Constant Capital is a global wealth manager, offering its HNW clients bespoke investment solutions across a number of sectors. The company has offices and representatives in Hong Kong, Japan, Singapore, South Africa and has its head office in the Seychelles. The position requires relocation to the Seychelles.
Constant Capital is seeking a junior Quantitative Analyst to work with its Algorithmic Trading team. The candidate will be interacting closely with Portfolio Management and algorithmic coding staff across various mandates and will work on improving and enhancing the firm's execution capabilities and algorithmic trading strategies.
The ideal candidate will have a strong commitment to rigor and excellence in research, while at the same time not losing sight of practicalities in delivering results. As well, he/she will have the ability to communicate complicated technical issues clearly to senior management and portfolio managers.
Job Responsibilities (include, but not limited to the following):
- Develop statistical models and machine learning frameworks for evaluation of execution methods and algorithms
- Development, analysis and optimization of systematic trading strategies to minimize transaction costs
- Develop customized TCA (transaction cost analysis)
- Research market impact and information transfer phenomena for various asset classes
- Development of predictive short-term price or fair value models
- Minimum B.S. or B.A. in mathematics, physics, computer science or similar field of study. M.S. or M.F.E degree in technical field desirable.
- Basic experience in a quantitative analytics role, preferably within a trading environment focused on development of systematic strategies sensitive to transaction costs.
- Experience in TCA with a focus on one or more of the following areas: futures, rates (government bonds, interest rate swaps), equities, corporate bonds, commodities, FX, options.
- A plus would be experience in applying Data Science, Machine Learning, Neural Networks, or Deep Learning to solve complex data intensive problems.
- Proven quantitative skills, specifically financial mathematics, probability, statistics, and or economics.
- Experience with Market Data and Market Microstructure
- Hands on problem solver, diligent, motivated by challenging projects
- Strong programming skills and numerical problem-solving techniques
- A good understanding of the MetaQuotes MT5 Platform
Renumeration will be based on relevant skill levels and will be highly geared towards success results.