Led by an experienced management team who have been investing in Asia since the mid-1990s, it is a strong collaborative culture that sets them apart from our global peers. Their ultimate objective is to achieve superior risk-adjusted returns for their clients. Their funds are managed by a diverse group of specialist PMs and incorporate strategies from systematic quant approaches.
They are looking for their next Quant Researcher that are based in Singapore with about 3-7 years of experience in asset classes such as FX, Fixed Income/Rates, Equities, Credit and Commodities, across mid-high frequencies.
The role of a quantitative researcher in a team is to explore trading ideas by analyzing market data and market microstructure for patterns; then to design, implement and deploy trading algorithms that profit from those patterns.
The ideal candidate will have a technical education (mathematics, statistics, CS, physics, engineering) from a top-tier university, strong programming skills in C++/Python, and a few years of professional research experience (ideally in systematic trading).
Solid data-mining and analysis experience will be valuable, including experience dealing with a large amount of data and familiarity with signal generation and statistical models. Some machine learning techniques can be useful for this task.