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