Details.
Join a Tier-1 buyside firm's Quant team in Singapore, supporting systematic trading strategies. You will design and maintain quantitative models and alpha-generation algorithms, develop portfolio construction processes, translate research outputs into deployable code, collaborate with investment and research teams, and resolve live trading issues. Requirements include a strong quantitative academic background, proficiency in Python, MATLAB or equivalent, SQL and relational database experience, large dataset handling, quantitative finance and portfolio management knowledge, and strong analytical and communication skills. The firm offers a collaborative culture, reasonable hours, meals, gym reimbursement, social events, private healthcare, education assistance, corporate discounts, a flat hierarchy and greenfield impact.
