Equities Quantitative Researcher - Systematic Trading

About the Role

Join a highly advanced systematic hedge fund managing assets over $4 billion, located in Singapore. The firm prides itself on applying stringent quantitative analysis, sophisticated technology, and systematic investment procedures across various global markets including Equities and Futures. Top-tier quantitative expertise, extensive data evaluation, proprietary research, and cutting-edge trading systems define its success.

This position offers a chance to work within a truly quantitative and collaborative environment alongside seasoned researchers, portfolio managers, traders, and engineers where quantitative research is fundamental to the investment process.

Key Responsibilities

• Perform quantitative research across global equity markets to uncover systematic alpha sources.
• Design predictive models, trading signals, and systematic strategies.
• Analyze extensive and intricate datasets to detect patterns, inefficiencies, and market relationships.
• Develop strong methodologies for signal identification, validation, and portfolio construction.
• Create and update advanced backtesting and simulation tools.
• Collaborate closely with portfolio managers and traders to convert research into actionable live strategies.
• Work alongside engineers to deploy and optimize quantitative models in production environments.
• Regularly assess and enhance existing strategies to boost performance and scalability.
• Employ advanced statistics, mathematics, and machine learning techniques on financial datasets.
• Contribute to the broader systematic research initiatives and enhancements in investment capabilities.

Candidate Profile

• Experience at a leading systematic hedge fund, proprietary trading house, market maker, or investment bank as a quantitative researcher.
• Holds an advanced degree in quantitative fields such as Mathematics, Statistics, Computer Science, Physics, Engineering, or Econometrics.
• Exceptional analytical, statistical, and mathematical skills.
• Proven track record researching systematic equity strategies with demonstrated success in developing impactful trading signals and models.
• Proficient in programming languages like Python and C++ or comparable quantitative languages.
• Deep knowledge of statistical modeling, time-series analysis, machine learning methods, and quantitative techniques.
• Strong understanding of financial markets, especially equity microstructure.
• Capable of handling the full research lifecycle from hypothesis to live strategy implementation.
• Intellectually curious, meticulous, and rigorous in approach.
• Excellent communication skills with ability to work effectively with portfolio managers, traders, and engineers.
• Preference for candidates from leading global quantitative teams.

Benefits and Offerings

• Be a part of a $4bn+ systematic hedge fund with a quantitative investment philosophy.
• Engage in research that directly influences live trading strategies.
• Work with a multi-asset platform that covers Equities, Futures and other liquid markets.
• Collaborate with top quantitative researchers, portfolio managers, and engineers.
• Utilize comprehensive datasets, advanced technology, and institutional-grade infrastructure.
• Work in an intellectually demanding and highly technical environment.
• Development prospects with commercial impact and involvement in firm growth in Asia.
• This role is Singapore-based within a global investment platform.