Quantitative Research Analyst

RAIN TREE PARTNERS PTE. LTD.; Singapore; On-site; SGD 70,000 - 120,000; Full time

Job summary

A leading financial firm in Singapore is expanding its quantitative research team. The role involves designing automated trading strategies and analyzing market datasets, suitable for candidates with strong quantitative skills and a relevant academic background. Successful applicants will have proven experience in building profitable strategies and collaborating with various teams to execute their plans.

Qualifications

• Proven experience in developing profitable systematic strategies.
• Strong academic credentials; preferably from reputable universities.
• Independent thinker with high attention to detail.

Responsibilities

• Design and implement automated trading strategies based on quantitative research.
• Analyze datasets to detect actionable signals in global markets.
• Collaborate with teams to bring strategies from concept to execution.

Skills

Proficiency in Python

C++

Statistical modeling

Machine learning

Market microstructure

Education

Master’s or PhD in Computer Science, Applied Mathematics, Statistics, Physics

Job description

Role Overview

We are expanding our quantitative research team to develop and deploy data-driven investment strategies across public markets, with an emphasis on mid- to high-frequency trading and systematic alpha generation. This role is ideal for quantitatively strong individuals passionate about markets, eager to research and implement models that can scale across global assets.

Key Responsibilities

• Design and implement automated trading strategies based on rigorous quantitative research and statistical modeling.

• Analyze tick-level or alternative datasets to detect actionable signals and inefficiencies in global markets.

• Write robust, production-ready code for real-time strategy deployment and monitoring.

• Collaborate with portfolio managers, risk analysts, and technology teams to bring strategies from concept to execution.

• Continuously monitor and refine model performance based on live market behavior and backtesting outcomes.

What We’re Looking For

• Proven experience in developing profitable systematic strategies, ideally with a strong Sharpe ratio in live trading.

• Proficiency in Python, C++, or other high-performance languages.

• Solid understanding of market microstructure, order book dynamics, and execution optimization.

• Experience with machine learning, statistical modeling, or natural language processing is a plus.

• Strong academic credentials; Minimum Master’s , PhD degree prefered in Computer Science, Applied Mathematics, Statistics, Physics, or other quantitative fields from reputable universities.

• Independent thinker with entrepreneurial spirit and high attention to detail.