Quant Strategist

Location: Singapore, Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH229132_1548496437

A global top tier commodities trading firm is looking for a Quant Strategist to work in the trading desk, building tools and trading strategies.

Main responsibilities:

  • Actively participate in the discovery and prototyping of new quantitative tools to unveil new trading opportunities
  • Provide trading strategies based in the current models/tools and the analysis of market factors.
  • Discover and develop new signals and models to forecast market-agents activity that influence on prices.
  • Work with all the commodity traders in the discovery and design of new quantitative strategies
  • Participate in the formation and execution of World Trading Group (WTG) trading strategies.
  • Development of trading analytic tools and quantitative strategies in all the commodities in production environments
  • Maintain/enhance existing quantitative models/strategies in the commodities space to help explaining market agent's behavior.
  • Development and maintenance of advanced statistical systems to assess ensemble accuracy
  • Periodically back-test strategies/signals and ensemble systems.

The successful candidate must have the following:

  • PhD or MSci. degree in a quantitative discipline (statistics, computer-science, engineering, quantitative finance, etc.)
  • Strong statistical/modelling skills including: data-mining, supervising and unsupervised learning, optimization, deep learning and reinforcement learning (at least 1 year).
  • Strong knowledge in Python programming (3+ years) in academic or professional environments.
  • Advance knowledge in C/C++/ Java or similar OOP language, and familiarity with Linux.
  • Experience with data bases (SQL, Hive, NoSQL).
  • Experience with professional development in enterprise environment (Version Control systems, Testing, Profiling and Continuous Integration)
  • Experience with distributed systems (Apache Spark, Hadoop, Hive, etc.)
  • Some knowledge of statistical trading strategies, backtesting, model assessment and model selection
  • Experience developing application with pandas, numpy, scipy, scikit-learn, tensorflow, CUDA, boto and matplotlib.

If you believe you fit the requirements for the role, please click APPLY NOW or call 6854 5620 for a confidential discussion, or send CV directly to arya.zhao@ambition.com.sg

Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980

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