Tokyo, Japan Fluent Japanese & Business English required
This role focuses on non-fundamental, market-driven research to support long-short equity investment decisions. You will collaborate directly with investment teams and contribute actionable research to support idea generation and portfolio construction.
Responsibilities
Market microstructure and index rebalance analysis
ETF flows and corporate action research
Supply-demand dynamics, fund flows, and liquidity signals
Quantitative modeling and signal development
Qualifications
At least 5 years experience in sell-side research, equity strategy, quantitative analysis, or market structure
Strong programming and analytical skills (e.g., Python, R, SQL)
Fluency in Japanese for communication with Japanese PMs and other stakeholders; business-level English to communicate with global management and offshore teams
Experience with ETFs, index changes, or corporate actions is highly valued