Short Term Futures Quant - Singapore
Short Term Futures Quant - Singapore
Who are you?
You are just about to, or have defended in the last 2-3 year, your PhD in >Insert data heavy STEM subject here< You have always been a competent programmer (either in Python or C++) and able to get things done, however, coding was a means to an end and not your passion. Your real passion is tackling complex, data heavy problems using the library of statistical / machine learning models that you have learned and finding a solution. Not just any solution as there may be a few approaches but the optimal, most efficient solution that satisfies your attention to detail and drive to do things well.
OK, that sounds like me, tell me more…..
As mentioned, if you are just about to defend you will have probably had some exposure to trading through an internship. If you are already in the finance world you will already be applying your quantitative modelling experience within a trading firm.
Enough about me - what about the firm / team ?
This hedge fund is truly world class. They are headquartered in the US but have offices globally with Singapore being their Asia base. They have over $10bn and have a long and incredibly successful track record and pedigree. This role would sit within their short-term futures trading group. This team trades short term (minutes, hours up to a few days holding period), systematic strategies on global futures markets. They identify, test and optimize trading signals using a combination of statistical and machine learning based models.
As part of their growth strategy, they would like to hire a quant strategist to work with one of their Quant Portfolio Managers who is based in Singapore. This individual has been where you are right now, he’s progressed very rapidly so is still very hands on and wants to give a smart, driven researcher the same opportunity he had.
What would I actually do?
It’s a quant strategist role so you would support the PM within research projects using Stats/ML to interrogate very large data set to identify signals. The projects will be set by the PM but over time you would be expected (and want) to develop your own ideas.
What skills / experience do I need ?
- An advanced degree (MSc or PhD) in a STEM subject from a top institution
- Excellent understanding of probabilities, statistics and optimization
- Experience manipulating large datasets
- Excellent programing skills: fluency in Python is a must, as is the ability to write efficient code
- Experience developing short term quantitative strategies (ideally futures)
What’s on offer?
The opportunity to join one of the best short term trading teams on the street and work with an exceptionally bright and talented Portfolio Manager. It’s an intellectually challenging environment which will drive your modelling skills and give you invaluable insight into futures trading. Great salary and all the usual benefits and bonuses you would expect from a world class team.
OK, sounds good, I have a few questions, how do I get in touch ?
You can book a quick call using the link below if you have any questions or alternatively you can send me an email at s.grainger@gslsearch.com