Quantitative Researcher (Singapore)

4 мес. назад

SingaporeWorldwideOnsite

c++clinuxtime series analysisstatistical inferencepattern recognitionclassificationfiltering

Quantitative Researcher developing trading models and analyzing large financial datasets for a Singapore-based quantitative trading firm.

Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from top ranked universities 
Quantitative bent of mind
A working knowledge of Linux/Unix
Programming experience, preferably in C++ or C
No prior knowledge of financial markets is needed but must have a strong interest in learning about financial markets.
Have a strong work ethics

Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends!
Our perks have you covered.
Competitive compensation
4 Weeks of paid vacation
Regular after work parties
Top of the line health insurance for family 
International team outing

Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Quantitative Researcher for our team in Singapore. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets.
As a Quantitative researcher your responsibilities will include
Develop new or improve existing trading models using in-house platforms
Use advanced mathematical techniques to model and predict market movements
Analyse large financial datasets to identify trading opportunities
Provide real time analytical support to experienced traders