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- Quantitative Strategy Development:
- Design, develop, and implement systematic statistical arbitrage strategies using a variety of quantitative models, data sources, and analytical techniques.
- Utilize advanced statistical methods, machine learning, and signal processing to enhance the performance of trading algorithms.
- Market Research and Analysis:
- Conduct thorough and insightful research on financial markets, identifying patterns, anomalies, and potential alpha-generating opportunities.
- Stay abreast of macroeconomic trends, industry developments, and global events to inform trading strategy decisions.
- Collaboration and Communication:
- Collaborate closely with traders, developers, and other team members to integrate research findings into trading strategies.
- Effectively communicate complex quantitative concepts and research insights to non-technical stakeholders.
- Data Management:
- Source, clean, and manage financial data sets for analysis, ensuring data quality and reliability.
- Explore and integrate alternative data sources to enhance the depth and breadth of research.
- Technology Integration:
- Utilize programming languages such as Python, R, C++, or Java to implement and optimize trading algorithms.
- Work with cutting-edge technology and infrastructure to ensure the efficiency and reliability of trading systems.
Quantitative Researcher - Singapore - Selby Jennings
