Quantitative Analyst for Macro Investments

3 weeks ago

Singapur, Singapore Point72 Full time

Position Overview

A leading discretionary macro investment team is seeking a quantitative analyst/developer with robust analytical capabilities to enhance the quantitative techniques utilized by the team in evaluating, constructing, and managing their portfolio within the Emerging Markets (EM) Asia and Developed Markets (DM) Foreign Exchange (FX) and interest rate sectors. This individual will collaborate closely with fellow quantitative analysts and senior team members, gradually gaining deeper involvement in the investment decision-making process. It is important to note that this position is specifically designed for an investment team environment, rather than a centralized technology department.

Key Responsibilities

  • Maintain, upgrade, and develop a suite of portfolio management, risk assessment, and pre-trade analytical tools, ensuring data integrity and that the infrastructure is both swift and dependable. The tools encompass a variety of products, including but not limited to interest rate swaps (IRS), bonds, bond futures, cross-currency products, and FX instruments (both deliverable and non-deliverable spot, forwards, swaps); options (FX and swaptions, with potential inclusion of first and second generation FX exotics). This role involves enhancing existing infrastructure (utilizing Python and Excel) and creating new tools. Initially, the candidate will receive guidance but is expected to contribute ideas for future projects.
  • Collaborate with internal teams to enhance data quality and the reliability of analytical frameworks.
  • Anticipate that this role will evolve to include quantitative pre-trade analysis and portfolio structuring analysis using tools developed by the candidate.
  • Work in partnership with other quantitative analysts, portfolio managers, and analysts on various ad-hoc projects.

Qualifications

  • 2-5 years of relevant experience in a similar capacity at a hedge fund or as a curve-building/option pricing quantitative analyst at a financial institution. Candidates with development experience in banks or funds, possessing familiarity with FX and interest rate pricing, are also encouraged to apply.
  • A Master's degree or higher in a quantitative field. Candidates with highly quantitative undergraduate degrees and relevant work experience may also be considered.
  • Proficient in Python, Excel, and VBA; experience in developing scalable full-stack web applications is advantageous.
  • Capable of creating Excel interfaces to present analytical results in a user-friendly and adaptable manner. Note that most work is conducted in Excel and executed in either Python or Excel, depending on the task.
  • Knowledgeable about financial instruments across rates and FX, including linear curve construction (rates/FX) and options pricing (FX; knowledge of rates and equities is a plus). The candidate should be able to build pricing tools using available libraries, but is not required to develop libraries from scratch.
  • Familiar with extracting data from external APIs and internal databases, processing data using financial software, building time-series, and presenting results in Excel.
  • Experienced in developing and maintaining high-quality, reliable Python infrastructure with Excel interfaces, with automation where necessary.
  • Must demonstrate a strong understanding of the commercial aspects of the role, rather than a purely academic perspective.
  • Ideally, the candidate should be accustomed to conveying quantitative information to non-quantitative stakeholders in an intuitive manner.
  • Proficient in written and spoken English.
  • A strong communicator who values building robust relationships with colleagues and stakeholders, with the ability to simplify complex topics.
  • Willingness to take ownership of responsibilities, working both independently and as part of a small team.
  • Commitment to the highest ethical standards.

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