Job description
Job Description
If you believe you have the right skills, attitude and experience please click 'apply now' below and upload your resume. Alternatively, for a confidential chat, please contact Kevin Ng by applying directly to email kng@captarpartners.com or reach out at +852 3653 5244.
- Working alongside the Senior Portfolio Manager on developing systematic trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with a focus on Asian market statistical arbitrage / systematic strategies
- Independently conduct quantitative finance research with a focus on statistical and predictive models
- Manage all aspects of the analyst process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
- Design, backtest, and implement algorithms for optimal portfolio construction Risk modeling
- Liquidity and transaction cost modeling
- Evaluate new datasets for alpha potential
- Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Collaborate with the Senior Portfolio Manager and other team members in a transparent environment, specifically collaborating across books and engaging with the whole investment process
- Strong research and programming skills - in Python, VBA, C++, R golang.
- Bachelor or Master degree in a quantitative subject such as Applied Mathematics, Computer Science, Statistics, or related field from a top-ranked university
- Demonstrate strong abstract reasoning and independent problem-solving skills
- Good communication skills
- Four or more years of experience in algorithmic trading, high-frequency trading or short-term statistical arbitrage
- Demonstrated ability to conduct independent research
- Innovation in signal research and development
- Experience exploring, researching, and deploying trading signals from various sources of data
- Prior experience developing, researching or implementing quantitative models for futures and FX at a financial services firm.
- Experience in quantitative finance, econometrics, and asset pricing
- Curious, ambitious, self-starter mindset
If you believe you have the right skills, attitude and experience please click 'apply now' below and upload your resume. Alternatively, for a confidential chat, please contact Kevin Ng by applying directly to email kng@captarpartners.com or reach out at +852 3653 5244.
