Quant Researchers

Coverage Area
Electronic Trading
Institution Type
Proprietary Trading Firm
Quant Researcher

Singapore Based Quant Researcher for High Frequency Trading Firm Our Client is actively looking for an experienced Quantitative Researcher with direct experience from within the High Frequency Trading space. You will be a part of a small team in Singapore and collaborate extensively with team members in the US offices to conduct research for the purpose of modeling and forecasting financial data in order to build high frequency trading models. The individual in this role will contribute extensively towards developing new trading strategies. Experience and Skills: • Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks or support vector machines • Strong programming and development skills in C++ in a Linux environment • Strong experience developing statistical models in a trading environment • Strong familiarity with R, Matlab or S-plus • Financial industry experience preferred • Experience working with large datasets of historical price data • Ability to collaborate intensively with other team members • Excellent communication skills • PhD in Statistics, Electrical Engineering, Physics, Math or Economics strongly preferred”