Senior Quantitative Researcher

MS Capital Singapore; Singapore; On-site; SGD 60,000 - 120,000; Full time

Job summary

MS Capital Singapore is a private fund management company leveraging AI/ML to deliver high-quality and stable trading services. The technology arm seeks junior to senior quantitative researchers and interns with strong data science, modelling and programming foundations.

We welcome applications from candidates with hands-on experience in quantitative research, finance and big data, eager to advance state-of-the-art trading strategies using Python and C++.

Qualifications

• Bachelor's degree or above in finance, mathematics, computer science, engineering or related field.
• Proficient in Python or C++ or other high-level programming languages.
• 3+ years of experience in financial market quantitative research in hedge fund or similar.
• Experience with big data to predict and test statistical market models.
• Experience in AI/ML research for quantitative analysis.
• Competitions experience (Kaggle, ILSVRC, IMO/IOI/IPhO) is valued.

Responsibilities

• Research and develop international market, secondary market trading and investment strategies.
• Leverage programming and analytical tools to drive quantitative strategies through a data-driven approach with continuous iteration.
• Extract patterns from market microstructure, trading, fundamentals, events and other multivariate data to build diversified quantitative strategy models.

Skills

Python

C++

Strong communication

Learning ability

Education

Bachelor's degree or above in finance, mathematics, computer science, engineering or related field

Job description

MS Capital is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.

You will be joining MS Capital's technology arm, with AL/ML as its cornerstone, and is committed to providing users with high-quality and stable trading services. The company now has a number of experienced quantitative researchers, world-class deep learning scientists and engineers from leading internet companies and top universities. The company has also provided various kinds of trading solutions for a number of leading brokerage firms and organizations. The company's vision is to integrate artificial intelligence technology with quantitative investment scenarios, relying on strong artificial intelligence R&D capabilities and advanced trading strategy models, to provide users with comprehensive and stable investment service.

We welcome all applications from Junior to Senior levels, with proven quantitative reserach experiences and solid technical skills.

We also welcome students to start as internship role, for those have strong foundation and related research/academic experience in data analysis, modelling, programing.

• Research and develop international market, secondary market trading and investment strategies
• Leverage programming and analytical tools to drive quantitative strategies through a data-driven approach with continuous iteration
• Extracting patterns from market microstructure, trading, fundamentals, events and other multivariate data to build diversified quantitative strategy models

Qualifications

• Bachelor's degree or above in finance, mathematics, computer science, engineering or related field
• Familiar with Python / C++ or other high-level programing languages
• Strong communication skills and learning ability.
• 3 years+ Experience in financial market quantitative research in hedge fund or similar.
• Experienced in using big data to predict and test statistical market models
• Experienced in AI / ML research for quantitative analysis
• Experienced in competitions such as Kaggle, ILSVRC, and other internationally recognised competitions including IMO, IOI, IPhO, etc.