Responsibilites
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.

Via access to large scale market datas through our infrastructure, you will develop quantitative, fully automated and back-tested strategies and will implement these strategies on the markets through our state of the art collocated trading plateforms.

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

Skills and experience

• Quantitative Trading or Quantitative Research experience of 4 years or more, focused on Asian Markets or Asian trading hours
• Bachelors or Masters in Engineering/Mathematics
• Designer or implementer of a back-tested systematic strategy on any of the following asset classes: equities, futures (commodity, index, rate), fx
• Solid track record on running quantitative systematic strategies