Quantitative Researcher - APAC

Selby Jennings; Singapore; On-site; SGD 180,000 - 360,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Researcher to join its growing systematic equities platform in Singapore and Hong Kong. You will collaborate with Portfolio Managers and quantitative developers to translate research into live trading strategies and alpha signals.

You will own the full research lifecycle, from hypothesis generation and data exploration through backtesting, validation, and production deployment, building alpha libraries for intraday and mid-frequency strategies using

Qualifications

• Master's or PhD in mathematics, statistics, physics, CS, engineering or related field.
• Proven buy-side experience researching systematic equity statistical arbitrage strategies.
• Strong track record of developing alpha signals across intraday and mid-frequency horizons.
• Excellent programming skills in Python; experience with C++ is advantageous.

Responsibilities

• Translate research into live trading strategies with PMs and developers.
• Design and develop quantitative alpha signals for systematic equity arbitrage.
• Own the full research lifecycle from hypothesis to production deployment.
• Create new trading signals and expand the alpha library for intraday and mid-frequency strategies.

Skills

Python

C++

Data analysis

Backtesting

Statistical arbitrage

Quantitative research

Education

Master's or PhD in quantitative discipline

Job description

A leading global multi-strategy hedge fund is looking to hire a Quantitative Researcher to join its growing systematic equities platform in Singapore and Hong Kong. The successful candidate will become part of an established statistical arbitrage team focused on developing intraday and mid-frequency systematic equity strategies across global markets.

Working within a lean, high-performing research group, you will collaborate directly with the Portfolio Manager, leverage a sophisticated research and technology infrastructure, and contribute to the development of investment ideas that have a direct impact on portfolio performance.

Responsibilities:

Partner closely with the Portfolio Manager and quantitative developers to translate research into live trading strategies.

Design and develop quantitative alpha signals for systematic equity statistical arbitrage strategies across global equity markets.

Own the full research lifecycle, from hypothesis generation and data exploration through feature engineering, backtesting, validation, and production deployment.

Create new trading signals while improving and expanding the existing alpha library, with a focus on intraday and mid-frequency strategies.

Requirements:

Master's or PhD in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field from a leading university.

Proven buy-side experience researching systematic equity statistical arbitrage strategies within a hedge fund, multi-strategy platform, or proprietary trading firm.

A strong track record of developing alpha signals across intraday and mid-frequency investment horizons.

Excellent programming skills in Python; experience with C++ is advantageous.

Experience working with large and complex datasets, including market, microstructure, fundamental, event-driven, and alternative data.