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Macro Quant Researcher needed in Taipei to develop systematic trading strategies and conduct macro research.
Seeking candidates with Python/C++ skills, 2+ years experience, and deep data analytics passion.
Macro Quant Researcher
Location: Taipei, Taiwan
Responsibilities
Develop macro-focused systematic trading strategies in liquid secondary markets.
Conduct research to identify data-driven signals and market inefficiencies.
Collaborate with team members on research and development initiatives.
Requirements
B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline.
2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager.
Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts.
Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL).
Demonstrable ability to conduct independent research utilizing large datasets.
Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team.
Commitment to the highest ethical standards.