Quantitative Research Analyst

Borr Drilling; Singapore; On-site; SGD 80,000 - 150,000; Full time

Job summary

A leading company in the financial sector is expanding its quantitative research team to develop data-driven investment strategies for high-frequency trading. The ideal candidate is quantitatively strong, with experience in strategy development and a solid understanding of market dynamics. This role offers the opportunity to work collaboratively while implementing innovative trading strategies across global markets.

Qualifications

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

Responsibilities

• Design and implement automated trading strategies based on quantitative research.
• Analyze tick-level datasets to detect actionable signals in markets.
• Write production-ready code for strategy deployment and monitoring.
• Collaborate with portfolio managers and technology teams for execution.
• Monitor and refine model performance based on market behavior.

Skills

Quantitative Research

Statistical Modeling

Python

C++

Machine Learning

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.