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The position will look to support the driven and fast-paced quant research team and focusing on alphe generation from unconventional data sets, with a big focus on utilizing machine learning methodologies. This role will support multiple asset classes and will be undertaking a global mandate. You will be responsible for end-to-end strategy development and backtesting.
Ideal candidates should come with minimally 3 years of experience as a quant researcher with extensive knowledge on alpha generation and developing quant trading strategies. A data-driven approach/methodology would be necessary together with a strong proficiency in Python or C++.
If this is something of interest to you, please send you most updated CV
Internal Number: 5625972
About Selby Jennings Singapore
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