New Opportunity - Macro Quant Analyst - Singapore
Roles and Responsibilities:
* Collaborate with the Portfolio Manager on a daily basis to develop and maintain a macro model for back-testing over 400 time series across various macro regimes and predicting future macro regimes.
* Collaborate with the Portfolio Manager on a daily basis to develop and maintain a combination of regression models for identifying and hedging macro factors.
* Possess full responsibility and autonomy over all models, necessitating self-assurance in working independently to see projects through from inception to completion, with close guidance from the PM.
* A quantitative degree in fields such as statistics, computer science, physics, etc., is required.
* Minimum of 2 years of experience in quantitative finance, with a preference for experience in back-testing, data analysis, regression analysis, and reconstructing time series.
* Proficiency in Python is required; familiarity with alternative data sets is preferred but not mandatory.
* Basic knowledge of financial instruments is required; familiarity with equities, equity baskets, equity indices, and futures is preferred.
* Strong enthusiasm for markets and macro investing.
* Based in Singapore.