Senior Quant Macro Researcher

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

Apply