Equities Quantitative Researcher

Verition Fund Management LLC; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading hedge fund in Singapore is seeking a highly motivated Quantitative Researcher to join its world-class trading team. This role involves developing medium-frequency equity trading strategies in global markets. The ideal candidate has at least 3 years of experience in quantitative research, strong programming skills, and a proven track record in strategy development, particularly within the China and U.S. markets.

Qualifications

• Minimum of 3 years of relevant experience in quantitative research or equity trading.
• Experience with T+0 strategies or live trading implementation in the China market is an advantage.
• Familiarity with machine learning techniques as applied to quantitative equity research is preferred.

Responsibilities

• Conduct quantitative research and strategy development focused on medium-frequency equity trading.
• Design and implement systematic models for signal generation, portfolio optimization, and risk management.
• Perform rigorous backtesting, simulation, and performance attribution of trading strategies.

Skills

Quantitative research

Programming ability

Systematic strategy development

Machine learning techniques

Portfolio optimization

Teamwork

Communication

Education

Advanced degree in a quantitative discipline

Tools

Python

C++

Job description

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are seeking a highly motivated Quantitative Researcher to join a world class trading team and contribute to the development of medium-frequency equity trading strategies across global markets. The successful candidate will possess strong research intuition, programming ability, and a demonstrated track record of systematic strategy development and implementation. This role offers the opportunity to work in a collaborative, research-oriented environment with significant exposure to both the China and U.S. equity markets.

Responsibilities

• Conduct quantitative research and strategy development focused on medium-frequency equity trading in global markets including China and U.S.
• Design and implement systematic models for signal generation, portfolio optimization, and risk management
• Perform rigorous backtesting, simulation, and performance attribution of trading strategies.
• Contribute to multi-strategy portfolio integration and cross-market analysis.
• Collaborate with developers and data engineers to deploy strategies into live trading environments.
• Explore and apply machine learning methods to enhance model performance and signal discovery.
• Participate in continuous research aimed at improving existing models and identifying new alpha opportunities.

Qualifications

• Minimum of 3 years of relevant experience in quantitative research or equity trading.
• Proven experience in medium-frequency equity strategy development, with exposure to the China and U.S. markets strongly preferred.
• Experience with T+0 strategies or live trading implementation in the China market is an advantage.
• Strong capability in portfolio optimization and multi-strategy integration.
• Familiarity with machine learning techniques as applied to quantitative equity research is preferred.
• Advanced degree in a quantitative discipline such as Mathematics, Computer Science, Engineering, Physics, or related field.
• Proficiency in Python, C++, or other analytical programming languages, and strong understanding of data analysis frameworks.
• Excellent teamwork, communication, and independent research skills.
• Willingness to work in Singapore.