Senior Quant Macro Researcher - Singapore - Eka Finance

Description

Role:

• Develop systematic trading models across FX, commodities, fixed income, and equity marketsAlpha idea generation, backtesting, and implementationAssist in building, maintenance, and continual improvement of production and trading environmentsEvaluate new datasets for alpha potentialImprove existing strategies and portfolio optimizationExecution monitoringBe a core contributor to growing the investment process and research infrastructure of the teamRequirements:
• Masters or PhD in mathematics, statistics, physics or other quantitative discipline.

PhD in statistics or machine learning is a plus3-5 years of experience in quantitative trading, ideally in FX or futuresExperience with alpha research, portfolio construction and optimizationExperience building statistical/technical, fundamental, and data driven signalsExperience synthesizing predictive signals for both cross

sectional and time

series modelsStrong experience with data exploration, dimension reduction, and feature engineeringThorough understanding of and comfort using a variety of regression techniques—including OLS, MLS, Ridge, Lasso, and Bayesian inference—as well as techniques for dealing with errors that can occur, such as auto

correlation and heteroskedasticityExperience managing and running risk is a strong plusProficiency in Python using the machine learning stack—numpy, pandas, scikit

learn, etc.

Creative mindsetIdeally based in SNG or has Singaporean Citizenship.


Apply:

• Please send a PDF resume to