Global Markets Quant Researcher — AI-Driven Trading

MS Capital Singapore; Hong Kong; Hybrid; HKD 941,000 - 1,412,000; Full time

Job summary

MS Capital Singapore’s technology arm invites a researcher to develop systematic trading strategies across global markets, using AI/ML foundations to enhance performance.

You will extract signals from diverse datasets, design backtesting pipelines, and collaborate with PMs and traders to productionize research. A strong background in Python or C++ and quantitative finance is expected, with flexibility on location.

Qualifications

• Degree in Computer Science, Mathematics, Engineering or Finance.
• Experience in quant research, data engineering or systematic trading.
• Proficient in Python and/or C++.
• Familiar with global equity markets and financial data.
• Strong problem-solving, attention to detail and learning agility.

Responsibilities

• Research and develop systematic trading strategies across global markets.
• Extract signals from market data to build quantitative models.
• Design and implement backtesting and research pipelines.
• Build and maintain data infrastructure including ingestion and cleaning.
• Integrate data with OMS/EMS and prime broker systems.
• Collaborate with PMs, quants and traders to productionize research.

Skills

Quantitative research

Data engineering

Python

C++

Financial markets knowledge

Education

Bachelor's or higher in CS/Math/Engineering/Finance

Job description

MS Capital Singapore’s technology arm invites a researcher to develop systematic trading strategies across global markets, using AI/ML foundations to enhance performance.

You will extract signals from diverse datasets, design backtesting pipelines, and collaborate with PMs and traders to productionize research. A strong background in Python or C++ and quantitative finance is expected, with flexibility on location.