Senior Quantitative Researcher

Level: Vice President

Location: Singapore (Remote)

Permanent employee, Full time

Summary

Our Quantitative Researchers develop the models at the heart of the Serenity digital asset risk platform, designing, prototyping and implementing market, liquidity, credit and operational risk models, whether based on factors, simulations, agent-based systems or other types of quantitative methods. They have strong engineering capabilities, as our platform needs to function smoothly at scale despite huge amounts of data it is required to handle.

Responsibilities

  • Delivering production ready code for risk assessment, valuation, pricing and other types of analytics for cryptocurrencies and other digital assets.
  • Working with our Software Engineers to implement the models into our platform.
  • Developing and deploying risk and pricing systems for options and other derivatives.Keep up to date and contribute to the research in the digital assets space, collaborating with our academia and industry partners.
  • Coach junior members and share knowledge across our organization

Skills Required

  • Minimum of 8 years experience as Research Engineer, Quantitative Researcher or similar positions on the buy-side or sell-side, either in traditional finance or in cryptocurrencies and other digital assets.
  • Bachelor’s in a quantitative and/or computational field such as Computer Science, Engineering, Statistics, Physics, or Applied Mathematics. Masters or PhD preferred.
  • Advanced knowledge of risk and portfolio management models and methodologies.
  • Strong proficiency in Python.
  • Expertise in the full life-cycle of modeling, from data manipulation, model building and evaluation, results analysis and communication, as well as productionisation and subsequent monitoring and re-calibration of models.
  • Expertise and extensive handson experience in derivatives pricing.
  • Being delivery-oriented, able to lead and execute on advanced engineering efforts from inception to full production deployment.
  • Familiarity with Unix/Linux OS, command line, and version control software.
  • Strong communication and interpersonal skills

Skills Desired

  • Solid understanding of statistics, econometrics, or machine learning fundamentals, and familiar with standard algorithms and techniques.
  • When working with massive and complex datasets, you used tools like Spark, Druid, Hive or Elasticsearch, and distributed data pipelines such as Airflow and Luigi.
  • You also might have experience with one or more MPP databases (Redshift, BigQuery, Snowflake, etc)
  • Experience in quantitative trading, statistical arbitrage, market making, execution algorithms or TCA.
  • Knowledge and experience of financial markets, banking or exchanges.
  • Experience with risk and optimization tools such as Aladdin, RiskMetrics, Barra, Axioma.

EEO Statement

Cloudwall Capital SG Pte Ltd. is an equal opportunity employer. We are committed to a work environment that supports, inspires, and respects all individuals and in which personnel processes are merit-based and competence in the role applied without discrimination on the basis of race, color, religion, gender, gender identity, sexual orientation, gender expression, age, citizenship, marital status, disability, country of origin, or other protected characteristic.

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Interested?

Apply now and we'll get in touch with you shortly. For further details, reach out to us at careers@cloudwall.tech.