Quantitative Research Analyst – University Graduate (Asia)

Citadel Enterprise Americas LLC; Singapore; On-site; SGD 70,000 - 120,000; Full time

Job summary

A global market-making firm in Singapore seeks a quantitative researcher to develop and test automated trading strategies. This role requires a strong background in mathematics or statistics and experience in coding (Python, R, C++). You will be responsible for back testing and implementing trading models, as well as conducting statistical analysis to drive innovation in trading signals.

Qualifications

• Bachelor's or master's degree in a quantitative field.
• Strong knowledge of probability and statistics.
• Prior experience in data-driven research.

Responsibilities

• Develop and improve valuation strategies and mathematical models.
• Back test and implement trading models.
• Conduct statistical analysis for monetization systems.

Skills

Probability and statistics

Mathematical modeling

Programming (Python, R, C++)

Machine learning

Time-series analysis

Statistical analysis

Attention to detail

Education

Bachelor's or master's degree in mathematics, statistics, physics, computer science

Tools

Python

R

C++

Job description

At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.

Your Objectives

• Conceptualize valuation strategies, develop, and continuously improve upon mathematical models and help translate algorithms into code
• Back test and implement trading models and signals in a live trading environment
• Use unconventional data sources to drive innovation
• Conduct research and statistical analysis to build and refine monetization systems for trading signals

Your Skills & Talents

• Bachelor's or master's degree in mathematics, statistics, physics, computer science, or another highly quantitative field
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
• Prior experience working in a data driven research environment
• Experience with translating mathematical models and algorithms into code (Python, R or C++)
• Independent research experience
• Ability to manage multiple tasks and thrive in a fast-paced team environment
• Excellent analytical skills, with strong attention to detail
• Strong written and verbal communication skills

Opportunities available in Singapore and Hong Kong.