Senior Quant Macro Researcher
- Employer
- Eka Finance
- Location
- Singapore, Singapore
- Salary
- Competitive
- Closing date
- Nov 15, 2022
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- Job Function
- Foreign Currency
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Role:-
Requirements:-
Apply:-
Please send a PDF resume to quants@ekafinance.com
- Develop systematic trading models across FX, commodities, fixed income, and equity markets
- Alpha idea generation, backtesting, and implementation
- Assist in building, maintenance, and continual improvement of production and trading environments
- Evaluate new datasets for alpha potential
- Improve existing strategies and portfolio optimization
- Execution monitoring
- Be a core contributor to growing the investment process and research infrastructure of the team
Requirements:-
- Masters or PhD in mathematics, statistics, physics or other quantitative discipline. PhD in statistics or machine learning is a plus
- 3-5 years of experience in quantitative trading, ideally in FX or futures
- Experience with alpha research, portfolio construction and optimization
- Experience building statistical/technical, fundamental, and data driven signals
- Experience synthesizing predictive signals for both cross-sectional and time-series models
- Strong experience with data exploration, dimension reduction, and feature engineering
- Thorough understanding of and comfort using a variety of regression techniques-including OLS, MLS, Ridge, Lasso, and Bayesian inference-as well as techniques for dealing with errors that can occur, such as auto-correlation and heteroskedasticity
- Experience managing and running risk is a strong plus
- Proficiency in Python using the machine learning stack-numpy, pandas, scikit-learn, etc.
- Creative mindset
- Ideally based in SNG or has Singaporean Citizenship.
Apply:-
Please send a PDF resume to quants@ekafinance.com
You need to sign in or create an account to save a job.
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