Tier 1 Hedge Fund Senior Stat Arb Quantitative Researcher [Singapore/Hong Kong/Shanghai/Dubai]

Research and develop equity statistical arbitrage strategies (market-neutral, long/short)Design and test alpha signals using large-scale equity and alternative datasetsBuild robust backtesting frameworks and evaluate strategy performance, risk, and capacityConduct rigorous statistical analysis and improve signal robustness and decay characteristicsCollaborate with engineering and trading teams to transition research into productionContinuously monitor live strategies and refine models post-deploymentRequired QualificationsAdvanced degree (PhD, MSc, or equivalent) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related fieldStrong background in equities statistical arbitrage or systematic equity strategiesProven research track record with production-level strategies or signalsExcellent programming skills in Python; experience with C++/Java is a plusSolid understanding of statistics, time-series analysis, and machine learning techniquesFamiliarity with market microstructure, transaction costs, and portfolio construction#J-18808-Ljbffr