Event-Driven Quant Researcher - Mid-Frequency Arbitrage

A top-tier quant fund is seeking a skilled Quantitative Researcher to join their team in Hong Kong. The role involves designing and enhancing robust pipelines for statistical arbitrage and equity strategies. Ideal candidates should have 2-5 years of experience in a high-performance environment, with proficiencies in Python and data systems. Responsibilities include optimizing portfolios, ensuring accurate handling of corporate events, and collaborating with Portfolio Managers. This position offers an opportunity to work in a dynamic trading environment.

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