Quant Strategist

A global top tier commodities trading firm is looking for a Quant Strategist to work in the trading desk, building tools and trading strategies.

Main responsibilities:

• Actively participate in the discovery and prototyping of new quantitative tools to unveil new trading opportunities
• Provide trading strategies based in the current models/tools and the analysis of market factors.
• Discover and develop new signals and models to forecast market-agents activity that influence on prices.
• Work with all the commodity traders in the discovery and design of new quantitative strategies
• Participate in the formation and execution of World Trading Group (WTG) trading strategies.
• Development of trading analytic tools and quantitative strategies in all the commodities in production environments
• Maintain/enhance existing quantitative models/strategies in the commodities space to help explaining market agent's behavior.
• Development and maintenance of advanced statistical systems to assess ensemble accuracy
• Periodically back-test strategies/signals and ensemble systems.

The successful candidate must have the following:

• PhD or MSci. degree in a quantitative discipline (statistics, computer-science, engineering, quantitative finance, etc.)
• Strong statistical/modelling skills including: data-mining, supervising and unsupervised learning, optimization, deep learning and reinforcement learning (at least 1 year).
• Strong knowledge in Python programming (3+ years) in academic or professional environments.
• Advance knowledge in C/C++/ Java or similar OOP language, and familiarity with Linux.
• Experience with data bases (SQL, Hive, NoSQL).
• Experience with professional development in enterprise environment (Version Control systems, Testing, Profiling and Continuous Integration)
• Experience with distributed systems (Apache Spark, Hadoop, Hive, etc.)

• Some knowledge of statistical trading strategies, backtesting, model assessment and model selection
• Experience developing application with pandas, numpy, scipy, scikit-learn, tensorflow, CUDA, boto and matplotlib.

If you believe you fit the requirements for the role, please click APPLY NOW or call 6854 5620 for a confidential discussion, or send CV directly to arya.zhao@ambition.com.sg

Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980