Junior Quantitative Researcher - PhD

Anson McCade; Singapore; On-site; SGD 190,000 - 220,000; Full time

Job summary

A leading quantitative hedge fund in Singapore is seeking a Junior Quantitative Researcher to work with top academic quants in developing cutting-edge systematic trading strategies. The role involves designing robust data pipelines, developing ML-driven signals, and conducting research directly impacting trading performance. Ideal candidates will have a PhD in a quantitative field and strong programming skills in Python. Competitive compensation and excellent benefits are offered.

Benefits

Competitive compensation

Access to vast datasets

World-class infrastructure

Top-tier research tools

Focus on innovation and scientific excellence

Qualifications

• PhD or Postdoctoral experience in a highly quantitative field.
• Research in machine learning, NLP, or generative models preferred.
• Proficiency in Python; experience with C++ or Java is a plus.

Responsibilities

• Design and implement data-ingestion pipelines.
• Explore and integrate financial and alternative datasets.
• Develop ML-driven trading signals.
• Conduct alpha research and hypothesis testing.
• Build and refine systematic trading strategies.
• Run backtests and portfolio optimisations.
• Collaborate with senior researchers on high-impact research.

Skills

PhD in a quantitative field

Strong programming skills in Python

Experience in quantitative finance

Ability to work with large datasets

Research in machine learning

Experience with additional programming languages

Education

PhD in Machine Learning, Statistics, Computer Science, Applied Mathematics, Physics, Engineering

Job description

Junior Quantitative Researcher - PhD

Company: Anson McCade Singapore

Location: Singapore, Singapore

Type: Permanent

Salary: $190,000 - 220,000 SGD

My client is a leading quantitative hedge fund seeking a Junior Quantitative Researcher to join its core research group. This is a rare opportunity to work alongside some of the strongest academic quants in the industry, developing cutting‑edge systematic trading strategies powered by advanced machine learning and alternative data.

About the Role

• Designing and implementing robust data‑ingestion pipelines
• Exploring and integrating both financial and alternative datasets
• Developing ML‑driven signals, including NLP and LLM‑based approaches
• Conducting alpha research and hypothesis testing
• Building, refining, and evaluating systematic trading strategies
• Running large‑scale backtests and portfolio optimisations
• Collaborating closely with senior researchers on high‑impact research initiatives

Ideal Candidate Profile

• PhD (or Postdoctoral experience) in a highly quantitative field such as Machine Learning, Statistics, Computer Science, Applied Mathematics, Physics, Engineering, or related disciplines
  • Research directly related to machine learning (e.g., deep learning, NLP, reinforcement learning, generative models) is strongly preferred
• Strong programming skills with proficiency in Python; experience with additional languages (e.g., C++, Java, etc.) is a plus
• Previous experience in quantitative finance (internship or full‑time) at a hedge fund, prop‑trading firm, or trading desk is a strong advantage
• Demonstrated ability to tackle open‑ended research problems, work with large datasets, and develop end‑to‑end analytical or ML pipelines
• Comfortable working in a highly collaborative, intellectually rigorous research environment

What They Offer

• The chance to work with an elite group of PhD‑level researchers at one of the world’s most successful quant funds
• A high‑impact role where your research directly contributes to trading performance
• Access to vast datasets, world‑class infrastructure, and top‑tier research tools
• Competitive compensation, excellent benefits, and a culture focused on innovation and scientific excellence