Redstone Commodity Search  /  Vacancies  /  Quantitative Portfolio Manager

Quantitative Portfolio Manager

Job Reference: RS0863

Job Title: Quantitative Portfolio Manager

Location: Asia Pacific

Product: Other

Role: Research & Analysis, Trading

Redstone Commodity Search focus on offering 360° search solutions to the global commodities markets. With a competitive coverage of Trading Houses, Producers, Majors, Utilities, Merchants, Hedge Funds, Investment Banks and Brokerages; Redstone Commodity Search can confidently offer you an edge in today’s volatile market.

Redstone Commodity Search are working with a quantitative proprietary trading group looking to hire a Portfolio Manager for their team in Singapore.

Key Responsibilities / Tasks

  • Research, develop and execute systematic trading strategies for the quantitative cross asset futures portfolio (commodities, FX, equity indices, fixed income) with an investment horizon of <1 day (intraday) to 1 week
  • Manage the entire life cycle from alpha research, strategy and model development, backtesting, portfolio construction and execution.
  • Utilize new and existing insights to support idea generation and analysis

Key Qualifications / Experience

  • MSc or PhD in a quantitative field like econometrics, mathematics, physics, or statistics
  • Strong modeling proficiency, specifically using Python and/or Matlab
  • 5-10 years' experience running systematic, quantitatively-driven trading strategies focused on cross asset liquid futures markets
  • Personal, live PnL track record and a minimum Sharpe ratio of 1
  • Excellent analytical and quantitative skills
  • Position is based in Singapore (Candidates must be based in Singapore or willing to relocate)

If you match the job description and are keen on applying for this role; please send us a copy of your resume/cover letter to or submit your application through the Vacancy Form.