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  • Quantitative Analyst Quezon City
  • Sourcefit in Quezon City, Metro Manila, Philippines
  • jobs
  • 2 weeks ago

jobs description

Position Summary:

The Quantitative Analyst for Financial Markets is a pivotal role that leverages data analysis, mathematical modeling, and algorithmic trading strategies to drive informed investment decisions and optimize trading performance. The primary objective is to identify market inefficiencies, generate alpha, and enhance portfolio management through rigorous quantitative research and analysis. The ideal candidate will collaborate with traders, portfolio managers, and other key stakeholders, staying abreast of market developments and industry trends to inform their quantitative modeling approaches.

Job Details:
• Work from Home
• Monday to Friday | 1 PM to 10 PM PH Time

Responsibilities:

Quantitative Research and Analysis:
• Conduct in-depth quantitative research to identify trading opportunities and develop predictive models.
• Utilize statistical techniques, machine learning algorithms, and time-series analysis methods to analyze financial data.
• Identify and validate... alpha signals across various asset classes, including equities, fixed income, currencies, and derivatives.

Algorithmic Trading Strategy Development:

Design and implement algorithmic trading strategies to execute trades efficiently and minimize market impact.

Optimize trading algorithms for performance, risk management, and compliance with regulatory requirements.

Backtest trading strategies using historical data to assess performance and refine model parameters.

Risk Management and Performance Monitoring:
• Develop risk models to measure and manage portfolio risk exposure, including value-at-risk (VaR) and stress testing.
• Monitor trading performance and conduct post-trade analysis to evaluate strategy effectiveness and identify areas for improvement.
• Collaborate with risk management and compliance teams to ensure adherence to regulatory guidelines and risk limits.

Stakeholder Collaboration:
• Work closely with traders, portfolio managers, and investment teams to understand their objectives and requirements.
• Provide quantitative support and insights to facilitate decision-making and optimize portfolio construction.
• Communicate findings and recommendations effectively to both technical and non-technical stakeholders.

Deliverables:
• Development and implementation of algorithmic trading strategies across various asset classes.
• Quantitative models for risk management, portfolio optimization, and performance attribution.
• Research reports, whitepapers, and presentations summarizing key findings and insights.
• Comprehensive documentation of model development processes, methodologies, and assumptions.

Key Stakeholders:
• Trading Desk
• Portfolio Management Team
• Risk Management
• Compliance
• Technology and Infrastructure

Qualifications:
• Advanced degree in Finance, Mathematics, Statistics, Computer Science, or a related quantitative field.
• Strong programming skills in languages such as Python, R, or MATLAB.
• Proficiency in statistical analysis, machine learning, and time-series analysis.
• Experience with algorithmic trading and backtesting frameworks.
• Knowledge of financial markets, trading practices, and regulatory requirements.
• Excellent analytical, problem-solving, and critical-thinking skills.
• Ability to communicate complex quantitative concepts to non-technical stakeholders.
• Collaborative mindset with strong interpersonal skills for effective teamwork
Quezon City Metro Manila Philippines

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