Smartkarma

• Build ongoing research coverage of all US IPOs and direct listings with an expected deal size of [USD100mn or higher, excluding closed-end funds and SPACs] • Data-driven methodology to score and rank deals • Pre-IPO company tearsheet • Pre-IPO fundamental research • Pre-IPO valuation and pricing insights • Post-IPO trading summary • Post-IPO lock-up expiry preview • Offer a high-touch service for select institutional clients covering: • Pre-deal: Pre-positioning, Market intelligence/positioning/book color, Management meeting questions, Excel models, Bespoke notes for pre-IPO/cornerstone stake (NDA-driven) • Post-deal: Lock-up expiry trades, Desk access: Access to team via email/messaging, Direct calls

• Build ongoing research coverage of all US IPOs and direct listings • Provide high-touch service for select institutional clients covering pre-deal and post-deal analysis

• Looking for former/current systematic traders and quant researchers/analysts • Experts in systematic strategies across equities, equity derivatives and multi-asset • Strong research hygiene • Ability to combine market intuition with statistical learning • Strong writing and communication skills • Offer a high-touch service for select institutional clients

• Looking for former/current systematic traders and quant researchers / analysts • Experts in systematic strategies across equities, equity derivatives and multi-asset (index and single-name listed and OTC options, futures, etc) • Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation • Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models • Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients • Example of deliverables: Actionable trade and investment ideas based on statistically validated signals and market intuition • Factor, risk premia and alpha research • Event-driven and catalyst frameworks with empirical edge and playbooks • Cross-asset linkages and regime work

• Experts in systematic strategies across equities, equity derivatives and multi-asset (index and single-name listed and OTC options, futures, etc) • Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation • Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models (unique data collection, cleaning, normalisation, mapping, signal construction and production pipelines) that are hard to replicate and deliver repeatable edge • Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients • Example of deliverables: Actionable trade and investment ideas based on statistically validated signals and market intuition; Factor, risk premia and alpha research; Event-driven and catalyst frameworks (earnings, guidance, corporate actions, index changes, macro prints) with empirical edge and playbooks; Cross-asset linkages and regime work (risk-on/off, inflation, rates sensitivity, liquidity, positioning and flows); You will also be expected to offer a high-touch service for select institutional clients

• Experts in systematic strategies across equities, equity derivatives and multi-asset (index and single-name listed and OTC options, futures, etc) • Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation • Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models (unique data collection, cleaning, normalisation, mapping, signal construction and production pipelines) that are hard to replicate and deliver repeatable edge • Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients • Example of deliverables: Actionable trade and investment ideas based on statistically validated signals and market intuition; Factor, risk premia and alpha research; Event-driven and catalyst frameworks (earnings, guidance, corporate actions, index changes, macro prints) with empirical edge and playbooks; Cross-asset linkages and regime work (risk-on/off, inflation, rates sensitivity, liquidity, positioning and flows); You will also be expected to offer a high-touch service for select institutional clients

• Build and scale comprehensive ASEAN equities coverage, with a particular focus on Indonesia and the broader ASEAN region • Engage in extensive research and investment activities • Collaborate closely with institutional clients to provide bespoke services

• Build ongoing research coverage of all US IPOs and direct listings • Data-driven methodology to score and rank deals • Provide high-touch service for select institutional clients covering pre-deal and post-deal analysis

• Looking for former/current systematic traders and quant researchers/analysts • Experts in systematic strategies across equities, equity derivatives and multi-asset • Strong research hygiene: signal research, feature engineering, robust backtesting across horizons • Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models • Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients • Offer a high-touch service for select institutional clients

• Experience delivering high-impact, data-driven research and bespoke client services. • Research coverage will entail: Equity bottom-up analysis: company tear-sheets, channel checks, management-meeting takeaways • Thematic commentary: economic & sectoral drivers across ASEAN markets • Valuation and relative-value frameworks: benchmark comparisons and peer analyses • Event-driven briefs: earnings previews, corporate actions, and capital-markets updates. • You will also be expected to offer a high-touch service for select institutional clients