Quantitative Researcher

Level: Vice President

Location: Singapore (Remote)

Permanent employee, Full time

Summary

Our quants research and develop novel risk and portfolio management tools for cryptocurrencies. We work on a multitude of topics around risk management, derivatives pricing, portfolio optimization, agent based systems and model ops. Our Research team works closely with our Engineering team to make sure our models are scalable and can be deployed at request. We aim at excellence and don't compromise on the skills required, so you can be sure you'll join the best people in any role at Cloudwall.

Responsibilities

  • Day by day you will be researching and building quantitative models for risk management, asset valuation, derivatives pricing, simulations on smart-contracts and novel types of analytics specifically focused on cryptocurrencies. There's a lot to be built, so you will have the chance to go outside of your expertise and learn something new quite often.
  • You will be working with our Software Engineers in order to implement the models into our platform. Your code needs to be very good, but we also realize that Software Development is different than Research Engineering. Nonetheless, you will be kept to the highest coding standards when writing your code (I won't tell anyone if your experimental Jupyter Notebooks look messy, while creating pull request for production code will be a great learning experience if you screw it up).
  • We are building a product from scratch, with no legacy systems. This means you will have a lot of responsibilities and will be able to see your contributions go into production and be used internally or by our clients. You won't be just a click-monkey repricing some derivatives structures.
  • We are open to share our findings in order to help the crypto industry mature. For this matter, you will keep up to date and contribute to the research in the digital assets space, collaborating with our academia and industry partners.
  • We love learning and make sure it's reflected in the whole organization. This means that you will also coach junior team members and share knowledge across Cloudwall.

Skills Required

  • Minimum of 6 years experience as Research Engineer, Quantitative Researcher or similar positions on the buy-side or sell-side, either in traditional finance or in cryptocurrencies and other digital assets. If you have no finance experience, please do not apply at this stage.
  • A minimum of a Bachelor’s degree in a quantitative field. Our sweet spot is a mix of Computer Science and Stats/Physics/Math background.
  • You need proficiency in Python (5+ years) and ability to develop new models from scratch.
  • You have a strong experience in at least one of: risk management, quantitative portfolio management, factor risk modeling, large-scale numerical optimization, signal processing, anomaly detection, derivatives pricing, forecasting (but if you have LSTM for financial time-series on your CV, it gets binned right away - if you email us with thoughts on why this is the case, you get bonus points).
  • You need a deep theoretical understanding of the models you've worked with. If it's on your CV, we assume you are an expert in that model and when discussing it we won't get hand wavy answers. We also love learning something new during our interviews, and will expect you to be as detailed as possible.
  • Familiarity with Unix/Linux OS, command line, and version control software.

Skills Desired

  • Experience with relational and time-series databases.
  • When working with massive and complex datasets, you used tools like Spark, Druid, Hive or Elasticsearch, and distributed data pipelines such as Airflow and Luigi. You also might have experience with one or more MPP databases (Redshift, BigQuery, Snowflake, etc).
  • Knowledge of and ability to work with CI/CD practices.
  • Experience with risk and optimization tools such as Aladdin, RiskMetrics, Barra, Axioma - as a model developer, not just a user.

EEO Statement

Cloudwall Capital SG Pte Ltd. is an equal opportunity employer. We are committed to a work environment that supports, inspires, and respects all individuals and in which personnel processes are merit-based and competence in the role applied without discrimination on the basis of race, color, religion, gender, gender identity, sexual orientation, gender expression, age, citizenship, marital status, disability, country of origin, or other protected characteristic.

Back To Careers

Interested?

Apply now and we'll get in touch with you shortly. For further details, reach out to us at careers@cloudwall.capital.