Responsibilities will include:
- Systematic strategy development of multiple global macro trading strategies
- Backtesting and portfolio construction
- Quantitative Research and big data analysis using Python
- Collaboration with team members in order to foster intuitive ideas backed up by quantitative research
- Consistent research and analysis of market conditions relative to asset allocation strategies
Qualified candidates should possess:
- 3+ years of experience working on a systematic macro book
- Strong programming skills (Python, R, ect.)
- Prior experience in a top tier hedge fund or asset management firm
- Master's degree in a quantitative field from a top tier university, PhD preferred
- Ability to collaborate in a team environment and execute strategies effectively
- Excellent communication skills
If there is an interest in the above position, please click the APPLY NOW button below.
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Quantitative Portfolio Manager - Global Macro / FX
- Location Singapore
- Job type Permanent
- Salary Negotiable
- Discipline Quantitative Research & Trading
- Reference PR/304652_1623321749