Quant jobs / Millennium

Quantitative Researcher – Equity

A research role in a London-led systematic equity team, based in Asia and approaching ideas from an Asian angle. It involves alpha research, portfolio optimisation and some live trading operations.

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.

Generate and backtest equity alpha ideas using fundamental, event and alternative data
Tune the Asia portfolio's optimisation
Analyse live risk and P&L attribution
Handle live trading tasks such as failed orders and futures rolls
Apply statistical learning to build predictive models

What they ask for

Required

Python research and programming
Cash equities alpha research
Statistics and statistical learning
Asian market features: stamp duty, financing, short-selling limits
Event and fundamental data

Preferred

Statistical arbitrage experience
Alternative data
Economic intuition

Education: Master's or PhD in computer science, applied maths, statistics or similar, preferably from a top-ranked university
Experience: 1-3 years of cash equities alpha research, with Asian market trading experience
Languages and tools: Python
Markets: equities, futures

How to prepare

Backtest an equity signal on an Asian universe including stamp duty and borrow constraints
Learn portfolio optimisation with turnover and risk constraints
Build a P&L attribution report with factor and stock-specific parts
Study how futures rolls and index changes affect live trading

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 Millennium’s site before applying: requirements, location and pay can change after we check them.

View the posting on Millennium’s site ↗

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