Quantitative Researcher

Michael Page; Singapore; Sur place; SGD 120 000 - 180 000; Plein temps

Avantages offerts par ce poste

Competitive remuneration package

Good culture and benefits

Résumé du poste

Our client, a family investment vehicle within a conglomerate, expands its private equity and quantitative research capabilities in Singapore.

You will build and back-test models, develop systematic strategies, and analyse large datasets, collaborating with a small investment team. Strong mathematical background and Python proficiency are essential; experience in finance is valued.

Qualifications

• Master's degree in a highly quantitative discipline.
• Experience in quantitative research, systematic investing, or derivatives.
• Strong mathematical and computational abilities are essential.
• Strong foundation in statistics, probability, and linear algebra.
• Proficient Python programming; C/C++ is a plus.
• Experience with large datasets and reproducible research practices.
• Interest in financial markets and portfolio optimization is advantageous.

Responsabilités

• Build, test, and validate quantitative investment models.
• Support systematic equity strategies and factor-based models.
• Assist in research on derivatives-based strategies and pricing.
• Formulate and test hypotheses, minimizing data-mining biases.
• Acquire, clean, process, and analyse financial datasets.
• Build back-tests with costs, market impact, and constraints.
• Write reliable, reproducible research code and tools.
• Prepare portfolio and risk analytics.
• Support due diligence on external fund managers and products.
• Prepare research notes and present findings to the team.

Connaissances

Python

Quant research

Data analysis

Time-series

Statistics

Back-testing

Research code

Communication

Finance knowledge

Formation

Master's degree in a quantitative field

Outils

Python libraries

Version control

Description du poste

• Exciting newly created role to grow the portfolio
• Competitive remuneration package with good culture and benefits

• Exciting newly created role to grow the portfolio
• Competitive remuneration package with good culture and benefits

About Our Client

Our client is a family investment vehicle and one of the most active private equity investors which is actively investing in diverse sectors in all stages of a company and is part of a conglomerate group.

Job Description

• Build, test, and validate quantitative investment models using rigorous mathematical, statistical, and computational methods.
• Support the development of systematic equity strategies, including factor-based models, statistical arbitrage, and relative-value approaches.
• Assist in research on derivatives-based strategies, including options pricing, volatility modelling, and hedging.
• Formulate and empirically test research hypotheses, distinguishing robust insights from statistical noise and data-mining biases.
• Acquire, clean, process, and analyse financial, market, and alternative datasets, converting raw data into reliable analytical inputs.
• Build and run back-tests that incorporate realistic transaction costs, market impact, and trading constraints, and check out-of-sample performance and overfitting risk.
• Write reliable, reproducible, and well-documented research code and maintain the team's analytical tools.
• Prepare portfolio and risk analytics covering performance, factor exposures, concentration, liquidity, and market risk.
• Support quantitative due diligence on external fund managers and investment products.
• Prepare clear research notes, technical documentation, and presentations, and present findings and model limitations to the investment team.

The Successful Applicant

• A master's degree from a reputable university in a highly quantitative discipline such as mathematics, applied mathematics, statistics, physics, computer science, engineering, operations research, finance, or a related field.
• Relevant experience in quantitative research, systematic investing, trading, asset management, derivatives, or financial technology. Strong recent graduates with relevant research or internship experience will be considered.
• A background in economics, finance, financial engineering, or econometrics is desirable but not essential for candidates with exceptional mathematical and computational abilities.
• Strong foundation in mathematics, probability, statistics, linear algebra, and optimisation.
• Strong programming skills, preferably in Python (C/C++ an advantage), with experience in data analysis and statistical or scientific libraries.
• Working knowledge of statistical inference, regression, and time-series analysis; exposure to econometrics or machine learning is an advantage.
• Understanding of out-of-sample testing, look-ahead bias, survivorship bias, and overfitting in investment research.
• Familiarity with version control, reproducible research practices, and working with large datasets.
• Interest in financial markets; familiarity with options, factor models, or portfolio optimisation is an added advantage.
• Clear written and verbal communication, with the ability to explain technical results simply.

What's On Offer

• Exciting opportunity to join an investment office to grow their portfolio
• Competitive remuneration package with good culture and benefits
• Great exposure to global markets and multi asset classes

Quote job ref: JN-112026-7139195