Quant jobs / DARMAX GLOBAL

Quantitative Researcher — APAC Equities (Mid/Low Frequency), Global Systematic Hedge Fund

DARMAX recruits for an unnamed systematic hedge fund. The researcher develops APAC equity signals with day-to-week holding periods and follows them into live portfolios.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research cross-sectional signals.
Validate factor-neutral results after costs.
Monitor deployed portfolio signals.

What they ask for

Required

Python
Statistics
APAC equity alpha
Factor and risk models
Robust validation

Preferred

Japan research
Machine learning
Japanese, Mandarin or Korean

Education: A relevant quantitative or technical degree; level unspecified.
Experience: Three to five years in quantitative equity research.
Languages and tools: Python
Markets: equities

How to prepare

Build a point-in-time equity dataset.
Test factor-neutral alpha across countries.
Model turnover and trading costs.

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DARMAX GLOBAL’s site before applying: requirements, location and pay can change after we check them.

View the posting on DARMAX GLOBAL’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DARMAX GLOBAL and doesn’t handle applications.