New Opportunity - Macro Quant Analyst- Singapore

Location
Singapore, Singapore
Salary
Negotiable
Posted
20 May 2023
Closes
19 Jun 2023
Ref
19632962
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
New Opportunity - Macro Quant Analyst - Singapore

Roles and Responsibilities:

* Collaborate with the Portfolio Manager on a daily basis to develop and maintain a macro model for back-testing over 400 time series across various macro regimes and predicting future macro regimes.

* Collaborate with the Portfolio Manager on a daily basis to develop and maintain a combination of regression models for identifying and hedging macro factors.

* Possess full responsibility and autonomy over all models, necessitating self-assurance in working independently to see projects through from inception to completion, with close guidance from the PM.

* A quantitative degree in fields such as statistics, computer science, physics, etc., is required.

* Minimum of 2 years of experience in quantitative finance, with a preference for experience in back-testing, data analysis, regression analysis, and reconstructing time series.

* Proficiency in Python is required; familiarity with alternative data sets is preferred but not mandatory.

* Basic knowledge of financial instruments is required; familiarity with equities, equity baskets, equity indices, and futures is preferred.

* Strong enthusiasm for markets and macro investing.

* Based in Singapore.

Similar jobs

Similar jobs