Description

My client, a leading global trading firm , is seeking a Quant Researcher to join their Systematic Equities team covering APAC markets. This role focuses on data-driven monetisation research instead of alpha generation.

What you'll do:

• Analyse & implement systematic strategies in Asian Equities (Delta One, Futures, ETFs, Single Stock Futures)
• Extend existing strategies into new APAC markets
• Perform large-scale data analysis, systematic programming & applied research
• Collaborate closely with traders & technologists on systematic initiatives

What you'll bring:

• 3+ years' experience in quant research, data analysis, or systematic programming
• Strong academic background (Maths, Stats, Physics, Computer Science) - Degree/Masters (PhD not required)
• Programming in Python (C++ nice-to-have, not mandatory)
• Strong communication skills & track record of impact at tier-1 firms

High-profile APAC role in a top systematic equities team

Focus on monetisation, market extension & applied research

Opportunity to shape strategy across diverse Asian markets

Open to relocating candidates globally.

Katie Huang | katie.huang@bahpartners.com