Equities Quant Researcher: Alpha Signals & Backtesting

P2P; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

DRW is seeking a Quantitative Researcher based in Singapore to engage in alpha generation and model development for mid-frequency equity statistical arbitrage strategies. The successful candidate will work closely with the Portfolio Manager and contribute through various stages of the research process, including data processing and deployment. Ideal candidates have 2–8 years of experience in quant equities and strong programming skills in Python. A PhD or MSc in a quantitative discipline is required.

Qualifications

• 2–8 years of experience in quantitative equities, focusing on alpha research.
• Familiarity with standard and alternative datasets for equity stat arb strategies.
• Strong programming skills in Python and experience with SQL in distributed environments.

Responsibilities

• Research and implement predictive signals and features in global equities.
• Develop data cleaning and feature engineering pipelines.
• Collaborate on research infrastructure and backtesting frameworks.
• Build tools for performance attribution and strategy monitoring.

Skills

Quantitative analysis

Programming in Python

SQL

Feature engineering

Statistical analysis

Education

PhD/MSc in Mathematics, Physics, Statistics, or Computer Science

Tools

Data processing tools

Job description

DRW is seeking a Quantitative Researcher based in Singapore to engage in alpha generation and model development for mid-frequency equity statistical arbitrage strategies. The successful candidate will work closely with the Portfolio Manager and contribute through various stages of the research process, including data processing and deployment. Ideal candidates have 2–8 years of experience in quant equities and strong programming skills in Python. A PhD or MSc in a quantitative discipline is required.