First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.
This role is a core member of the firm's quantamental team, with a primary focus on global equity markets including China, the US, and Southeast Asia. The position is responsible for the research, construction, and continuous refinement of fundamental multi-factor models. The successful candidate will be deeply involved in the full quantitative research pipeline — from factor discovery and strategy development through to backtesting and validation — while collaborating closely with data, technology, and trading teams to translate research into executable investment strategies. The role requires a combination of strong financial engineering fundamentals and hands-on q...