This role combines quantitative research with systematic execution to develop and optimize trading strategies across Asian markets
Job Summary
This role combines quantitative research with systematic execution to develop and optimize trading strategies across Asian markets.
The successful candidate will build quantitative models and oversee the algorithmic execution of trading strategies while monitoring transaction costs.
The position supports the expansion of a growing European hedge fund into new exchanges and products within the Singapore office.
Matching Summary
Match Score: 85
This role combines quantitative research with systematic execution to develop and optimize trading strategies across Asian markets.
Skills & Requirements
Must-have
Python, R, and SQL programming skills
Experience in systematic execution trading
Understanding of Asian financial markets
Nice-to-have
Strong analytical and problem-solving skills
Background in hedge fund or prop trading
Interest in expanding into new derivatives markets
Key Requirements
MSc or PhD in Mathematics, Statistics, or Computer Science
Proven experience in quantitative research or systematic execution