AVP, Quantitative Researcher (Fixed Income & FX) - Portfolio Execution & Solutions Group (PESG)
Tasks
- Analyze counterparty selection
- Build quantitative and systematic execution solutions
- Collaborate on research discussions
- Conduct Transaction Cost Analysis
- Deliver actionable fixed income analysis
- Develop modelling inputs with portfolio managers
- Identify market regimes
- Implement models with developers
- Model market impact
- Model optimal execution
- Own research projects from ideation to production
- Plan and execute research projects
- Predict trading volume
- Provide liquidity and market structure insights
- Support data driven consultancy to stakeholders
Perks/Benefits
- Flexible work schedule
- In office collaboration four days per week
- Professional development
- Work from home flexibility
Skills/Tech-stack
Cost analysis | Data Analysis | Databricks | FX market | FX market structure | Kdb/q | Liquidity Modelling | Machine Learning | Market Microstructure | Market Structure | Model Development | Python | R | SQL | Series analysis | Statistical modeling | Time Series | Time Series Analysis | Transaction Cost Analysis
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Related jobs
-
Quantitative Researcher SGD 143K-191KComputer Science | Linear Algebra | Machine Learning | Python | StatisticsNone Full TimeSingapore5d ago
-
Independent Quantitative Analyst SGD 88K-120KBacktesting | Data Mapping | Data Normalization | Data cleaning | Equity DerivativesConfidentiality | High Touch Client SupportMid-level Full TimeSingapore, Singapore7d ago
-
C# | MATLAB | NumPy | Pandas | PythonPart-time project work | Project-based employmentSenior-level Full TimeSingapore - Remote R7d ago
-
Entry-level Full TimeNTU Main Campus, Singapore11d ago
-
Quantitative Trader / Researcher - APAC SGD 143K-195KAlgorithmic trading | Auto-correlation | Auto-regression | Backtesting | C++Company sports teams | Free meals | Hybrid work | Paid time off | Volunteer opportunitiesEntry-level Full TimeHong Kong, Shanghai, Singapore, Sydney12d ago
-
VP of Research, Machine Learning SGD 145K-252KAgent systems | Alignment | GPU Inference | GPU Training | GuardrailsExecutive-level Full TimeSingapore13d ago
-
AWS | C++ | Causal Inference | Data analytics | Deep Neural NetworksExecutive-level Full TimeSingapore18d ago
-
Analytical Chemistry | CHN Analysis | Coulometry | Data Analysis | Data ProcessingFlexible working | Health examination including drug test | Learning opportunities | Mentorship | Security ClearanceMid-level Full TimeSingapore, SG28d ago
-
Quantitative Execution Strategist SGD 150K-225KC++ | Data Structures | Data Structures and Algorithms | Deep learning | Machine LearningNone Full TimeSingapore1mo ago
-
Independent Quantitative Analyst SGD 133K-133KBacktesting | Data Normalization | Data cleaning | Equities | Feature EngineeringHigh Touch Client SupportMid-level Full TimeSingapore, Singapore1mo ago
-
Capacity | Cost modeling | Cross Sectional Prediction | Cross-validation | Data CurationSenior-level Full TimeEISG | Singapore – Marina One1mo ago
-
Quantitative Researcher, Intraday SGD 150K-191KC++ | Data Science | Linux | Machine Learning | ProgrammingNone Full TimeSingapore1mo ago
-
Experienced Quantitative Strategist SGD 150K-200KAlgorithms | C++ | Data Analysis | Data Structures | Mathematical Modeling401k | Casual dress | Dental insurance | Employee discounts | Employee resource groupsEntry-level Full TimeSingapore OR Sydney1mo ago