Portfolio Manager / Senior Quantitative Researcher

Requirements:

7-10 years of relevant experience in quantitative research or a similar role.
Extensive experience in equities, futures, fixed income; work experience in index / FX arbitrage and commodity-linked derivative are desirable.
Proficiency in coding and working knowledge of Python and/or C++ and SQL.
Proficiency in data manipulation, analysis and curiosity to explore new data sets.
Proven track record of quantitative trading strategies in delivering successful returns.
Strong understanding of risk management principles and quantitative risk models.
Master degree or above preferably in a quantitative subject Maths, Statistics, Physics, Computer Science or related field.
A self-starter, highly motivated, good interpersonal skill, can solve problem independently and collaborate with the team.

Interested applicants, please send your latest CV, cover letter and expected salary to info@rivershape.com. Please quote reference no: "RSEF002".