Quantitative Execution Strategist

Singapore - Singapore

Monthly Salary: Not Disclosed

Posted on: 18 hours ago

Vacancies: 1 Vacancy

Job Summary

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies the foundation of a balanced global investment platform.

WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems balancing intellectualism and practicality. Excellent ideas come from anyone anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.

Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost and people who demonstrate an outstanding talent. There is no roadmap to future success so we need people who can help us build it.

The Role: The Quantitative Execution team is seeking an Execution Researcher to further refine WorldQuants execution capabilities across a variety of cash and derivative products to be based in Singapore.

Key Responsibilities:

Algorithm Design & Implementation:

Develop detailed specifications for new and enhanced execution algorithms.
Implement test and deploy robust quantitative trading strategies and tools primarily using Python.

Tooling:

Build robust and reusable tools in Python to improve the overall team productivity.

Market Impact Modelling:

Research develop and refine sophisticated market impact models to seek to predict and minimize the cost of trading.
Leverage large datasets and advanced statistical/machine learning techniques to improve model accuracy.

Transaction Cost Analysis (TCA):

Conduct in-depth Transaction Cost Analysis (TCA) to evaluate the performance of execution strategies identify drivers of transaction costs and pinpoint opportunities for optimization.
Provide actionable insights to portfolio managers and traders.

Collaboration:

Work closely with the QES Lead for APAC to align strategies with regional market nuances and business objectives.
Collaborate with trading desks technology teams and other quantitative researchers to integrate solutions and drive innovation

What Youll Bring:

PhD/Masters in a quantitative field (CS Mathematics Statistics Physics Engineering Quant Finance) from a top university with 04 years experience in quantitative research and/or development for systematic or execution strategies.
Solid Python programming skills (required) strong understanding of data structures and algorithms and experience manipulating large-scale datasets using SQL; C/C is a strong differentiator.

Strong expertise in regression models time-series analysis and applied machine learning with exposure to deep learning and/or reinforcement learning ideally in data-intensive production-oriented environments.

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WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race color creed religion sex sexual orientation or preference age marital status citizenship national origin disability military status genetic predisposition or carrier status or any other protected characteristic as established by applicable law.

Key Responsibilities:

Algorithm Design & Implementation:

Develop detailed specifications for new and enhanced execution algorithms.
Implement test and deploy robust quantitative trading strategies and tools primarily using Python.

Tooling:

Build robust and reusable tools in Python to improve the overall team productivity.

Market Impact Modelling:

Research develop and refine sophisticated market impact models to seek to predict and minimize the cost of trading.
Leverage large datasets and advanced statistical/machine learning techniques to improve model accuracy.

Transaction Cost Analysis (TCA):

Conduct in-depth Transaction Cost Analysis (TCA) to evaluate the performance of execution strategies identify drivers of transaction costs and pinpoint opportunities for optimization.
Provide actionable insights to portfolio managers and traders.

Collaboration:

Work closely with the QES Lead for APAC to align strategies with regional market nuances and business objectives.
Collaborate with trading desks technology teams and other quantitative researchers to integrate solutions and drive innovation

What Youll Bring:

PhD/Masters in a quantitative field (CS Mathematics Statistics Physics Engineering Quant Finance) from a top university with 04 years experience in quantitative research and/or development for systematic or execution strategies.
Solid Python programming skills (required) strong understanding of data structures and algorithms and experience manipulating large-scale datasets using SQL; C/C is a strong differentiator.

Strong expertise in regression models time-series analysis and applied machine learning with exposure to deep learning and/or reinforcement learning ideally in data-intensive production-oriented environments.