Macro Quant Researcher

Taiwan · On-site · Quant Management

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About the role

PythonC++SQLExcel

Role We are looking for an experienced Macro Quant Researcher to join our team in Taipei. 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.