Quantitative Researcher / Developer

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 is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.

You will be joining MS Capital's technology arm, with AL/ML as its cornerstone, and is committed to providing users with high-quality and stable trading services. The company now has a number of experienced quantitative researchers, world-class deep learning scientists and engineers from leading internet companies and top universities. The company has also provided various kinds of trading solutions for a number of leading brokerage firms and organizations. The company's vision is to integrate artificial intelligence technology with quantitative investment scenarios, relying on strong artificial intelligence R&D capabilities and advanced trading strategy models, to provide users with comprehensive and stable investment service.

Support for flexible working locations, including Hong Kong, Shenzhen, Shanghai, Singapore, etc.

• Research and develop systematic trading strategies across global markets
• Extract signals from market, microstructure, fundamental, and alternative datasets to build quantitative models
• Design and implement robust backtesting and research pipelines
• Build and maintain data infrastructure, including:
• Data ingestion, cleaning, normalization, and standardization
• Security master and identifier mapping (ISIN, CUSIP, SEDOL, RIC, Bloomberg)
• Integrate data with OMS/EMS and prime broker systems for trading and reconciliation
• Monitor and improve data quality and model performance, resolving anomalies and ensuring reliability
• Collaborate closely with PMs, quants, and traders to translate research into production

Qualifications:

• Degree in Computer Science, Mathematics, Engineering, Finance or a related field.
• Experience in quant research, data engineering, or systematic trading in a hedge fund / asset manager / prop firm.
• Strong programming skills using Python / C++ or others.
• Familiarity with global equity markets and financial data
• Strong problem-solving ability, attention to detail, and learning agility