Quantitative Researcher – AI / Machine Learning

Empower Partners Singapore; Singapore; On-site; SGD 100,000 - 150,000; Full time

Job summary

Empower Partners Singapore seeks an AI/ML Researcher to develop predictive models for trading desks. You will apply advanced research methods to complex datasets and translate findings into systematic investment signals.

Experience or recent PhD graduates in quantitative finance or AI research are welcome. Strong Python and ML framework skills, with an interest in applying AI to financial markets, are essential.

Qualifications

• Advanced degree required, PhD preferred; strong research track record in ML.
• PhD graduates encouraged to apply; publications or deployed models advantageous.
• Strong foundations in statistics and experimental design.

Responsibilities

• Research and develop ML models to identify predictive patterns in financial datasets.
• Apply deep learning, time-series modelling, NLP/LLMs or RL to investment research.
• Design rigorous experiments, feature development and backtesting of models.

Skills

ML research

Time-series

NLP/LLMs

Reinforcement learning

Python

PyTorch/JAX

Education

PhD preferred

Advanced quantitative degree

Tools

PyTorch

JAX

Python

Job description

Our client is a reputable quant trading firm seeking an AI / Machine Learning Researcher to develop predictive models to support trading desks. You will apply advanced research methods to complex datasets, investigate market behaviour and translate your findings into systematic investment signals.

We welcome experienced researchers and recent PhD graduates from quantitative finance, technology companies, AI research labs or academia. Prior financial markets experience is not essential.

Job Responsibilities

• Research and develop machine learning models to identify predictive patterns in financial and alternative datasets.
• Apply deep learning, time-series modelling, NLP / large language models or reinforcement learning to investment research.
• Design rigorous experiments, develop features and evaluate models through backtesting and out-of-sample validation.
• Investigate model robustness, overfitting and performance across changing market conditions.
• Work closely with quantitative researchers and engineers to translate research into scalable production models.
• Explore advances in AI and assess their practical application to financial markets.

Work Experience and Requirements

• An advanced degree in Computer Science, Machine Learning, Mathematics, Statistics, Physics or a related quantitative discipline; a PhD is preferred.
• Recent PhD graduates are encouraged to apply. Relevant doctoral research can demonstrate the research experience required for this role.
• A strong research track record in machine learning, deep learning or a related field, demonstrated through doctoral research, publications, industry projects or deployed models.
• Deep expertise in one or more areas such as time-series modelling, sequence modelling, NLP / LLMs or reinforcement learning.
• Strong programming skills in Python and practical experience with PyTorch, JAX or similar frameworks.
• Solid mathematical and statistical foundations, with the ability to design experiments and critically evaluate results.
• Experience working with large, noisy or unstructured datasets.
• An interest in financial markets and applying AI to investment problems. Prior financial services experience is welcome but not essential.