Macro Quantitative Analyst

7 months ago


Singapur, Singapore Point72 Full time

Role

A discretionary macro investment team is looking to add a quantitative analyst/developer with strong quantitative skills to improve the quantitative methods used by the pod to analyze, construct and manage their portfolio within the EM Asia and DM FX and rates markets. This candidate will work closely with other quants and senior team members and will over time have increased exposure to the investment process. Please note that this role is to specifically work within an investment team, rather than within a centralized technology team. 


Responsibilities

To maintain, upgrade and develop a range of portfolio, risk management and pre-trade analytical tools, ensuring data is updated and infrastructure is fast and reliableProducts include but are not limited to rates (IRS, bonds, bond futures), cross currency, FX (deliverable & non-deliverable spot, forwards, swaps); options (FX and swaptions, possibly including 1st and 2nd generation FX exotics eventually)Involves a combination of improving existing infrastructure (across python/Excel) and developing new toolsThe candidate will primarily receive instruction in the beginning but will be expected to provide ideas on projects in future Work with internal teams to improve data quality and reliability of analytical infrastructure We expect this role to grow over time to incorporate quantitative pre-trade analysis and portfolio structuring analysis using tools this candidate has constructed Collaborate with other quants, PM and analysts on other ad-hoc projects

Requirements

2-5 years of experience in a similar role at a fund, or as a curve building/option pricing quant at a bank. Developers who work in banks or funds with some familiarity across FX and interest rates pricing can be considered. Master’s degree or higher in a quantitative discipline. Highly quantitative undergraduate degrees with the right work experience can be considered High level of proficiency in Python, Excel and VBA; experience in building scalable full-stack web applications is a plus Able to build Excel interfaces to present analytical output in a user friendly and flexible way. Please note that most of the work is presented in Excel and done in either Python or Excel depending on the task. Knowledge of financial products across rates & FX including linear curve building (rates/FX) and options pricing (FX; rates + equities are a plus). The candidate should be able to construct pricing tools using available libraries, but is not expected to know how to build libraries from scratch Familiar with extracting data from external APIs and internal databases, processing data using financial packages, building time-series and presenting output in Excel Experienced in developing and maintaining high-quality, reliable Python infrastructure with Excel interfaces, automated where required Must display a high understanding of his or her role from a commercial rather than purely academic perspective Ideally this candidate is accustomed to presenting quantitative information to stakeholders who are not quantitatively oriented in an intuitive way  Fluency in written and spoken English Strong communicator who values building strong relationships with colleagues and stakeholders and has the ability to explain complex topics in simple terms Willingness to take ownership of his/her work, working both independently and within a small team Commitment to the highest ethical standards 



  • Singapur, Singapore Point72 Full time

    The role: Point72 Asset Management is seeking a mid-level Quantitative Risk Analyst to join its Risk & Quantitative Research team. The RQR team plays a vital role in the Firm’s investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Quantitative Risk Analysts perform research to...

  • Macro Trader.

    6 months ago


    Singapur, Singapore Millennium Management Full time

    Macro Trader We are looking for a Macro Trader to join an equity trading group in our global trading division. We are at the forefront of industry-leading initiatives applying technology, quantitative analysis, and data-driven methodologies to our execution process. Our team employs analysis of company trading activity to inform decision-making at the...


  • Singapur, Singapore Balyasny Asset Management L.P. Full time

    OVERVIEW In the role of Senior Associate/Associate Director, Macro Risk, the employee report to the Director of Global Risk Management and will be responsible for the following: Own the risk monitoring and oversight of a set of portfolios with a cross-asset class exposure in linear and non-linear instruments Able to challenge & support Portfolio...


  • Singapur, Singapore Caxton Associates Full time

    Company Overview: Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore, and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through multiple liquid global hedge fund disciplines, including discretionary macro, systematic macro, emerging...


  • Singapur, Singapore Squarepoint Capital Full time

    Squarepoint is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients. We have deep expertise in trading, technology and operations and attribute our success to rigorous scientific research. As a...


  • Singapur, Singapore Citadel Securities Full time

    Job Description Role Summary At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. We’re looking for an extraordinary...


  • Singapur, Singapore Balyasny Asset Management L.P. Full time

    OVERVIEW This position is primarily focused on the support of front office applications, data and their integration with middle and back-office systems. The role will have a high level of interaction with the investment staff including, Portfolio Managers, Traders, and Analysts to proactively discover and understand issues and potential workflow/system...


