Senior Quant Macro Researcher

Role:-

• Develop systematic trading models across FX, commodities, fixed income, and equity markets
• Alpha idea generation, backtesting, and implementation
• Assist in building, maintenance, and continual improvement of production and trading environments
• Evaluate new datasets for alpha potential
• Improve existing strategies and portfolio optimization
• Execution monitoring
• Be a core contributor to growing the investment process and research infrastructure of the team

Requirements:-

• Masters or PhD in mathematics, statistics, physics or other quantitative discipline. PhD in statistics or machine learning is a plus
• 3-5 years of experience in quantitative trading, ideally in FX or futures
• Experience with alpha research, portfolio construction and optimization
• Experience building statistical/technical, fundamental, and data driven signals
• Experience synthesizing predictive signals for both cross-sectional and time-series models
• Strong experience with data exploration, dimension reduction, and feature engineering
• Thorough understanding of and comfort using a variety of regression techniques—including OLS, MLS, Ridge, Lasso, and Bayesian inference—as well as techniques for dealing with errors that can occur, such as auto-correlation and heteroskedasticity
• Experience managing and running risk is a strong plus
• Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc.
• Creative mindset
• Ideally based in SNG or has Singaporean Citizenship.

Apply:-

Please send a PDF resume to quants@ekafinance.com