Jobs

    Macro Quantitative Analyst - Singapur, Singapore - Point72

    Point72
    Point72 Singapur, Singapore

    6 days ago

    Default job background
    Description

    Role

    A discretionary macro investment team is looking to add a quantitative analyst/developer with strong quantitative skills to improve the quantitative methods used by the pod to analyze, construct and manage their portfolio within the EM Asia and DM FX and rates markets. This candidate will work closely with other quants and senior team members and will over time have increased exposure to the investment process. Please note that this role is to specifically work within an investment team, rather than within a centralized technology team.

    Responsibilities

  • To maintain, upgrade and develop a range of portfolio, risk management and pre-trade analytical tools, ensuring data is updated and infrastructure is fast and reliableProducts include but are not limited to rates (IRS, bonds, bond futures), cross currency, FX (deliverable & non-deliverable spot, forwards, swaps); options (FX and swaptions, possibly including 1st and 2nd generation FX exotics eventually)Involves a combination of improving existing infrastructure (across python/Excel) and developing new toolsThe candidate will primarily receive instruction in the beginning but will be expected to provide ideas on projects in future
  • Work with internal teams to improve data quality and reliability of analytical infrastructure
  • We expect this role to grow over time to incorporate quantitative pre-trade analysis and portfolio structuring analysis using tools this candidate has constructed
  • Collaborate with other quants, PM and analysts on other ad-hoc projects
  • Requirements

  • 2-5 years of experience in a similar role at a fund, or as a curve building/option pricing quant at a bank. Developers who work in banks or funds with some familiarity across FX and interest rates pricing can be considered.
  • Master's degree or higher in a quantitative discipline. Highly quantitative undergraduate degrees with the right work experience can be considered
  • High level of proficiency in Python, Excel and VBA; experience in building scalable full-stack web applications is a plus
  • Able to build Excel interfaces to present analytical output in a user friendly and flexible way. Please note that most of the work is presented in Excel and done in either Python or Excel depending on the task.
  • Knowledge of financial products across rates & FX including linear curve building (rates/FX) and options pricing (FX; rates + equities are a plus). The candidate should be able to construct pricing tools using available libraries, but is not expected to know how to build libraries from scratch
  • Familiar with extracting data from external APIs and internal databases, processing data using financial packages, building time-series and presenting output in Excel
  • Experienced in developing and maintaining high-quality, reliable Python infrastructure with Excel interfaces, automated where required
  • Must display a high understanding of his or her role from a commercial rather than purely academic perspective
  • Ideally this candidate is accustomed to presenting quantitative information to stakeholders who are not quantitatively oriented in an intuitive way
  • Fluency in written and spoken English
  • Strong communicator who values building strong relationships with colleagues and stakeholders and has the ability to explain complex topics in simple terms
  • Willingness to take ownership of his/her work, working both independently and within a small team
  • Commitment to the highest ethical standards


  • TECHNOLOGY SERVICES GROUP PTE. LTD. Singapore

    Job Title: Quantitative Analyst · Company Overview: · TSGS is a leading innovator in the financial technology industry. We are seeking a talented and motivated Quantitative Analyst with strong Python development and machine learning skills to join our team. This is an exciting op ...


  • NovaLux Singapore

    Singapore | Full Time · **JOB DESCRIPTION**: · We are: · NovaLux Investment Management, a systematic macro investment firm. Founded by ex-Nektar Asia Head and Morgan Stanley Global Head of FX and EM David Hong, we trade a variety of public markets, with a focus on Asian equities ...


  • NAVIK CAPITAL (SINGAPORE) PTE. LTD. Singapore

    **About Navik · Navik Capital is a Singapore based fund manager specialising in Asian macro and relative value opportunities, investing primarily in FX and fixed income products. Our strategy combines a proprietary statistical analytical framework with local markets intelligence. ...


  • Shell Singapore

    **Where you fit in** · You will be part of a new team of quantitative analysts tasked with developing cutting-edge optimization, option analysis and forecasting and analysis solutions. The team is responsible for the analytics solutions for the mid and long term LNG trading team ...


  • TECHNOLOGY SERVICES GROUP PTE. LTD. Singapore

    **Key Responsibilities**: · - Research, develop, and implement quantitative models and algorithms leveraging AI techniques such as machine learning, deep learning, and natural language processing. · - Analyze large datasets to identify patterns, trends, and insights that can be u ...


