Trading Execution Researcher
- Employer
- Selby Jennings
- Location
- Singapore, Singapore
- Salary
- Negotiable
- Closing date
- Oct 15, 2022
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- Job Function
- Hedge Funds
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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
MAIN DUTIES/RESPONSIBILITIES:
The Trading Research team is part of systematic technology group responsible to design, implement and evolve systems required to enable the quantitative investment process.
REQUIREMENTS:
For further information about this position please apply.
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
MAIN DUTIES/RESPONSIBILITIES:
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
REQUIREMENTS:
- 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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