Quant Trader / Researcher - Index Rebalance focus Quant Trader / Researcher - Index Rebalance focus …

Non-disclosed
in Singapore
Permanent, Full time
Last application, 23 Sep 21
Competitive Base + Bonus
Non-disclosed
in Singapore
Permanent, Full time
Last application, 23 Sep 21
Competitive Base + Bonus
We seek a motivated, experienced quantitative trader / researcher to join our equity event focused US hedge fund establishing a presence in Asia. You will be working with the firm's Portfolio Managers to conduct research and statistical analyses, monitor corporate events and evaluate index weight changes. You will be required to analyze large datasets, support implementation of trading strategies and monitor their performance. A keen eye for detail, analytical skills with a collaborative team spirit will ensure success. The team you will be joining is one in which you can individually contribute and be recognized for the success you generate.

The primary responsibilities of the role involves: 

  • End-to-end ownership of the research and implementation of new quantitative signals and algorithms including methodology selection, data collection and analysis, testing, prototyping, back-testing, and performance monitoring, independently or with assistance and inputs from portfolio managers / traders. 
  • Ongoing maintenance and performance improvements on the existing strategies 
  • Monitoring and analyzing post-trade data for trading strategies 
  • Assist in process improvement 
  • Quantitative and qualitative research for index rebalances

Ideal Candidate: 

  • 3-5 years of relevant hedge fund, investment banking (or other relevant systematic environment) or index provider experience as a Quant Trader, Researcher, Developer or Analyst. 
  • Bachelors, Master’s or PhD honours degree from a top university in Computer Science, Mathematics, Statistics, Physics, Finance or related field 
  • Experience generating index rebalances from announced index data and creating predictions for anticipated index events considered highly advantageous
  • Proficient in Python, expertise in VBA and databases/Query Languages considered favourably
  • Excellent quant & analytical skills (e.g. Time-Series Analysis, Optimization, Machine Learning, Pattern Recognition, Natural Language Processing) 
  • Passion for the hedge fund industry, technology, software development, and mathematics 
  • Self-directed, quick and decisive thinking and be able to work productively under minimal supervision  

Application: 

  • Please apply with Cover Letter and CV/Resume highlighting any relevant quantitative, programming or index research experience 
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