We are a team of enthusiastic technologists, building innovative trading systems and asset management strategies since 1995. We develop systematic arb..
We are a team of enthusiastic technologists, building innovative trading systems and asset management strategies since 1995. We develop systematic arbitrage models for liquid assets all over the world. The ABC arbitrage Group (Paris, Dublin, Singapour) is listed on Euronext Paris and since its inception has achieved 100% consecutive positive results in fast changing markets. The wholly-owned subsidiaries ABC arbitrage Asset Management and ABC arbitrage Management Asia manage the Group's operational activity. Our success is based directly on the talent of our employees: 100 people, from 12 different nationalities with an average age of 35 and come mainly from scientific backgrounds. Our company culture is based on commitment, collaboration, responsibility and innovation. We encourage new ideas and provide the means to develop them in an agile and pleasant workplace. We want to meet passionate employees, agile in a technological environment and driven by the discovery of financial markets. Responsibilities For this position, you will join a small team based in Singapore, and will work closely with the teams based in Paris. The organization is structured to strongly support you in your research efforts. In direct collaboration with a Senior Quant Trader responsible for trading on a portfolio of mechanical arbitrage strategies and via access to large scale market datas through our infrastructure, your main missions will consist of : Monitor trading machines Optimize existing trading strategies based on Prod and Post Prod analysis Actively participate in the entire research and strategy development chain: brainstorming, modelling, data analysis, study of signals, backtesting, implementation of strategies in a production environment and monitoring of signal performance Skills and experience : Higher scientific education with a specialization in financial mathematics (Masters) At least 4 years of Front Office experience within a hedge fund or an asset manager where you held a position of Quantitative Analyst, Trader, Portfolio Manager or similar Extremely Rigorous, creative & reactive Excellent interpersonal skills Able to work on several subjects in a dynamic, demanding and constantly changing environment (dual component trading / research) Development knowledge (C #, Python) Info : Salary: Competitive Job Type: Local full time contract Company: ABC arbitrage Asset Management Asia Pte. Ltd Homeworking possible Note : this position is applicable only for Singaporean Citizen and Singaporean PR
