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Quantitative Portfolio Manager – Hedge Fund

Quantitative Portfolio Manager – Hedge Fund

Job Title: Quantitative Portfolio Manager – Hedge Fund
Contract Type: Permanent
Location: Singapore
Industry:
Reference: 02_180419
Contact Name: Daniel Vaz
Contact Email: danielvaz@klicktosearch.com
Job Published: April 18, 2019 18:45

Job Description

An International Hedge Fund is looking to hire exceptionally talented candidates with quantitative portfolio management experience and an intimate knowledge of systematic strategies to join as a Portfolio Manager in Singapore.

In this role, you will be required to have an understanding of the investment research in order to develop systematic trading strategies which use statistically-based predictive signals associated with various market inefficiencies.

Expertise Required:

  • At least 4+ years of experience in trading intraday or mid-frequency systematic strategies in equities or macro
  • Have a verifiable track record managing one's own book with positive PnL and a Sharpe Ratio of at least 2.0
  • Strong programming skills with proficiency in C++ and Python
  • PhD or MS in Mathematics, Statistics, Physics, Engineering or other quantitative disciplines

Should the role be of interest, please reach out to me on danielvaz@klicktosearch.com for a confidential conversation.