BALYASNY ASSET MANAGEMENT (SINGAPORE) PTE. LTD.
Base Metals Quant Analyst — Commodities Trading (Singapore)
Professional Full Time 1년 이상 경력
카테고리
기술
CleaningMachine LearningData IngestionInvestment StrategiesBase MetalsData PipelineRatesPercentileTrading AnalysisStatistical AnalysisReproducibilityFXVARsMarket Data
직무 설명
Base Metals Quant Analyst— Commodities Trading (Singapore)
Balyasny Asset Management(BAM) is hiring a Base Metals Quant Analyst to join our Commodities Tradingteam in Singapore. The role focuses on quantitative research, backtesting, anddata-driven analytics supporting base metals trading and risk decisions.
Responsibilities
- Build and run Python-based backtests for base metals strategies (signal design, transaction costs/slippage, contract rolls, out-of-sample testing).
- Develop and maintain Python data pipelines (data ingestion, cleaning, time-series alignment) for macro/micro commodities datasets (e.g., FX, rates, inventories, premia, curves/spreads).
- Apply statistical analysis (z-scores, percentiles, correlation/regression) to evaluate signals and market drivers.
- Produce documented, reproducible research outputs and performance/risk analytics (Sharpe, Sortino, drawdown, VaR).
- Identify and evaluate new datasets and document data quality and impact.
Qualifications
- Experience doing quantitative research and backtesting for trading or investment strategies.
- Experience doing Python-based time-series analysis and research development (e.g., pandas, numpy), including building reusable research code.
- Experience doing statistical analysis on market datasets, including z-scores/percentiles and regression/correlation.
- Experience doing commodities-related analysis in a trading house, commodity producer/utility, hedge fund/asset manager, bank trading desk, or equivalent.
- Experience with forward curves/term structure and spreads; SQL (or equivalent) for data retrieval.
- Experience with Machine learning in Python (e.g., scikit-learn, feature engineering, cross-validation) preferred.