Segantii Capital Management is an institutional asset management firm, established in Hong Kong in 2007. The company invests globally and deploys a multi-strategy investment approach.

Responsibilities

Conduct research and development of systematic equity trading strategies. This includes but not limited to:
- Data cleansing/analysis
- Alpha signal research
- Back-testing
- Portfolio construction and implementation
Further build and improve on research framework and systems
Work and collaborate with other Quant Researchers/Developers on research and strategies

Ideal Profile

Experience in quantitative research, preferably within a buyside environment with a focus on statistical arbitrage learning techniques
PhD or Masters in a relevant quantitative subject, e.g. Computer Science, Applied/Financial Mathematics, Quantitative Finance, Statistics or related field
Strong programming skills (Python and other languages)
Knowledge of portfolio optimization and transaction cost models
Strong communication skills
Driven and self-motivated

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Quantitative Researcher (Stat Arb)

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