APAC Head of Quantitative Development - U.S. Hedge Fund
This person will be responsible for supporting the Macro/FICC portfolio managers in Asia, with a preference for this person to be based in Singapore.
The hedge fund has more than 80 teams globally with roughly a quarter of those PMs based in Asia. This will be their first macro engineer/quant dev hire into Asia with the hope that they can build a grow a team under them. Everything front end is developed in Python and most of the back end work is developed in C++.
Within their macro business, they mostly trades Rates and FX (including derivatives), so the domain knowledge of these markets is a plus. Their number one priority is good communication, and finding someone with the ability to take on a multifarious job, working with real time systems in a dynamic and fast paced environment.
Responsibilities include helping to implement and optimise trading strategies, working across a database of pricing libraries and teaching PMs how to use it and how to implement these. There will also be work to sourcing data, building APIs to connect data to PMs and communicating across the teams in Asia etc.
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