Responsibilities: Develop systematic trading models across fixed income, currency and commodity (FICC) markets Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation Perform feature engineering with price-volume, order book, and alternative data for intraday to daily horizons in mid frequency trading space Perform feature combination and monetization using various modeling techniques Assist in building, maintenance, and continual improvement of production and trading environments coupled with execution monitoring.
Contribute to the research infrastructure of the team.
Requirements: Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics 2-5 years of experience in macro quantitative trading, preferably FICC Experience synthesizing predictive signals for both cross-sectional and time-series models driven by statistical/technical, fundamental, and data driven signals Ability to efficiently format and manipulate large, raw data sources Strong experience with data exploration, dimension reduction, and feature engineering Demonstrated proficiency in Python.
Familiarly with data science toolkits, such as scikit-learn, Pandas.
Experience with machine learning is a plus Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques Collaborative mindset with strong independent research abilities Commitment to the highest ethical standards We regret to inform that only shortlisted candidates will be notified.
EA license number: 24S2098 (Anson McCade Pte.
Ltd.) Reg No.
: R1544685 (Won Seng Lee)