The role is based within one of the firm's PM teams in Singapore, covering systematic and computer-driven trading strategies across liquid asset classes, including equities, futures, and FX.
Candidates will be responsible for conducting quantitative financial research on statistical and predictive models while employing the full spectrum of research, which includes data collection and analysis, methodology selection, backtesting, and monitoring performance.
- Undergraduate, Masters, or PhD in computer science, mathematics, engineering, physics, or similar quantitative disciplines
- High caliber analytical and quantitative skills
- Ability to independently research large data sets
- Prior experience in development, research or implementation of quant models for equities, futures, and/or FX
- Strong programming ability in: C++, Java, C#, MATLAB, R, Python, and/or Perl