Work closely with PM to build proprietary systematic trading models to trade cross commodity products and/or other asset classes like equities.
Work closely with Quant Strategist to build and maintain systematic trading platform, improve existing models and contribute to new trading ideas about the market.
Prepare regular research papers, as needed, and ensure that the trading team stays updated with market trends and news.
Produce ad hoc analysis based on short term market developments.
Assist in the preparation of trading activity reports, evaluation and back test reviews.
Job Requirements
Strong academic record in Computer Science, Statistics, Mathematics, Chemical Engineering, Finance, Economics, or a related field
Strong mathematical and statistical modeling skills preferred
Prior experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems, in areas including fundamentals quantification, systematic trading strategy
Ability to complete comprehensive commodities research
Knowledge of derivatives, empirical anomalies, macroeconomic analysis and market micro-structure preferred
Quick self-learner, able to work independently, under tight deadlines, under the guidance of PM
Self-motivated, organized, good planning and coordination skills
Highly proficient in Python, C# or other OOP languages
Be able organize data efficiently and extract the most value out of them