Quant Researcher: Fundamental Equity Alpha & Global Markets

Selby Jennings; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Selby Jennings represents a strong quant platform expanding its fundamental-driven equity alpha capability. This role offers ownership of signal research end-to-end, blending fundamental insight with quantitative rigour.

You will build alpha signals, research across frequencies, and cover A-shares or other global markets based on your background. The candidate should have 2+ years in quant research for fundamental equity, solid modelling and data engineering skills, with Python proficiency and

Qualifications

• 2+ years of quant research experience in fundamental equity alpha.
• Solid factor modelling, cross-sectional analysis and data engineering skills.
• Python proficiency; strong economic intuition behind the signals.
• Experience in A-share or other developed/EM equity markets.

Responsibilities

• Build fundamental equity alpha through factor construction using fundamental, alternative and market data.
• Research across lower-to-mid frequency with longer holding horizons.
• Cover A-shares and/or other global equity markets, depending on background.

Skills

Quant research

Factor modelling

Cross-sectional analysis

Python

Data engineering

Job description

Selby Jennings represents a strong quant platform expanding its fundamental-driven equity alpha capability. This role offers ownership of signal research end-to-end, blending fundamental insight with quantitative rigour.

You will build alpha signals, research across frequencies, and cover A-shares or other global markets based on your background. The candidate should have 2+ years in quant research for fundamental equity, solid modelling and data engineering skills, with Python proficiency and