Quantitative Execution Researcher

Sartre Group; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

Sartre Group, a leading global quantitative hedge fund, is seeking a Junior Quantitative Execution Researcher in Singapore. The role blends quantitative research, algorithm development and implementation to improve execution across cash and derivatives.

You will work with PMs and traders to develop execution algorithms in Python, model market impact and conduct transaction cost analysis, building robust tools for the team.

Qualifications

• Master's or PhD in a highly quantitative discipline.
• 1–4 years' experience in quantitative research and/or development.
• Strong Python programming skills with solid understanding of data structures and algorithms.
• Experience with large-scale datasets and SQL.
• Strong expertise in regression modelling, time-series analysis and applied machine learning.
• Exposure to deep learning and/or reinforcement learning is advantageous.
• C/C++ is a strong differentiator.
• Strong analytical ability and interest in applying quantitative research to real-world trading and execution problems.

Responsibilities

• Execution Algorithm Development: Develop specifications for new and enhanced execution algorithms and implement, test and deploy quantitative trading strategies and tools, primarily in Python.
• Market Impact Modelling: Research and develop models designed to predict and minimise the cost of trading, using large datasets and advanced statistical and machine-learning techniques.
• Transaction Cost Analysis: Conduct detailed TCA to evaluate execution strategies, understand the drivers of transaction costs and identify opportunities for optimisation.
• Research & Tooling: Build robust and reusable Python tools to support quantitative research and improve team productivity.
• Collaboration: Work closely with portfolio managers, traders, technology teams and quantitative researchers to integrate research into the wider investment and execution platform.

Skills

Python programming

Time-series analysis

Regression modelling

Machine learning

Data analysis

Education

Master's degree in a quantitative field

PhD in a quantitative discipline

Tools

Python

SQL

C/C++

Git

Pandas/Numpy

Job description

Junior Quantitative Execution Researcher

We are working with a leading global quantitative hedge fund, looking to hire a Quantitative Execution Researcher into its Singapore team.

The team is responsible for developing and refining systematic execution capabilities across a broad range of cash and derivative products. This role combines quantitative research, algorithm development and implementation, with a particular focus on execution algorithms, market impact modelling and transaction cost analysis.

The Role

• Execution Algorithm Development: Develop specifications for new and enhanced execution algorithms and implement, test and deploy quantitative trading strategies and tools, primarily in Python.
• Market Impact Modelling: Research and develop models designed to predict and minimise the cost of trading, using large datasets and advanced statistical and machine-learning techniques.
• Transaction Cost Analysis: Conduct detailed TCA to evaluate execution strategies, understand the drivers of transaction costs and identify opportunities for optimisation.
• Research & Tooling: Build robust and reusable Python tools to support quantitative research and improve team productivity.
• Collaboration: Work closely with portfolio managers, traders, technology teams and quantitative researchers to integrate research into the wider investment and execution platform.

What We're Looking For

• Master's or PhD from a leading university in a highly quantitative discipline such as Computer Science, Mathematics, Statistics, Physics, Engineering or Quantitative Finance.
• 1–4 years' experience in quantitative research and/or development, ideally relating to systematic or execution strategies.
• Strong Python programming skills, including a solid understanding of data structures and algorithms.
• Experience working with large-scale datasets and SQL.
• Strong expertise in regression modelling, time-series analysis and applied machine learning.
• Exposure to deep learning and/or reinforcement learning is advantageous.
• C/C++ is a strong differentiator.
• Strong analytical ability and an interest in applying quantitative research to real-world trading and execution problems.

What's on Offer

• A highly intellectual, research-driven environment combining academic rigour with real-world trading impact.
• A culture that values intellectual horsepower, independent thinking and challenging conventional approaches.
• The opportunity to work alongside exceptional researchers, traders and technologists.