commodities, with APAC as a regional multi-strategy platform. Our Quant Modelling
Job Responsibilities Execute market making activities and provide continuous liquidity for HKEX government bond futures Develop, enhance, and maintain quantitative models for pricing, statistical arbitrage, and hedging strategies Conduct market data analysis and volatility research to continuously optimize
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
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
Hyphen Connect Limited is partnering with a discretionary allocator in Hong Kong to find experienced quantitative trading teams or individuals who are generating consistent P&L in crypto trading. With a focus on high-frequency trading, statistical arbitrage, or market-neutral
SMA / Capital Allocation for Crypto Quantitative Trading Teams / Traders Hong Kong On Behalf of a Discretionary Allocator / Multi-Manager Platform We are partnering with an established allocator (running internal funds + external SMAs) actively