Develop and deploy high to mid-frequency systematic trading strategies in APAC equities.
Identify and exploit market inefficiencies; optimize trade selection and impact.
Design and implement execution algorithms accounting for market microstructure and liquidity.
Manage and optimize risk exposures per firm risk tolerance and trading objectives.

🎯 Requirements

Degree in Mathematics, Physics, CS, Engineering, or Economics.
4+ years in quantitative trading with delta-one focus; APAC preferred.
Strong programming skills; Python preferred.
Deep knowledge of markets, microstructure, trading systems; strong data analysis.
Experience modelling market impact; order book dynamics and liquidity.
Predictive models for order placement, timing, sizing; reduce adverse selection.

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