Quantitative Researcher

Albert Bow Limited; Singapore; Remote; SGD 2,566,000 - 2,951,000; Full time

Job summary

Albert Bow Limited is seeking a Quantitative Researcher/Portfolio Manager for a remote, globally distributed role. You will work on live systematic strategies with direct PnL ownership and explore new markets, products, and strategy areas to build durable edge.

Responsibilities include developing models, mining signals, productionizing research, backtesting, and shaping firm strategy. Requires 2–5 years in quants, strong Python, and top-tier experience.

Qualifications

• 2–5 years in quantitative research or systematic trading.
• Strong foundations in statistics, probability, ML, or optimization.
• Track record turning research on noisy financial data into live trading strategies.
• Strong Python skills, comfortable working independently.
• Previous experience in Tier 1 firms or exceptional education.

Responsibilities

• Develop, test, and deploy quantitative models (statistical, econometric, ML) with direct PnL ownership.
• Mine market microstructure, derivatives, and macro data for persistent, monetizable signals.
• Productionize models and improve execution and research infrastructure.
• Run backtesting, scenario analysis, and post-trade attribution.
• Help shape research direction, market selection, and firm strategy.

Skills

Stats/ML

Python

Quant research

Independent work

Tier1 experience

Tools

Python

Job description

Quantitative Researcher/Portfolio Manager - Crypto MFT - Remote (Globally)

(Base + Sign on + Guarantee) For the right candidate, Guaranteed TC $2m+

Join an established liquid crypto trading business and help shape its next phase of growth in frontier markets. You'll work on live systematic strategies: signal research, execution, portfolio construction, risk-taking, and post-trade analysis. You'll also explore new markets, products, and strategy areas (adjacent liquid markets, derivatives, volatility, market structure) where the firm can build durable edge.

This is a broad mandate. You'll be part of a high-performing crypto desk with real scope to influence what we trade next.

Responsibilities

• Develop, test, and deploy quantitative models (statistical, econometric, ML) with direct PnL ownership
• Mine market microstructure, derivatives, and macro data for persistent, monetizable signals
• Productionize models and improve execution and research infrastructure
• Run backtesting, scenario analysis, and post-trade attribution
• Help shape research direction, market selection, and firm strategy

Must-Haves

• 2–5 years in quantitative research or systematic trading at a top-tier prop firm, hedge fund, or trading platform
• Strong foundations in statistics, probability, ML, or optimization
• Track record turning research on noisy financial data into live trading strategies
• Strong Python (or similar) skills, comfortable working independently
• Top-tier peer group, high ownership mindset, thrives in ambiguity
• Previous experience in Tier 1 firms or exceptional education

What We're Looking For

• Entrepreneurial researcher who wants a broader mandate, not just a research seat
• Strong signal-vs-noise judgement, avoids overfitting and fragile conclusions
• Intellectually independent, firm-building mindset, strong communicator
• Crypto experience a plus, not required

About the Fund

A quantitative proprietary trading firm specializing in frontier markets, with substantial AUM, using a quant and fundamentally informed approach to medium-frequency liquid trading. We're focused on markets like early crypto once was: inefficient, messy, under-institutionalized, where strong quant infrastructure creates edge.

Previous experience at tier 1 firms is preferable.