Our client, a world-class buy-side firm, is looking for a strong quant researcher to join their expanding market-making team in Singapore.
What will you be doing?
Work closely with traders, senior quants, and engineers to develop, enhance, maintain, and upgrade new/ existing predictive models and trading strategies utilizing C++/ Python analytics libraries
Develop risk models and frameworks to manage portfolio risks
Automate and develop new approaches to research tasks/ model management, improve visualization of complex data sets
Training will be done in the US NY office for 1 year
What we're looking for:
Strong mathematical programming experience using C/C++ or Python
A Ph.D. degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Econometrics) with less than 5 years of research experience
Extensive research background, either academic or industrial
Excellent stakeholder management/communications skills
Able to solve math/ technical problems under pressure