Investment Analyst

DYMON ASIA CAPITAL (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A leading investment firm in Singapore is seeking an investment analyst with a strong background in macro trading. This role involves managing macro portfolios, conducting research, and developing quantitative models. Candidates should have at least 3 years of relevant experience, strong analytical skills, and a thorough understanding of investment frameworks. Advanced programming abilities in Python or similar languages are advantageous. The position offers a unique opportunity to contribute to systematic research and portfolio management.

Qualifications

• Minimum of 3 years of experience in macro or cross-asset trading.
• Experience in systematic or discretionary investment frameworks.
• Ability to design and deploy quantitative models.

Responsibilities

• Support the management of macro portfolios across asset classes.
• Analyse economic and financial indicators for trading opportunities.
• Assist portfolio managers with model development and risk monitoring.

Skills

Macro trading research

Quantitative analysis (Python, R, MATLAB)

Independent research

Risk management

Portfolio management skills

Job description

Job Description

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

Responsibilities include, but are not limited to:

• Support the active management of macro portfolios across multiple asset classes and regions.
• Analysing economic, policy, and financial indicators to identify macro themes, trading opportunities, and relative-value dislocations.
• Assisting portfolio managers with model development, trade implementation, and ongoing position and risk monitoring.
• Maintaining a detailed understanding of portfolio drivers and be able to clearly articulate views, performance attribution, and risk exposures.
• Conducting fundamental and macroeconomic research to complement quantitative signals and inform model calibration and trade construction.
• Contributing 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 size 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.