Our client is a leading HFT Hedge Fund that is a key developer of systematic financial strategies across a variety of asset classes and global markets, producing high-quality alphas through proprietary research platform, focusing on a different strategies to exploit market inefficiencies.
The role of Quantitative Researcher is based in the firm's Seoul office, with key responsibilities including:
- Develop and test processes seeking to identify high-quality predictive signals primarily using mathematical/quantitative models
- Constantly develop new strategies to generate alpha through rigorous exploration of data
- Develop computer-based models to predict movements of global financial markets
Requirements
- Degree from a top Korean or Global University in fields such as Mathematics, Computer Science, Physics, any Engineering discipline, Quantitative Finance,
- Proven academic record
- Excellent programming skills in either Python, R or C++ - other languages are also welcome
- Experience in financial markets is an added advantage
- Strong record of research achievement (scientific publications, conference presentations, grants or industry awards) is an added advantage
- Knowledge of Korean language is an added advantage