Responsibilities
For this position, you will join a small team based in Singapore, and will work closely with the teams based in Paris. For this position, you will join a small team based in Singapore, and will work closely with the teams based in Paris. The organization is structured to strongly support you in your research efforts.

In direct collaboration with a Senior Quant Trader responsible for trading on a portfolio of statistical arbitrage strategies and via access to large scale market datas through our infrastructure, your main missions will consist of:

• Actively participate in the entire research and strategy development chain: brainstorming, modeling, data analysis, study of signals, backtesting, implementation of strategies in a production environment and monitoring of signal performance
• Optimize existing trading strategies
• Monitor trading machines

Salary: Competitive
Job Type: Local full time contract
Company: ABC arbitrage Asset Management Asia Pte. Ltd

Skills and experience

• Higher scientific education with a specialization in financial mathematics
• 2 to 5 years of Front Office experience within a hedge fund or an asset manager where you held a position of Quantitative Analyst, Trader, Portfolio Manager or similar
• Solid development knowledge, validated in a professional environment and able to design your own tools
  (C #, C ++, Python, R or Matlab)
• Rigorous, creative and good interpersonal skills
• Able to work on several subjects in a dynamic, demanding and constantly changing environment dual component trading / programming