Systematic Portfolio Managers - Equity Stat Arb

Employer
Selby Jennings
Location
Singapore, Singapore
Salary
Negotiable
Posted
10 Sep 2022
Closes
10 Oct 2022
Ref
16786943
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
The team's primary focus in across the Equities and Futures market, and, while the team is hiring for many quant positions, PM roles are of their highest priority.

About the role:
  • Managing a quant / stat arb portfolio in cash equities or equity futures
  • Researching and developing new signals/ trade ideas
  • Managing portfolio construction and risk
  • Work alongside quant and development support in roll out of trading strategy and/or infra

About you:
  • 4 years+ experience in quant/ systematic trading firm
  • Multi-year track record managing investment portfolio
  • A MSc/PhD from a top-tier university
  • A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation
  • Proficiency in back-testing, simulation, and statistical techniques
  • Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
  • Strong programming skills in Python or C++


For further information about this position please apply.

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