Quantitative Execution Strategist WorldQuant · 36 minutes ago

Tradermath; Singapore; Presencial; SGD 120 000 - 180 000; Tempo integral

Resumo da oferta

WorldQuant seeks an Execution Researcher based in Singapore to refine execution capabilities across cash and derivative products. The role emphasizes algorithm design, market impact modeling, and transaction cost analysis within a collaborative, high-performance culture.

The candidate should hold a PhD or MSc in a quantitative field and possess strong Python skills, SQL experience, and a solid grasp of regression and time-series analysis, with exposure to ML/DL/RL considered a plus.

Qualificações

• PhD or MSc in a quantitative field from a top university.
• 0–4 years in quantitative research and/or development for systematic or execution strategies.
• Solid Python programming, data structures, and large-scale data handling with SQL.
• Strong expertise in regression models, time-series analysis, and applied ML; exposure to DL/RL is a plus.

Responsabilidades

• Design and implement execution algorithms and tools in Python.
• Develop market impact models to optimize trading costs.
• Perform Transaction Cost Analysis to evaluate strategy performance.
• Collaborate with APAC QES Lead, trading desks, and tech teams to integrate solutions.
• Work with large datasets and production-grade code using SQL.

Conhecimentos

Python

SQL

C/C++

Time-series

Machine learning

Regression models

Deep learning

Reinforcement learning

Formação académica

PhD or MSc in quantitative field

Ferramentas

Python

SQL

C/C++

Descrição da oferta de emprego

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.

WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.

Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.

The Role:

The Quantitative Execution team is seeking an Execution Researcher to further refine WorldQuant's execution capabilities across a variety of cash and derivative products to be based in Singapore.

Key Responsibilities:

• Algorithm Design & Implementation:
  • Develop detailed specifications for new and enhanced execution algorithms.
  • Implement, test, and deploy robust quantitative trading strategies and tools, primarily using Python.
• Tooling:
  • Build robust and reusable tools in Python to improve the overall team productivity.
• Market Impact Modelling:
  • Research, develop, and refine sophisticated market impact models to seek to predict and minimize the cost of trading.
  • Leverage large datasets and advanced statistical/machine learning techniques to improve model accuracy.
• Transaction Cost Analysis (TCA):
  • Conduct in-depth Transaction Cost Analysis (TCA) to evaluate the performance of execution strategies, identify drivers of transaction costs, and pinpoint opportunities for optimization.
  • Provide actionable insights to portfolio managers and traders.
• Collaboration:
  • Work closely with the QES Lead for APAC to align strategies with regional market nuances and business objectives.
  • Collaborate with trading desks, technology teams, and other quantitative researchers to integrate solutions and drive innovation

What You’ll Bring:

• PhD/Master’s in a quantitative field (CS, Mathematics, Statistics, Physics, Engineering, Quant Finance) from a top university, with 0–4 years’ experience in quantitative research and/or development for systematic or execution strategies.
• Solid Python programming skills (required), strong understanding of data structures and algorithms, and experience manipulating large-scale datasets using SQL; C/C++ is a strong differentiator.

• Strong expertise in regression models, time-series analysis, and applied machine learning, with exposure to deep learning and/or reinforcement learning, ideally in data-intensive, production-oriented environments.

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WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.