Tier 1 Hedge Fund Senior Stat Arb Quantitative Researcher [Singapore/Hong Kong/Shanghai/Dubai]
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Key skills for this role
About the Role
**Key Responsibilities** * Research and develop equity statistical arbitrage strategies (market\-neutral, long/short) * Design and test alpha signals using large\-scale equity and alternative datasets * Build robust backtesting frameworks and evaluate strategy performance, risk, and capacity * Conduct rigorous statistical analysis and improve signal robustness and decay characteristics * Collaborate with engineering and trading teams to transition research into production *
Key Skills for This Role
Full Job Posting
Key Responsibilities
- Research and develop equity statistical arbitrage strategies (market-neutral, long/short)
- Design and test alpha signals using large-scale equity and alternative datasets
- Build robust backtesting frameworks and evaluate strategy performance, risk, and capacity
- Conduct rigorous statistical analysis and improve signal robustness and decay characteristics
- Collaborate with engineering and trading teams to transition research into production
- Continuously monitor live strategies and refine models post-deployment
Required Qualifications
- Advanced degree (PhD, MSc, or equivalent) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related field
- Strong background in equities statistical arbitrage or systematic equity strategies
- Proven research track record with production-level strategies or signals
- Excellent programming skills in Python; experience with C++/Java is a plus
- Solid understanding of statistics, time-series analysis, and machine learning techniques
- Familiarity with market microstructure, transaction costs, and portfolio construction
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