BTIG - Quantitative Strategist – Equities & Market Structure, APAC

• Strong quantitative background in finance, mathematics, engineering, computer science, or a related field • Python (required); SQL and data visualization tools (preferred) • Strong understanding of APAC markets structure including lit venues, dark liquidity, and institutional execution workflows • Proven ability to translate quantitative work into concise, commercially relevant client content • Experience working on or alongside a trading desk strongly preferred • Multi-tasker, with a focus on effective prioritization and able to work under pressure • Excellent English written and verbal communication skills • Important Notes: • Important Notes: • Must be authorized to work in Australia, Hong Kong, or Singapore • Resumes must be included with your application in order to be considered • No phone calls please, you will be contacted within two weeks if your application is successful • BTIG is a global financial services firm specializing in institutional trading, investment banking, research and related brokerage services. With an extensive global footprint and more than 700 employees, BTIG, LLC and its affiliates operate out of 20 cities throughout the U.S., and in Europe, Asia and Australia. BTIG offers execution, expertise and insights for equities, equity derivatives, ETFs and fixed income, currency and commodities. The firm’s core capabilities include global execution, portfolio, electronic and outsource trading, investment banking, prime brokerage, capital introduction, corporate access, research and strategy, commission management and more. • BTIG will provide you with a global institutional platform with an entrepreneurial, high-autonomy culture, and an opportunity to build differentiated quantitative and market structure capability in APAC.