Quantitative Trader

Location: Singapore
Job Type: Permanent
Reference: 01_230120
Practice Area: Quantitative Finance, Technology & Digital

Brief:

A leading algorithmic trading firm currently trading in global exchanges across assets classes is seeking experienced traders for their Singapore office for their mid and high-frequency trading desk.

The successful candidate will have expertise in writing production-quality, high reliability, highly-tuned numerical code; applying tick-level data analysis and real-world trading experimentation to define strategy decision-making.

Requirements:

  • A proven ability to develop new, profitable Quant trading strategies
  • Advance existing research initiatives and explore new avenues for quantitative research and trading
  • Solid understanding of relevant market trends and developments, with a robust working knowledge of market dynamics of their chosen regions/coverage.
  • Live strategies with good sharpe ratios
  • Sizable exposure to Machine Learning, Neural Network, High-Performance Computing and/or Natural Language Processing concepts and technologies are a plus
  • Ideally a Masters or Ph.D. in Statistics, Physics, Mathematics, Computer Sciences or similar quantitative disciplines from top schools
  • Experience in programming using Java, C/C++, and/or Python
  • Exceptional quantitative as well as programming skills
  • Motivation and resourcefulness in quickly solving hard problems through the creative application of technology