Quantitative Developer – Index Services (Singapore) Quantitative Developer – Index Services  …

SGX
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 24 Jun 19
Competitive
SGX
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 24 Jun 19
Competitive
This role will have responsibility for developing platforms and indices in a client-drive manner. The primary focus is based on new index development with a particular focus on using Python to implement index strategies across themes, strategies and asset classes. This role will require both strong quantitative finance and programming skills.

Index Development

  • Develop and implement Python software for back-testing and index portfolio construction
  • Enhancement of software platform calculation capabilities
  • Work closely with clients for the implementation of custom index solutions.
  • Develop controls, checks and balances to ensure harmonious ongoing management of indices
  • Use of 3rd party software and analytics platforms to validate new index concepts.

Requirements

  • Degree in mathematics, finance or engineering with minimum of 8 years working experience in quantitative role within a bank or asset management firm.
  • Working experience programming in Python3 with a focus on quantitative libraries such as Numpy/Scipy/Pandas.
  • Understanding of Object Oriented Programming as well as Test Driven Development (TDD) methodologies.
  • Strong math background, comfortable with concepts like linear algebra, optimization and working with complex financial models.
  • Experience with data vendor terminals (e.g. Reuters, Factset or Bloomberg).
  • Working knowledge of SQL will be advantageous.
  • Strong problem-solving experience, analytical, project management, and communication skills a must.

Essential Attributes

  • Ability to multi-task and work in an agile fashion
  • Ability to work independently, detail orientated and completes tasks timely and accurately
  • The individual must have strong organizational skills and the ability to manage multiple projects with competing demands for resources.

 

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