WORLDQUANT (SINGAPORE) PTE. LTD.
Banking and Finance
S$15000 - S$17000
WorldQuant develops and deploys systematic financial strategies across a variety of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on exploiting market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a sustainable, global trading platform.
WorldQuant’s success is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Great ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess a mindset of continuous improvement. That’s a key ingredient in remaining a leader in any industry.
Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an exceptional talent. There is no roadmap to future success, so we need people who can help us create it. Our collective intelligence will drive us there.
WorldQuant provides a comprehensive platform for its portfolio managers with access to a large and diverse array of alphas and data sets, allowing for the creation of high-quality strategies across a broad range of asset classes in global markets.
We are seeking an exceptionally talented candidate with quantitative portfolio management experience and an intimate knowledge of systematic strategies to join us as a Portfolio Manager.
As a Portfolio Manager, you are expected to have a strong understanding of the investment research process in order to develop systematic strategies which utilize statistically-based predictive signals associated with various market inefficiencies. Ideally, you will also have experience with a broad range of statistical approaches and methods for working with large quantities of data.
The role would also see you taking a collaborative approach in working with researchers, other portfolio managers and technologists in driving the development and production of alphas and financial strategies.
What You’ll Bring:
· PhD or MS in Mathematics, Statistics, Physics, Engineering or other quantitative discipline
· 2+ years’ experience in trading intraday or mid-frequency systematic strategies in equities or macro, including a verifiable track record with positive PnL and Sharpe of at least 2.0
· Experience in differentiated statistical approaches and methods
· Strong programming skills with proficiency in Python and C++
· Self-starter with superb organizational skills and ability to prioritize and meet tight deadlines
· A strong team player and comfortable to manage and communicate in a diverse culture environment.
· Detail-oriented and strong analytical/quantitative skills
· Professional and proactive working attitude
Closing on 24 Mar 2021orview more job listings from this company