Quant Strategist

Location: Singapore, Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH229132_1550571266

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

Ambition not only recruits on behalf of some exceptional companies but due to unprecedented growth, Ambition is also looking for talented individuals to join our fantastic recruitment business.  To apply for Ambition's current global opportunities click here.