This is a fully remote position, open to applicants in Thailand, +1 more country.

📋 Description

• Generate actionable investment and trading recommendations grounded in statistically validated signals and market insights.

• Perform research on factors, risk premia, and alpha strategies.

• Construct event-driven and catalyst frameworks that encompass earnings reports, guidance updates, corporate actions, index modifications, and macroeconomic indicators.

• Examine cross-asset relationships and market conditions, including risk appetites, inflation, interest rate sensitivity, liquidity, positioning, and capital flows.

• Develop and sustain proprietary datasets, analytical models, and production workflows.

• Deliver personalized service to a select group of institutional clients.

• Articulate and defend research perspectives in published insights and during discussions with institutional clients.

⛳️ Requirements

• Previous or current experience as a systematic trader or quantitative researcher/analyst.

• Proficiency in systematic trading strategies across equities, equity derivatives, and multi-asset classes, including listed and OTC options and futures.

• Strong research practices, including signal research, feature engineering, comprehensive backtesting across various horizons, realistic friction analysis, and clear validation processes.

• Capacity to merge market intuition with statistical methodologies.

• Proven experience in developing and managing unique proprietary datasets and analytical models.

• Familiarity with data gathering, processing, normalization, mapping, signal construction, and production workflows.

• Excellent writing and communication abilities.

• Significant research, trading, or investment experience with institutional clients (8+ years).

• Demonstrated quantitative achievements and proof of proprietary work, including datasets, models, tools, and strategic research.

• Skill in producing distinct insights for professional investors that are structured, concise, and defensible.