Responsibilities
· Conduct in-depth quantitative research to identify patterns, trends, and opportunities across financial markets.
· Develop and implement algorithmic trading strategies leveraging advanced statistical, econometric, and machine learning methods.
· Build predictive models to forecast asset prices and assess market risks.
· Optimize portfolio allocation and risk management frameworks using quantitative techniques.
· Backtest and validate strategies using historical and real-time data, ensuring robustness and reliability.
· Collaborate with cross-functional teams, including data engineers and portfolio managers, to integrate strategies into production.
· Stay updated on the latest developments in quantitative finance, machine learning, and market microstructure.
Requirements
· Master’s in Quantitative Finance, Mathematics, Statistics, or a related field.
· Proficient in programming languages such as Python, R, or MATLAB.
· Familiarity with databases and querying languages (e.g., MySQL).
· Experience with time series analysis, stochastic processes, and optimization algorithms.
· Good motivation and interested in blockchain and cryptocurrency.
· Knowledge of market data and trading infrastructure is a plus.
· Solid understanding of financial instruments, derivatives, and portfolio management principles.
· Self-motivated and capable of managing multiple tasks in a fast-paced environment.
Interested candidate please click "APPLY" to begin your job search journey.
We regret to inform that only shortlisted candidates will be notified.
EVO Outsourcing Solutions Pte. Ltd
• RCB No. 202233837K
