Senior Macro Quantitative Researcher

Astignes Capital Asia Pte. Ltd.
Singapore, Singapore
S$120k - S$200k
22 Feb 2023
23 Mar 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Role and Responsibilities:
  • Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, back-testing, and performance monitoring.
  • Execution optimization: improving execution algorithms by working with tick data, and running post-trade analysis
  • Evaluating new datasets for alpha potential
  • Developing trading hypotheses and creating new alpha signals e.g. time series, cross-sectional, economic indicators, factors investing etc.
  • Contributing to the continuous improvement of the investment process and the team's research and trading infrastructure
  • Help with the day-to-day running of the portfolio including monitoring of execution algorithms, trade reconciliation and risk constraints analysis

  • PhD in mathematics, physics, econometrics, machine learning, computer science, finance or other quantitative disciplines
  • 5+ years' of relevant experience researching systematic strategies including experience on his/her own research trading strategies and signals that can be deployed
  • Time series and Machine Learning modelling experience, working with large and complex data sets
  • Strong programming skills with a high level of proficiency in Python and MySQL
  • Detailed knowledge of Futures covering: Rates, FX, Equity Indices/Sectors, Commodities
  • Strong analytical and quantitative skills
  • Willing to take ownership of his/her work, working both independently and within a small team
  • Experience with researching intra-day futures strategies is a plus
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