12d 9h ago
Assistant Portfolio Manager
WorldQuant·Finance · Finance
📡Remote In-Country
|Singaporealgorithmsperformance_marketingdata_science/data_engineeringlinear_algebra+5
Assistant Portfolio Manager
WorldQuant | Finance | Finance
Remote In-Country
Full Time
Singapore
Position:
Assistant Portfolio Manager
Company:
WorldQuant
Location:
Singapore
Employment type:
Not Specified
Work Arrangement:
Not Specified
Short 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.
Responsibilities:
- Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
- Build and maintain tools and systems used throughout the quantitative research and portfolio management processes
Requirement:
- PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
- Prior experience in quantitative research and/or quantitative development for systematic strategies is an advantage
- Strong knowledge of Linear Algebra, Statistics, Machine Learning
- Experience building automated research, testing, and validation frameworks leveraging LLM tools
- Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
- Working knowledge of Linux
- Strong problem-solving abilities and work ethics
- Strong moral integrity and work ethics
Assistant Portfolio Manager
Company:
WorldQuant
Location:
Singapore
Employment type:
Not Specified
Work Arrangement:
Not Specified
Short 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.
Responsibilities:
- Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
- Build and maintain tools and systems used throughout the quantitative research and portfolio management processes
Requirement:
- PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
- Prior experience in quantitative research and/or quantitative development for systematic strategies is an advantage
- Strong knowledge of Linear Algebra, Statistics, Machine Learning
- Experience building automated research, testing, and validation frameworks leveraging LLM tools
- Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
- Working knowledge of Linux
- Strong problem-solving abilities and work ethics
- Strong moral integrity and work ethics
Required Skills
algorithmsperformance_marketingdata_science/data_engineeringlinear_algebralinuxmloptimizationpythonstatistics
Required Languages
🇬🇧 English
Key competency: Finance