Quantitative Researcher

Anson McCade; Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

A systematic multi-strategy hedge fund in Singapore is searching for a Quantitative Researcher to expand its systematic equity efforts. The ideal candidate will have over 3 years of experience in developing systematic stat arbitrage trading strategies, hands-on experience in alpha research, as well as proficiency in Python and/or C++. Responsibilities include alpha generation, backtesting, developing trading strategies, portfolio optimization, and machine learning algorithms.

Qualifications

• 3+ years experience developing systematic stat arb trading strategies in equity markets.
• Strong background in mathematics and statistics.
• Proficiency in back-testing and statistical techniques.

Responsibilities

• Alpha generation, backtesting and implementation.
• Designing and developing systematic trading strategies.
• Working on portfolio optimisation and enhancing trading models.
• Developing big data/machine learning algorithms.

Skills

Alpha generation

Data analysis

Statistical models

Back-testing

Simulation techniques

Machine learning algorithms

Programming in Python

Programming in C++

Education

MSc/PhD in a quantitative subject

Job description

Quantitative Researcher

My client is a systematic multi-strat hedge fund looking to expand its systematic equity effort. The fund is looking for a quantitative researcher with experience working on developing systematic stat arb equity strategies. The ideal candidate with have hands on experience in alpha research, data analysis and coding in Python and/or C++.

About the role

• Alpha generation, backtesting and implementation
• Designing and developing systematic stat arb trading strategies across global equity markets
• Working on portfolio optimisation and the enhancement of existing trading models
• Developing big data/ machine learning algorithms

About you

• 3+ years experience developing systematic stat arb trading strategies in equity markets
• A MSc/PhD from a top-tier university in a quantitative subject
• A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation
• Proficiency in back-testing, simulation, and statistical techniques
• Proficiency in Python and/or C++