  • Chevron Singapore

    **Responsibilities for this position may include but are not limited to**: · - Implement, validate, and support existing and new models/tools, and use them to value and optimize new LNG deals/portfolio (including valuation of embedded optionality, pricing, and risk assessment) th ...


  • Chevron Singapore

    **Responsibilities for this position may include but are not limited to**: · - Implement, validate, and support existing and new models/tools, and use them to value and optimize new LNG deals/portfolio (including valuation of embedded optionality, pricing, and risk assessment) th ...


  • The Edge Asia Singapore

    EA License Number: 16S8131 · Recruiter License Number: R · **Key responsibilities**: · - Employ statistical modelling methodologies in performing validation and produce outcomes to be analysed from statistical as well as business perspective. · - Proficient in regulatory IRBA re ...


  • SOURCEO PTE. LTD. Singapore

    Key Responsibilities · - Provide quantitative investment support to the team, including helping to build models and performing point-in-time back-tests to validate such models · - Help to build and maintain an investment performance and analytics database in support of the algori ...


  • NOMURA ASSET MANAGEMENT SINGAPORE LIMITED Singapore

    ** · 1) Perform quantitative analysis. · 2) For Equity Investment; · - Quantitative research for ESG related factors and stock prices. · - Evaluate and implement effectiveness of earning revisions. · - Quantitative research for effectiveness of internal ratings and performances i ...


  • The Edge Partnership Singapore

    **Key Responsibilities**: · - Employ statistical modelling methodologies in performing validation and produce outcomes to be analysed from statistical as well as business perspective. · - Proficient in regulatory IRBA requirements and ensure adherence. · - Build strong working re ...


  • MALAYAN BANKING BERHAD Singapore

    **Responsibilities**: · - Develops, implements, maintains and analyses quantitative/econometric behavioural models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning. The team works closely with trading, structuri ...


  • EASTSPRING INVESTMENTS (SINGAPORE) LIMITED Singapore

    **KEY ACCOUNTABILITIES** · - This is an important role with several key responsibilities, including: · - Factor research to support existing and future investment strategies. · - Research and back-testing of new strategies and improvements to existing strategies, including data v ...


  • Chevron Singapore

    **Responsibilities for this position may include but are not limited to**: · - Implement, test, validate, and support existing and new models/tools, and use them to value and optimize new LNG deals/portfolio (including valuation of embedded optionality, pricing, and risk assessme ...


  • Morgan McKinley Singapore

    Role and Responsibilities · - Perform validation of pricing models, including analyzing model suitability and shortcomings, quantifying missing risk, developing alternative models, and making the final judgment on the quality of the model. · - Develop and maintain the internal pr ...


  • EASTSPRING INVESTMENTS (SINGAPORE) LIMITED Singapore

    **KEY ACCOUNTABILITIES · This is an important role in a fast-growing strategic capability with a number of key responsibilities, including: · - Research and development of new index strategies and beta solutions and improvements to existing solutions, including data validation, d ...


  • Aures Capital Singapore

    Company · Aures Capital · Designation · Quantitative Research Analyst · Date Listed · 10 Apr 2023 · Job Type · Entry Level / Junior Executive, Experienced / Senior Executive · - Free/ProjPart/TempIntern/TS · Job Period · Immediate Start, For At Least 3 Months · Profession · Other ...


  • JERA Global Markets Pte. Ltd. Singapore

    COMPANY DESCRIPTION · **About the Company** · JERA Global Markets (JERAGM) is a leading utility-backed seaborne energy trader specialising in LNG, Coal and Freight. A joint venture between majority shareholder JERA Co., Inc. and EDF Trading, JERAGM's shareholders are among the wo ...


  • STELLAR LINK PARTNERS PTE. LTD. Singapore

    My client, a high-frequency trading firm, is looking for experienced Quantitative Research Analysts to join their trading teams. Analysts will use in-house trading system to develop and deploy algorithmic trading strategies based on patterns in market behavior. · **Responsibiliti ...


  • TECHNOLOGY SERVICES GROUP PTE. LTD. Singapore

    Our company is at the forefront of innovation in financial technology. Our mission is to develop an AI-driven platform that predicts market trends, empowering retail investors with the tools previously only accessible to professionals. We're looking for a talented Senior Machine ...