Investment Analyst

DYMON ASIA CAPITAL (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 60,000 - 90,000; Full time

Job summary

A financial investment firm in Singapore seeks an experienced Investment Analyst to support macro portfolio management and identify trading opportunities across asset classes. The ideal candidate must have a solid understanding of global macroeconomics, strong quantitative analysis skills, and the ability to work independently in research. Candidates should possess at least 3 years of experience in macro trading research, with a focus on developing and enhancing systematic research processes.

Qualifications

• 3+ years in macro and cross-asset trading research, systematic or discretionary.
• Experience with designing, testing, and deploying quantitative models.
• Strong understanding of systematic research processes.

Responsibilities

• Support macro portfolio management across multiple asset classes.
• Analyze economic indicators to identify trading opportunities.
• Assist portfolio managers with model development and risk monitoring.

Skills

Macro trading research

Quantitative modeling

Risk management

Macro economics understanding

Programing skills (Python, R, MATLAB)

Job description

Job Description

Dymon Asia is looking for an investment analyst. The required skillset should combine both systematic and fundamental macro that cover various exchanges. The ideal candidate will have a deep understanding of global macroeconomics, cross‑asset relationships, macro‑linked factors, a keen interest in alpha generation.

Responsibilities

• Support the active management of macro portfolios across multiple asset classes and regions.
• Analyze economic, policy, and financial indicators to identify macro themes, trading opportunities, and relative‑value dislocations.
• Assist portfolio managers with model development, trade implementation, and ongoing position and risk monitoring.
• Maintain a detailed understanding of portfolio drivers and be able to clearly articulate views, performance attribution, and risk exposures.
• Conduct fundamental and macroeconomic research to complement quantitative signals and inform model calibration and trade construction.
• Contribute to the development and enhancement of systematic research pipelines, data workflows, and backtesting frameworks.

Qualifications

• Demonstrated experience in macro and cross‑asset trading research, within either systematic, discretionary or hybrid investment frameworks.
• Proven ability to design, test, and deploy quantitative models using statistical, econometric, or machine‑learning techniques.
• Strong understanding of systematic research processes (e.g. signal design, validation & robustness testing) and how they apply in a macro/cross‑asset context.
• Must be able to do research independently.
• Must have a sound investment framework and portfolio management skills.
• Proficiency in risk management and sizing positions according to PM level risk limits.
• Capability to grow a systematic pipeline and infrastructure from scratch.
• Minimum of 3 years of experience from either sellside or buyside.
• A strong investment process and framework is a must.
• Quantitative skills in investment process would be an advantage.
• Advanced programming or quantitative analysis skills (Python, R, MATLAB, etc.) would be advantageous.
• Must be able to work closely with PMs and contribute to the wider research universe.