Quant Trader

We are a team of enthusiastic technologists, building innovative trading systems and asset management strategies since 1995. We develop systematic arbitrage models for liquid assets all over the world.

The ABC arbitrage Group (Paris, Dublin, Singapour) is listed on Euronext Paris and since its inception has achieved 100% consecutive positive results in fast changing markets. The wholly-owned subsidiaries ABC arbitrage Asset Management and ABC arbitrage Management Asia manage the Group's operational activity.

Our success is based directly on the talent of our employees: 100 people, from 12 different nationalities with an average age of 35 and mainly from scientific backgrounds.

Our company culture is based on commitment, collaboration, responsibility and innovation.

We encourage new ideas and provide the means to develop them in an agile and pleasant workplace.

We want to meet passionate employees, agile in a technological environment and driven by the discovery of financial markets.

Responsibilities

For this position, you will join a team of 6 based in Singapore, and will work closely with the teams based in Paris. The organisation is structured to strongly support you in your research efforts.

Joining as a Quant Trader, you will work in a team specialising in statistical strategies on Futures and Equities, in direct collaboration with Portfolio Managers (either in Singapore or Paris). Using the full range of ABC high performance infrastructure and tools, your main missions will consist of:

• Thoroughly monitor trading of strategies on our in-house developed systematic trading engines.
• Continuously improving the operational efficiency of existing strategies, based on real time observation of production , post production analysis and backtesting
• Report and exchange frequently with Paris based teams on Asian Markets trading specificities and requirements
• Actively participating in the research and development of new trading models: data analysis, signal analysis, new alphas research and backtesting
• Assist the development/deployment in Asia of EUR/US already existing strategies

Skills and experience

Master's degree with quantitative background : Mathematics, Statistics, Physics,..

Minimum 2 years of experience in in Front Office of Hedge Fund, Family Office or Banks

Profile: Quantitative Trading and Research :

• Understanding of Financial Markets
• Systematic Trading monitoring and strategy research experience
• Familiarity with Futures and/or Equity products

Excellent communication skills

Personality: dynamic, collaborative, curious, passionate, comfortable with a constantly evolving environment

Programming skills in C# or Python

Salary: Competitive

Job Type: Local full time contract

Company: ABC arbitrage Asset Management Asia Pte. Ltd

Location : Singapore