Description

About the Role

Our client is seeking a senior Quantitative Researcher to join their Delta One desk.

You will focus on the hedging strategies. We are looking for a researcher who can apply machine learning and rigorous statistical analysis to optimise inventory holding, signal generation, and portfolio construction.

Key Responsibilities

• Inventory Optimization: Apply machine learning techniques to model inventory dynamics, predict availability, and optimize the costs associated with holding positions.
• Signal Research: Research and backtest signals related to supply/demand imbalances and flow dynamics to improve inventory turnover and yield.
• Portfolio Construction: Determining the optimal value of a basket based on hedging costs and strategy rather than theoretical models.
• Systematic Hedging: Design and simulate hedging strategies for linear (Delta One) portfolios.
• Model Deployment: Implement your models and logic into the production environment using Python.

What We Are Looking For

• Experience: 5+ years of experience in Quantitative Research, Inventory Management, or Systematic Strats.

Domain Knowledge:

• Strong understanding of Inventory Management and Hedging mechanics.
• Expertise in Portfolio Optimization and Signal Research.
• Explicit Note: No stochastic calculus, exotic pricing, or non-linear derivatives background required.

Technical Skills:

• Quant First: While Python is required for implementation, the priority is your ability to apply mathematical and statistical concepts (Machine Learning, Optimization) to financial problems.
• Proven experience deploying Machine Learning models (e.g., for signal generation or inventory prediction) in a live environment.
• Education: Advanced degree (Master's/PhD) in a quantitative field.

If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to Charlie Kim at resume@pinpointasia.com and put Quantitative Researcher - (Delta One) - J12433 in the subject header.

Data provided is for recruitment purposes only.

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