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Overview

• We have an exciting opportunity for a skilled quantitative researcher to join an ambitious multi asset class project spanning quantitative research, alpha capture and optimization.
• This project is genuinely groundbreaking, and offers a startup-like environment and working culture with the stability of being backed by one of the world’s largest institutional investors.
• This is an exciting opportunity for the right researcher to research and implement cutting edge techniques in optimization, statistical prediction and machine learning.
• ** REMOTE FRIENDLY ** this is a hybrid team, and your role can be based either in our Singapore office or remotely (Europe or Singapore time zone)

In This Role You Will

• Conceptualize innovative ideas, methods, and/or models and efficiently implement in code
• Undertake challenging quantitative research by applying sophisticated and complex statistical and machine learning techniques to fundamental and alpha capture datasets
• Work with a global team of experienced researchers and portfolio managers with track records from brand name top tier quantitative investment firms
• Apply a process driven focus on researching, developing and implementing internal Alpha Capture strategies
• Report directly to experienced Portfolio Manager

Application Process:

Applicants are first screened on their academic and professional record, and progress through a technical interview, followed by online testing, and an interview with senior research team members. All applicants are evaluated on problem solving, raw intelligence, creativity, research experience, programming/technical skills and overall general fit.

Skills & requirements

General Requirements:

• Masters in a Quantitative subject (Mathematics, Statistics, Econometrics, Engineering, Computer Science or equivalent)
• Bachelor’s degree from top-tier programs will also be considered
• 2-7 years experience within a large bank or investment firm with assets in excess of $2 billion
• Strong Quantitative/Statistical skills and independent research experience
• Advanced programming experience scripting in Python (this is a tech-heavy quant role)
• Ability to challenge conventional thinking and possess a mindset of continuous improvement

Preferred Requirements:

• Buy-side (equities or credit) experience, ideally in StatArb or Alpha Capture oriented environment
• Strong software engineering background will also be considered, in lieu of above
• Understanding of equities portfolio construction, risk/return attribution, transaction cost analysis, and portfolio research
• Ability to view and react to live portfolios
• Experience working with Machine Learning models