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This job ad has been posted over 90 days ago...

Sector Trading, Algorithmic Trading, Investment, Proprietary Trading Company
Position One IT/Quant Developer
Start Date Immediate
Duration Temporary (3months)
Salary Competitive

Background

Aures Capital Pte Ltd is a proprietary trading company based in Singapore that utilizes quantitative methods to identify trading opportunities in the global financial markets. The company is seeking a smart and talented individual to work closely with the CEO on cutting-edge systematic trading models. This position will involve research, design, and implementation of trading models and execution strategies on an automated trading platform. The work involved will be applied across various asset classes and global markets. Send CV to ld@aurescapital.com

Role Description

 The role is a hand’s on role requiring the individual to code and deliver on tight deadlines.
 Design robust market data acquisition systems pertaining to over 60+ financial instruments including Equity Futures, Commodity Futures, Rates Futures and Foreign Exchange.
 Responsible for ongoing maintenance of market data database and regular market data updates including responsibility to resolve any issues with market data providers.
 Development of fast and reusable trading strategies backtesting systems based on algorithms and using historical market data.
 Work closely with the CEO to identify new trading algorithms and refining existing algorithms.
 Continuous research of quantitative trading model and technical analysis indicators.
 Development of reporting system allowing fair and conclusive comparison across various different backtested trading strategies.
 Research of trend-following and mean reverting trading strategies.
 Responsible for managing the ongoing project lifecycle for implementations requested by the CEO.
 Development of automated trade execution systems linked to the broker’s platform using the broker’s proprietary Application Programming Interface API.


Requirements

 A minimum of Bachelor or Masters degree in Computer Science, Mathematics Statistics or other scientific or hard subjects like Engineering with outstanding achievements. Finance graduate must also have programming skills.
 Good Knowledge of scientific programming language such as Matlab, Mathematica, R (for Statistics) etc.
 Knowledge of and keen interest in financial products especially derivatives such as futures and options.
 Excellent programming skills with clear demonstrable past experience in C++, C#, VB or Java.
 Excellent Excel and VBA skills
 Demonstrated quantitative and analytic skills as well as strong critical reasoning skills.
 Experience working with large data sets, including statistical analysis methods.
 Well versed in SQL and Database System Management software such as MS SQL or Oracle.
 Solid understanding of Object-Oriented analysis and software design fundamentals.
 Solid understanding of Software Development Life Cycle steps.
 Strong communication skills and fluency in English (both written and oral).
 Passion for solving investment business problems through the use of technology.
 Detail-oriented approach to solving problems.
 Enthusiasm for learning & results oriented.
 Strong work ethic & high degree of integrity
 Self starter and able to work with minimal supervision.

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Published at 02-Nov-2011
Viewed: 8111 times