Quantitative Researcher | Asia Pacific Region | Singapore recruitment
With offices in Chicago, London and Singapore, my client trade across all major asset classes in the Americas, Europe and Asia. My client seeks Quantitative Researcher to be responsible for validating ideas, researching market dynamics and building high frequency systematic trading models.
Candidate will be sitting on the trading floor, working side by side with traders in a fast paced environment
We are looking for someone with:
- BS, MS, PhD in Statistics, Electrical Engineering, Physics, Math or Economics strongly preferred
- More than 5 years of working knowledge in forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks or support vector machines
- Strong programming and development skills in C++ in a Linux environment
- Strong experience developing statistical models in a trading environment
- Strong familiarity with R, Matlab or S-plus
- Experience working with large datasets of historical market data
- Ability to collaborate intensively with other team members
- Excellent communication skills
Please apply to qrfsing@selbyjennings.com or call us at +65 6808 5600
May 4, 2012
• Tags: Hedge Funds careers in the Singapore, Quantitative Researcher | Asia Pacific Region | Singapore recruitment • Posted in: Financial