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Senior Quant Macro Researcher

Employer
Eka Finance
Location
Singapore, Singapore
Salary
Competitive
Closing date
May 22, 2022

View more

Job Function
Foreign Currency
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Role:-
  • Develop systematic trading models across FX, commodities, fixed income, and equity markets
  • Alpha idea generation, backtesting, and implementation
  • Assist in building, maintenance, and continual improvement of production and trading environments
  • Evaluate new datasets for alpha potential
  • Improve existing strategies and portfolio optimization
  • Execution monitoring
  • Be a core contributor to growing the investment process and research infrastructure of the team

Requirements:-
  • Masters or PhD in mathematics, statistics, physics or other quantitative discipline. PhD in statistics or machine learning is a plus
  • 3-5 years of experience in quantitative trading, ideally in FX or futures
  • Experience with alpha research, portfolio construction and optimization
  • Experience building statistical/technical, fundamental, and data driven signals
  • Experience synthesizing predictive signals for both cross-sectional and time-series models
  • Strong experience with data exploration, dimension reduction, and feature engineering
  • Thorough understanding of and comfort using a variety of regression techniques-including OLS, MLS, Ridge, Lasso, and Bayesian inference-as well as techniques for dealing with errors that can occur, such as auto-correlation and heteroskedasticity
  • Experience managing and running risk is a strong plus
  • Proficiency in Python using the machine learning stack-numpy, pandas, scikit-learn, etc.
  • Creative mindset
  • Ideally based in SNG or has Singaporean Citizenship.

Apply:-

Please send a PDF resume to quants@ekafinance.com

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