Quantitative Researcher/Trader (Systematic Macro)

RV CAPITAL MANAGEMENT PRIVATE LTD.; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading Asia-focused hedge fund manager in Singapore is seeking a full-time Quantitative Researcher/Trader to develop and deploy algorithmic trading strategies. Ideal candidates should have a Master’s degree in Financial Mathematics or a related field and strong proficiency in Python. This role offers exposure to live trading and the opportunity to contribute to macro strategy implementation.

Benefits

Direct exposure to live trading

Culture of independent research

Encouragement for collaboration

Qualifications

• Strong coding proficiency in Python with libraries like NumPy and pandas.
• Experience with databases and distributed computing environments.
• Deep interest in global macro and cross-asset market dynamics.

Responsibilities

• Design and implement systematic trading strategies in FX and macro themes.
• Develop and maintain scalable data pipelines for data processing.
• Monitor live positions and manage intraday and overnight risk.

Skills

Programming in Python

Time-series analysis

Statistical arbitrage

Portfolio optimization

Analytical skills

Problem-solving

Communication skills

Education

Master’s degree in Financial Mathematics or related field

Tools

MongoDB

PostgreSQL

Job description

Company Overview

RV Capital is a leading Asia-focused hedge fund manager headquartered in Singapore, specializing in navigating financial markets to generate alpha. Our dedicated team combines expertise in macroeconomics, quantitative analysis, and technology to drive successful investment strategies.

Role Overview

We are seeking a full-time Quantitative Researcher/Trader (Systematic Macro) to join our trading and research team in Singapore. The ideal candidate is passionate about global macroeconomics, systematic trading, and quantitative modeling. You will be responsible for developing and deploying algorithmic strategies that express macroeconomic views across liquid asset classes, leveraging data science, statistical modeling, and high-performance computing.

Key Responsibilities

1. Quantitative Research & Strategy Development
   • Design and implement systematic trading strategies in FX, rates, and cross-asset macro themes.
   • Build, backtest, and optimize models using econometric and statistical frameworks (e.g., mean-reversion, regime-switching, carry/value/momentum factors).
   • Evaluate risk-reward characteristics through rigorous simulation and scenario testing.
2. Data Engineering & Infrastructure
   • Develop and maintain scalable data pipelines for ingesting and cleaning real-time and historical macro, market, and high-frequency datasets.
   • Integrate APIs (e.g., BidFX, Citi Velocity, Bloomberg) for live execution and signal monitoring.
   • Collaborate with technology and operations teams to enhance backtesting, portfolio analytics, and execution efficiency.
3. Trading & Risk Management
   • Monitor live positions, model exposures, and market behavior to manage intraday and overnight risk.
   • Implement stop-loss, take-profit, and volatility-adjusted sizing frameworks for capital efficiency.
   • Conduct post-trade analysis to continuously refine models and trading logic.
4. Cross-Team Collaboration
   • Work closely with macro PMs to align systematic models with discretionary insights.
   • Contribute to research meetings with original ideas supported by quantitative evidence.
   • Document methodologies and maintain transparency in strategy lifecycle management.

Qualifications

• Master’s degree in Financial Mathematics, Computer Science, Engineering, Economics, or a related field.
• Strong coding proficiency in Python (NumPy, pandas, scikit-learn, statsmodels, multiprocessing).
• Familiarity with time-series analysis, statistical arbitrage, and portfolio optimization.
• Experience with databases (e.g., MongoDB, PostgreSQL) and distributed computing environments.
• Excellent analytical, problem-solving, and communication skills.
• Deep interest in global macro, monetary policy, and cross-asset market dynamics.
• Have experience with developing time series signals across equity and FX with a strong grasp on bond fundamentals too.

Why RV Capital

• Join a high-conviction macro fund with a culture that merges fundamental insight and quantitative precision.
• Direct exposure to live trading, portfolio construction, and macro strategy implementation.
• Flat structure encouraging independent research, collaboration, and rapid model deployment.

Application Process

To apply for this post, please submit your resume and a cover letter to Seema, [e-mail]. Please put your name clearly on the subject line of your application.

RV Capital is an equal opportunity employer. We encourage candidates from diverse backgrounds to apply.