Portfolio Trading Quantitative Analyst

5 days ago

Singapore IGNIGHT TECHNOLOGIES PTE. LTD. Full time

**Job Description & Requirements**:

- The major focus of our primary business activities is to provide client tailor-made Financial Portfolio Risk Attribution Management through our proprietarily developed AI-Based Risk Model to quantify and identify sources of financial portfolio risks.
- Our proprietarily built risk attribution model uses robust machine learning technique to perform risk decomposition in which helps clients to mitigate impacts of potential outliers in estimating the asset specific variance for every individual asset in the portfolio level.
- Ignight Technologies not only focus on financial portfolio risk attribution management for clients but also provide deep learning-based AI order execution system for clients who are in needs to execute orders more efficiently and minimize the trading cost. With our proprietarily accrued market microstructure data sets, the deep learning-based AI engine analyze accordingly for liquidity supply and demand and suggests cost-efficient optimized orders.

**PRIMARY RESPONSIBILITIES**:

- Transaction cost analysis and execution algorithm customizations - run independent analysis to drive performance optimization and algo trading product enhancements.
- Research and analyze ideas for enhancing existing and developing new algorithmic trading strategies.
- Perform analysis of large data sets comprising of market data, orders, executions and derived analytics.
- Support and develop various core models and predictive signals used by various execution algorithms.
- Perform research on market microstructure and market impact models.
- Provide data and analysis supporting initial model validation and ongoing performance analysis.
- Enhance and use algo trading simulator and other tools to tune various execution algorithms.
- Understand production strategy and model code to be able to run teste an make enhancements.
- Perform Risk Decomposition of financial portfolio via schematically by a Top-Down Approach.
- Decompose security and portfolio risk into a systematic and unsystematic component - slice and dice further broken down into components attributable to macro and market factor.

**SKILLS & QUALIFICATIONS**:

- Must have speaking and writing fluency in both Korean and English. Spanish is a plus.
- PhD, Master's or any equivalent degree in a quantitative discipline from a top-tier institution.
- At least six years of relevant quant experience in systematic quantitative trading in Equity or related asset classes.
- Strong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise manner.
- A thorough understanding of algorithmic trading, market making, index and statistical arbitrage and optionally derivatives pricing and risk management theory (vanilla options and volatility products).
- A strong coding background with proficiency in C++, Java, Python, and relevant quantitative packages (NumPy, pandas). Ability to manipulate and analyse complex, large scale, high-dimensionality data from multiple sources.
- Knowledge of KDB/Q, or time series databases is highly desirable.
- Ability to juggle multiple tasks and projects in a fast paced work environment.

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