Quantitative Analyst (Rates)
Salary undisclosed
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Job Title: Quantitative Analyst
Location: Singapore
Department: Rates
Permanent
Department overview:
The Quantitative Analyst role provides an opportunity to work in a team of experienced macro Portfolio Managers. You will be building and improving signal-generative models and market monitors using python and contributing to trade idea generation.
Role requirements:
Location: Singapore
Department: Rates
Permanent
Department overview:
The Quantitative Analyst role provides an opportunity to work in a team of experienced macro Portfolio Managers. You will be building and improving signal-generative models and market monitors using python and contributing to trade idea generation.
Role requirements:
- Build analytical models, and assist in the development of tools required by the team.
- Capability to apply comprehensive Statistical mathematics methods (such as Monte Carlo methods) in model building.
- Deep understanding of machine learning techniques (such as gradient boosting) to digest large data sets to produce valuable analytics.
- Probabilistic approach to analytics creation.
- Scenario analysis from outcome distributions.
- Develop, validate and maintain trade valuation, risk management and financial simulation models.
- Data Analysis: You will be managing, analysing and interpreting large data-sets to deliver research that will be helpful for trade idea formation.
- Building front end tools to help PMs with idea generation
- Bachelor’s/Master’s/PhD in Maths, Statistics, Physics, Computer Science or related courses from a leading university.
- Extensive modelling skills in Python coding language.
- Professional experience in a data science/statistics or a trading role is preferred.