Quantitative Researcher

Anson McCade; Singapore; Vor Ort; SGD 180.000 - 260.000; Vollzeit

Zusammenfassung

Anson McCade is seeking a Quantitative Researcher to join its expanding systematic equity team. The role focuses on developing and scaling alpha-driven strategies across global equity markets, with emphasis on statistical arbitrage research and model implementation.

Ideal candidates will have 3+ years in systematic stat arb, advanced degrees in quantitative fields, and strong Python/C++ skills for research and trading model development.

Qualifikationen

• 3+ years of experience developing systematic statistical arbitrage strategies in equity markets.
• MSc/PhD in Mathematics, Statistics, CS, or Engineering from a top-tier university.
• Strong background in mathematics, statistics and signal generation.
• Proficiency in Python and/or C++ for research and model implementation.
• Experience with backtesting, simulation frameworks and large-scale data analysis.
• Exposure to machine learning and alternative data is a plus.

Aufgaben

• Conduct alpha research, backtesting, and implementation of systematic stat arb strategies
• Design and develop new quantitative trading models across global equity markets
• Optimize portfolio construction and enhance existing trading strategies
• Leverage big data and machine learning techniques to uncover new signals
• Collaborate with other researchers, engineers, and portfolio managers in a fast-paced environment

Kenntnisse

Stat arb research

Backtesting

Quantitative research

Ausbildung

MSc/PhD in Mathematics/Statistics/CS/Engineering

Tools

Python

C++

Backtesting frameworks

Large-scale data analysis

Jobbeschreibung

Systematic Equity Stat Arb Quantitative Researcher

A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets.

Key Responsibilities

• Conduct alpha research, backtesting, and implementation of systematic stat arb strategies
• Design and develop new quantitative trading models across global equity markets
• Optimize portfolio construction and enhance existing trading strategies
• Leverage big data and machine learning techniques to uncover new signals
• Collaborate with other researchers, engineers, and portfolio managers in a fast-paced environment

Ideal Candidate Profile

• 3+ years of experience developing systematic statistical arbitrage strategies in equity markets
• Advanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university
• Strong foundation in mathematics, statistics and signal generation techniques
• Proficient in Python and/or C++ for research and model implementation
• Experience with backtesting, simulation frameworks and large-scale data analysis
• Exposure to machine learning and alternative data is a strong plus