Quantitative Researcher | Singapore, SG | Flexible

Quantitative Researcher

We are a leading quantitative cryptocurrency trading firm and liquidity provider that aims to deliver exceptional risk-adjusted returns. With the combination of comprehensive mathematical analysis, extensive financial market knowledge, and cutting-edge technology solutions, our trading model has stood the test of time. We are the avant-garde within the market space in terms of systematic decision making, algorithmic execution and active risk management. The team is constructed with experienced talents from top-tier investment banks like Morgan Stanley/Merrill Lynch (Bank of America)/UBS/Macquarie, as well as graduates from solid academic backgrounds from LSE/Oxford/NTU/SMU.

Responsibilities

• Develop trading strategies and analyze performance together with quantitative traders.
• Create and maintain option market risk models including volatility surfaces, greeks metrics, scenario simulations, etc.
• Backtest trading opportunities with quantitative methods.
• Handle multi-dimensional data of high frequency with in-depth knowledge of market microstructure behavior.
• Develop price models for new structured products, e.g., exotic options.

Qualifications

• Bachelor's degree or above in quantitative related fields from top universities.
• Exceptional background in mathematics (stochastic analyses, time series, multidimensional numerical methods) and logical reasoning.
• 1 year or above quantitative research experience is preferred.
• Solid proficiency in data analysis with various statistical tools and programming languages (Python preferred). Practical experience in C++ is a plus.

Competitive compensation package with a flat management structure and a positive team spirit. Tremendous career growth potential and invaluable learning opportunities. Multiple company overseas trips per year and leisure activities such as sports, board games, etc.

Interested parties please send your resume to: lyprop@outlook.com

Please indicate the name and position of the post: name + position.