Quantitative Researcher & Trading Systems Engineer

MS Capital Singapore; Hong Kong; Híbrido; HKD 850.000 - 1.200.000; Tempo integral

Resumo da vaga

MS Capital Singapore seeks quantitative researchers to research and develop systematic trading strategies across global markets. You will extract signals from diverse data sources and build robust backtesting pipelines to translate research into production.

The role involves maintaining data infrastructure, handling data ingestion, cleaning, and standardization, and collaborating with PMs, quants, and traders to deploy production-ready models.

Qualificações

• Degree in Computer Science, Mathematics, Engineering or Finance.
• Experience in quant research, data engineering, or systematic trading in a hedge fund / asset manager / prop firm.
• Strong programming skills using Python / C++ or others.
• Familiarity with global equity markets and financial data.
• Strong problem-solving ability, attention to detail, and learning agility.

Responsabilidades

• Research and develop systematic trading strategies across global markets.
• Extract signals from market, microstructure, fundamental, and alternative datasets to build quantitative models.
• Design and implement robust backtesting and research pipelines.
• Build and maintain data infrastructure, including data ingestion, cleaning, normalization, and standardization.
• Data ingestion, cleaning, normalization, and standardization.
• Security master and identifier mapping (ISIN, CUSIP, SEDOL, RIC, Bloomberg).
• Integrate data with OMS/EMS and prime broker systems for trading and reconciliation.
• Monitor and improve data quality and model performance, resolving anomalies and ensuring reliability.
• Collaborate closely with PMs, quants, and traders to translate research into production.

Conhecimentos

Problem-solving

Attention to detail

Learning agility

Formação

Degree in Computer Science, Mathematics, Engineering or Finance

Ferramentas

Python

C++

Descrição da vaga

MS Capital Singapore seeks quantitative researchers to research and develop systematic trading strategies across global markets. You will extract signals from diverse data sources and build robust backtesting pipelines to translate research into production.

The role involves maintaining data infrastructure, handling data ingestion, cleaning, and standardization, and collaborating with PMs, quants, and traders to deploy production-ready models.