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.
- 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