Redstone Commodity Search are working with a quantitative proprietary trading group looking to hire a Portfolio Manager for their team in Singapore.

Key Responsibilities / Tasks

• Research, develop and execute systematic trading strategies for the quantitative cross asset futures portfolio (commodities, FX, equity indices, fixed income) with an investment horizon of <1 day (intraday) to 1 week
• Manage the entire life cycle from alpha research, strategy and model development, backtesting, portfolio construction and execution.
• Utilize new and existing insights to support idea generation and analysis

Key Qualifications / Experience

• MSc or PhD in a quantitative field like econometrics, mathematics, physics, or statistics
• Strong modeling proficiency, specifically using Python and/or Matlab
• 5-10 years' experience running systematic, quantitatively-driven trading strategies focused on cross asset liquid futures markets
• Personal, live PnL track record and a minimum Sharpe ratio of 1
• Excellent analytical and quantitative skills
• Position is based in Singapore (Candidates must be based in Singapore or willing to relocate)