Equities Quantitative Researcher: Alpha Signals & Backtesting

DRW Holdings, LLC; Singapore; Presencial; SGD 120.000 - 240.000; Jornada completa

Descripción de la vacante

DRW is seeking a Quantitative Researcher to advance alpha generation and model development for mid-frequency equity statistical arbitrage. You will work with the PM and team across data processing, feature engineering, backtesting, and live deployment in a collaborative environment.

You will design predictive signals, handle large datasets, and contribute to research infrastructure and monitoring systems. A strong background in Python and SQL, plus a PhD/MSc in a quantitative field, is required.

Formación

• 2–8 years of experience in quant equities, focused on alpha research.
• Familiarity with standard and alternative datasets used in equity stat arb.
• Strong programming skills in Python; experience with SQL and distributed data environments.
• Advanced degree (PhD/MSc) in Mathematics, Physics, Statistics, Computer Science, or related quantitative discipline.

Responsabilidades

• Research, design, and implement predictive signals and features across global equities.
• Work with large, diverse datasets; develop PIT data cleaning pipelines.
• Collaborate with team to implement research infrastructure, backtesting frameworks, and analytical tools.
• Build frameworks and tools for performance attribution and live strategy monitoring.

Conocimientos

Python programming

SQL

Distributed data environments

Educación

PhD or MSc in quantitative field

Descripción del empleo

DRW is seeking a Quantitative Researcher to advance alpha generation and model development for mid-frequency equity statistical arbitrage. You will work with the PM and team across data processing, feature engineering, backtesting, and live deployment in a collaborative environment.

You will design predictive signals, handle large datasets, and contribute to research infrastructure and monitoring systems. A strong background in Python and SQL, plus a PhD/MSc in a quantitative field, is required.