Head of Trading Strategies Research

Coverage Area
Hedge Funds
Institution Type
Hedge Fund

Top tier Hedge Fund is seeking a Head of Trading Strategies Research / Trading Strategies Research Analyst to join the investment team in Singapore. The individual will lead an effort to design, build and implement a transaction cost analysis framework to analyse trading in all markets that the group trades. Key Responsibilities - Develop transaction cost forecasting models incorporating market microstructure data to estimate market impact costs. - Evaluate the execution quality of completed trades and provide the necessary recommendations for further improvements. - Design market microstructure models and refine trade execution strategies based on short term trading signals. - Develop electronic trading capabilities and strategies for OTC Fixed Income and FX instruments. - Monitor market microstructure issues across different geographies and market segments. Experience / Skills - Advanced degree in a technical/quantitative field - Strong knowledge in statistical modelling and high familiarity with tick datasets. Experience with time series databases. - Deep knowledge in market microstructure and trading algorithms. - Fluency in R, Python, C/C++ and/or other similar languages. - Ability to work independently and lead team from design all the way through code implementation and production - Strong communication skills, intellectual rigor, and attention to detail - Strong understanding of asset markets, including equities, FX, and various futures markets.