Our client is a quant hedge fund who are expanding strategies and actively hiring a Equity or Cross-Asset Quantitative Trader to manage a sizable portfolio in a strong performing team. We are looking for a quant trader running statistical or systematic relative value/ event driven strategies. This is with a global team who are expanding their footprint in Singapore.
Ideal candidate has experience trading prop running systematic strategies at a hedge fund, commodities trading firm, investment bank or prop trading firm. Min. 1 year experience researching and developing alpha. We can hire junior or senior quant traders and offer competitive pay out structure.