Quantitative Portfolio Manager - Global Macro/FX - Hedge Fund
A client of ours is looking for a Quantitative Portfolio Manager to join their systematic global macro team. The firm is a rapidly expanding, multi-billion dollar Hedge Fund based in Singapore. The team is relatively small, and as such the ideal candidate will have responsibilities around both research and portfolio management. Compensation and PnL cut is extremely competitive and they are willing to wait out non-compete periods for the right candidates. Responsibilities will include: - Systematic strategy development of multiple global macro trading strategies - Backtesting and portfolio construction - Quantitative Research and big data analysis using Python - Collaboration with team members in order to foster
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