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Trading Execution Researcher

Selby Jennings
Singapore, Singapore
Closing date
Oct 15, 2022

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Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
Our client is one of the leading absolute return/hedge fund managers, overseeing assets on behalf of institutional investors from around the world, including pension funds, endowments, insurance companies, government agencies, private banks etc.

Essentially a global macro strategy fund, they currently manage over $25bn and engage in discretionary and systematic trading strategies.

The Department:

As part of the team that is responsible for designing, implementing & continuously evolving trading research toolkit - transaction costs analysis, measurement, attribution, benchmark comparison through a normalised and standardised framework, dashboards and reports. The successful candidate must possess knowledge of markets structure across multiple asset types; experience working with tick and order book level pricing data; understanding of advanced statistical techniques, market impact, limit order models, time series analysis, coding experience with columnar / time series databases and SQL


The Trading Research team is part of systematic technology group responsible to design, implement and evolve systems required to enable the quantitative investment process.
  • Design, develop and evolve build transaction costs analysis (TCA) framework
  • Build execution performance measurement and attribution framework, dashboards and reports
  • Work with pricing & reference data sets such as tick and order book level pricing data to conduct execution performance analysis
  • Apply knowledge of advanced statistical techniques, market impact, limit order models to work with columnar databases to conduct time series analysis
  • Collaborate with other systematic leadership and systematic trading teams to translate their needs into scalable, standardised solutions
  • Conduct statistical analysis over large datasets
  • Develop and maintain engineering best practices including focus on high standards across all stages of SDLC

  • 5+ years of Python (or R), Java (or C++), SQL experience
  • Significant experience working with Python scientific computing packages (numpy, scipy, pandas, matplotlib, sklearn, etc.)
  • Knowledge of reference data, pricing data, across multiple assets types (credit, rates, currencies, derivatives, equities)
  • Knowledge and experience building execution algorithms
  • Experience with columnar databases (e.g. KDB)
  • Strong quantitative reasoning skills and an interest in working at the intersection of research and software engineering
  • MS/ PhD in Computer Science, Financial Engineering, or related discipline
  • Self-motivated, proactive
  • Ability to perform well under pressure
  • Enthusiastic, flexible and adaptable
  • Ability to work effectively and independently as well as part of a team
  • Good interpersonal skills
  • Strong communication, problem solving skills

For further information about this position please apply.

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