Quantitative Trader, Multi- Strategy Hedge Fund, Singapore, $Above Market recruitment
Our client is a leading multi-billion dollar hedge fund with a presence in the USA, Europe and Asia. Whilst the firm is multi-strategy, its systematic trading portfolio’s have been amongst some of the most successful.
As well as enjoying a global reputation, the firm enjoys a longstanding and stable investor and proprietary capital base.
As part of their continued growth and appetite to allocate greater capital to their systematic trading risk, the firm embarked on a significant build out of their Asia operation a few years ago. In line with this, the firm would like to appoint an exceptional quantitative trader to help drive that build out.
Role Opportunity:
Reporting to a Senior Portfolio Manager, you will play a key role in the ongoing build out and deployment of a successful cross-market / instrument cross-frequency systematic trading business. You will join a small team of experienced traders in the Asian market.
Specifically, you role will be focused on the full-lifecycle alpha generation, back-testing and deployment of profitable systematic strategies for the Asia markets.
This is a significant opportunity for the right individuals to join at the 1st floor of the build out of an Asia focused systematic trading group within a globally established firm. There are very few seats with these characteristics available in Asia.
Requirements:
Between 4-5 years focused on the full-lifecycle research and deployment of purely automated systematic trading strategies.
Specialism of more than one Asian market is required.
Experience of the high frequency and futures arena are highly desirable.
Advanced degrees in quantitative and/or computer science disciplines.
Entrepreneurial characters
Contact:
If you find this role of interest, please contact Chris Kidd at +44 (0)20 3178 5678 or via email on apply@mavenalpha.com quoting the reference CRKD.