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