Job Description
- Develop and implement quantitative trading strategies to generate alpha and optimize portfolio performance.
- Conduct quantitative research to identify and evaluate potential trading opportunities across various asset classes.
- Collaborate with portfolio managers and research teams to integrate quantitative insights into the trading models and strategies.
- Build up the quantitative analytics team, guide and mentor junior quantitative analyst(s).
- Collect, clean, and analyze large datasets using statistical and machine learning techniques.
- Build predictive models to forecast asset prices, volatility, and other market variables.
- Conduct backtesting and performance analysis to assess the robustness and effectiveness of trading strategies.
- Implement risk management protocols and constraints to ensure portfolio stability and compliance with risk framework.
- Monitor and analyze portfolio risk metrics and exposures ongoingly.
Job Requirements
- Bachelor’s, Master’s, or PhD in Quantitative Finance, Mathematics, Statistics, Physics, Engineering, or a related quantitative field.
- At least 10 years of relevant working experience in a quant role, with proven experience and/or exposure to model development and risk assessment.
- Proficiency in Python, R, SQL, MATLAB, or C++ for data analysis and modeling.
- Strong skills in data manipulation, statistical analysis, and machine learning. Experience with tools like Pandas, NumPy, etc.
- Deep understanding of financial instruments (equities, derivatives, commodities, etc).
- Strong analytical mindset and ability to dissect complex problems into actionable solutions.
- Team player with strong communication skills.
- Keen attention to detail and a strong sense of accountability and ethics in dealing with financial models.
