We are a team of enthusiastic technologists, building innovative trading systems and asset management strategies. We develop systematic arbitrage models for liquid assets all over the world.
Our offices are located in Paris, Singapore and Dublin.
The team of 77 employees, with an average age of 35, come mainly from scientific backgrounds.
Our success is based directly on the talent of the people we recruit, we want to meet passionate employees, agile in a technological environment and driven by the discovery of financial markets.
The ABC arbitrage Group is listed on Euronext Paris and since its inception in 1995 has achieved 100% consecutive positive results in fast changing markets.
The wholly-owned subsidiaries ABC arbitrage Asset Management and ABC arbitrage Management Asia manage the Group's operational activity.
For this position, you will join a small team based in Singapore, and will work closely with the teams based in Paris.
Via access to large scale market datas through our infrastructure, you will develop quantitative, fully automated and back-tested strategies and will implement these strategies on the markets through our state of the art collocated trading plateforms.
- Quantitative Trading or Quantitative Research experience of 4 years or more, focused on Asian Markets or Asian trading hours
- Bachelors or Masters in Engineering/Mathematics
- Designer or implementer of a back-tested systematic strategy on any of the following asset classes: equities, futures (commodity, index, rate), fx
- Solid track record on running quantitative systematic strategies
Job Type: Local full time contract
Company: ABC arbitrage Asset Management Asia Pte. Ltd