Our clients, world-class buy-side firms, are looking for strong quant researchers to join their expanding market-making/ commodity teams in Singapore.
What will you be doing?
Work closely with traders and engineers to develop, enhance, maintain and upgrade new/ existing predictive models and trading strategies utilizing C++/ Python analytics libraries
Identify and implement predictive price signals using machine learning, signal processing, and statistics
Develop risk models and frameworks to manage portfolio risks
Automate and develop new approaches to research tasks/ model management, improve visualization of complex data sets
What we're looking for:
Either professional financial markets quantitative research experience (Agricultural or other Commodities a plus) or a junior graduate with no more than 5 years of research experience.
Strong mathematical programming experience using C/C++ or Python
A degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)
Excellent stakeholder management/communications skills
Able to solve math/ technical problems under pressure