| Company | American Investment Management Firm |
| Company Info | Over 500 people located all round the world combining technology and financial markets opportunity. |
| Job Title | Quantitative Event-Driven Trading Specialist |
| Job Short Desc | Join a high-performing systematic trading team developing event-driven strategies, leveraging data, and building models while learning from experienced professionals in a fast-paced, collaborative, and intellectually stimulating environment. |
| Salary | Variable based on experience |
| Locations | APAC - Hong Kong (China) |
| Visa | Y |
| Job Summary | This role offers the opportunity to work alongside experienced portfolio managers in a systematic trading environment, focusing on event-driven strategies. You will design and test quantitative models, improve trading systems, and maintain high-quality financial datasets. Responsibilities also include risk modeling, performance analysis, and supporting daily trading operations. The position is ideal for analytically strong individuals with Python expertise who are eager to deepen their understanding of quantitative finance in a collaborative and fast-paced setting. |
| Criteria | | Build and backtest statistical arbitrage strategies | | Enhance Python trading systems and infrastructure | | Analyze data, risk, and daily P&L |
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| Apply | Apply |