Quantitative Researcher, Equity.

Millennium Management; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading investment management firm in Singapore is seeking a Quantitative Researcher to join their collaborative team. You will focus on systematic equity strategies, conducting alpha research and implementing predictive models. Ideal candidates possess a Master's or PhD in a quantitative field, strong Python programming skills, and experience with Asian markets. This role offers a dynamic work environment and opportunities for growth.

Qualifications

• Strong research and programming skills in Python are necessary.
• Experience with alternative data sources.
• 1-3 years of experience with cash equities strategies doing alpha research.
• Familiarity with Asian markets' distinctive characteristics.

Responsibilities

• Work on alpha research, focusing on idea generation, data gathering, and model implementation.
• Analyze and harness datasets to build predictive models for investment.
• Conduct risk analysis of live performance and pnl attribution.
• Handle live trading operations in Asia market.

Skills

Research skills in Python

Statistical analysis

Economic intuition

Critical thinking

Knowledge of cash equities strategies

Education

Masters or PhD in Computer Science, Applied Mathematics, Statistics or related field

Job description

Quantitative Researcher, Equity

Job Description :

Quantitative Researcher as part of a collaborative London-based team, with a focus on systematic equity strategies.

Preferred Location :

Asia office (Singapore, Hong Kong, Tokyo)

Principal Responsibilities :

Working alongside the SPM on alpha research, with a primary focus on : idea generation, data gathering and research / analysis, model implementation and backtesting for systematic equity strategies - typically approaching ideas from an Asian perspective, but applying them globally

Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process

Continuously fine tune Asia portfolio's optimization

Conduct risk analysis of live performance and pnl attribution

Handling live trading operations in Asia market including failed orders, futures trading / rolling.

Preferred Technical Skills :

Strong research and programming skills in Python are necessary

Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university

Preferred Experience :

1-3 years of experience with cash equities strategies doing alpha research

Experience with trading in Asian markets. Familiarity with Asia market's distinctive characteristics such as stamp cost, financing, no short constraints etc is preferred.

Demonstrated ability to understand fundamental and event related data and experience with alternative data sources

Highly Valued Relevant Experience :

Strong economic intuition and critical thinking

Product experience in statistical arbitrage strategies

Target Start Date : As soon as possible