  • Singapur, Singapore Caxton Associates Full time

    Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore, and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through multiple global hedge fund disciplines, including discretionary macro, systematic macro, emerging markets macro, systematic...

  • Senior Analyst

    7 months ago


    Singapur, Singapore ALS International Full time

    Senior Analyst (SG) document.title = "Senior Analyst (SG) – ALS Internatioal";var addthis_share = { title: "Senior Analyst (SG) – ALS Internatioal"} Date: Mar 23, 2023 Location: Singapore Ref: 20030 Job ID: 20030 Job Location: Singapore About Our Client Our client is an international...

  • Desk Quant Analyst

    6 months ago


    Singapur, Singapore Squarepoint Capital Full time

    Role: Desk Quant Analyst Please only apply to the one job you feel best fits your skillset and experience. If our team feels you are better suited for another role, we will reach out about the alternate opportunity. Squarepoint is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies...


  • Singapur, Singapore Mapletree Full time

    Summary This team is responsible for the independent assessment, measurement, monitoring and reporting of the Group’s investment, financial and market risks, supporting the Group and REITs’ Board and Audit & Risk Committees.  Job Responsibilities Work closely with the team members to develop and implement risk management frameworks and...


  • Singapur, Singapore ExxonMobil Full time

     About us At ExxonMobil, our vision is to lead in energy innovations that advance modern living and a net-zero future. As one of the world’s largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled by the pride in what we do and what we stand for. The success of our Upstream, Product Solutions and...

  • Analyst

    6 months ago


    Singapur, Singapore WATG Full time

    Job Details Description ABOUT WATG WATG is the world’s preeminent destination and hospitality design firm. We are employee-owned, 77 years young and home to nearly 400 creative, globe-trotting professionals located remotely and in our offices in California, New York, Honolulu, London, Singapore, and Shanghai. We are known for our...

  • Credit Analyst

    6 months ago


    Singapur, Singapore Marex Spectron Full time

    Objectives of Role •The Credit Analyst will be a member of the Risk department and will be primarily responsible for performing financial statement analysis of the firm's counterparties and prospective new accounts. •Take ownership of the credit analysis for a proportion of the Marex client base located primarily in Singapore , Australia , Hong Kong...


  • Singapur, Singapore United Overseas Bank Full time

    Director, Macro Structuring NEA, Group Global Markets Posting Date: 20-May-2023 Location: Singapore (City Area), Singapore, 048624 Company: United Overseas Bank Ltd About UOB United Overseas Bank Limited (UOB) is a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories in Asia...


  • Singapur, Singapore 0781 Deutsche Bank Aktiengesellschaft, Filiale Singapur Full time

    Description : Details of the Division and Team: The Quantitative Strategist (Quant Strat) combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system. The technology...

  • Senior Analyst

    6 months ago


    Singapur, Singapore WATG Full time

    Job Details Description ABOUT WATG WATG is the world’s preeminent destination and hospitality design firm. We are employee-owned, almost 80 years young, and home to over 450 creative, globe-trotting professionals located remotely and in our offices in California, Dallas, New York, Honolulu, London, Singapore, and Shanghai. Our approach to...


  • Singapur, Singapore JPMorgan Chase & Co. Full time

    We are seeking an Associate to be part of the Asia Pacific Regulatory Reporting team that partners with the Asia Pacific Senior Financial Officer, Legal Entity Controller and Corporate Technology teams to contribute to automate the Asia Pacific local regulatory reporting systems and BASEL last mile reporting.  As a Business Analyst within the Asia...

  • System Analyst

    6 months ago


    Singapur, Singapore Virtusa Full time

    System Analyst - CREQ192158 Description · Business Analysis certification (Certification of Competency in Business Analysis (CCBA), Certified Business Analysis Professional (CBAP)) or an equivalent certification will be an added advantage. · Hands-on experience in full project development life cycles · Past track record in business analysis,...

  • Business Analyst

    8 months ago


    Singapur, Singapore Arthur D. Little Full time

    Overview As Business Analyst at Arthur D. Little you will work on well-defined sub-tasks of the assignment with the close support and guidance of your case manager. Responsibilities The Business Analyst’s role includes: Gathering facts and analyzing data from various sources Extracting key messages from your research in a clear and...