Headquartered in Singapore with presence in the United States and Indonesia, Straits Financial serves as the financial services arm of the CWT Group, a global leading provider of integrated logistics and financial services. We provide a fully-integrated service for our clients to access the financial and commodity derivative markets and will continue to expand into key financial and commodity markets.
We are looking for a suitable candidate who is highly skilled and experienced in Structured Products & Portfolio Management. The person should also be proficient in Algorithm trading to develop and implement market making & options strategies with inter-market arbitrages in mind. This position will be covering all aspects of our Singapore office as well as the Group.
This position reports to the Vice President, Derivatives, Sales & Dealing.
Key Responsibilities
Strategy development including Data Analysis, Model Building, Backtest Evaluation
Quantitative trading with Algorithm Writing, Capital Management and Risk Control
Manual trading for NLT Trading, Options etc.
Any other duties as assigned
Requirements
You should possess the following:
Master’s qualification in Finance and Investment
At least 8 years of working experience in inter-Market Commodity Arbitrages
Prior experience working or dealing with Investment Club &/or Fund
Proven track record in Algorithm Trading with solid performance of Sharpe Ratio
Strong NLT performance
Proficient in MS Suite, Bloomberg, Reuters Eikon, iWind
More than 10 years’ experience in C/C#/C++/Fortran/MATLAB/Python/VBA programming
Demonstrated maturity and leadership skills
Bilingual, proficient in English and Chinese language (spoken and written) is an advantage as the job may require liaising with Chinese-speaking counterparties