Segantii Capital Management is a global, multi-strategy investment management firm. The Firm was founded in Hong Kong in 2007 and has offices in Hong Kong, London, New York, and Dubai.
We are looking for an experienced quantitative researcher to build out systematic macro strategies across asset classes.
Required Background
- At least 5+ years of experience in quantitative research, preferably within a buyside environment
- 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, although other languages would be useful)
Other Requisite Skills
- Knowledge of portfolio construction, portfolio optimization and transaction cost models
- Strong communication skills
- Curious and self-motivated