Description

A US hedge fund is expanding in Asia and seeking a Senior Quantitative Researcher to join its systematic macro team. You will work closely with a senior Portfolio Manager in a lean, high-impact environment, contributing directly to strategy development and portfolio performance.

Responsibilities

* Develop mid-low frequency systematic strategies across fixed income including bond, rates, etc.

* Build alpha models and conduct backtesting and research

* Collaborate with the PM on portfolio construction and risk management

Requirements

* 5+ years experience in systematic fixed income research

* Proficiency in Python or similar programming languages

* Prior experience in a hedge fund, prop trading firm, or investment bank is preferred

(License number R24119768)