Quantitative Strategy Researcher

People Profilers; Singapore; On-site; USD 80,000 - 150,000; Full time

Job summary

An established industry player is seeking a Quantitative Strategy Researcher to join their elite team. This role involves developing innovative trading strategies, applying advanced machine learning techniques, and collaborating with Portfolio Managers to enhance performance. The firm offers a dynamic environment where top talent thrives, with opportunities for continuous learning and professional growth. If you have a strong quantitative background and a passion for finance, this is a chance to elevate your career in a cutting-edge setting. Join a team that is at the forefront of algorithmic trading and make a significant impact in global financial markets.

Benefits

Competitive compensation package

Performance-based bonuses

Continuous learning and professional development

State-of-the-art research facilities

Qualifications

• 3+ years of experience in quantitative hedge funds.
• Strong foundation in mathematics, statistics, and machine learning.

Responsibilities

• Develop innovative factors for trading strategies using market data analysis.
• Apply machine learning techniques for model optimization and backtesting.

Skills

Python

C++

SQL

Machine Learning

Deep Learning

Education

Master's degree in quantitative disciplines

PhD in quantitative disciplines

Job description

On behalf of our prestigious client, a leading quantitative hedge fund, we are seeking an exceptional Quantitative Strategy Researcher to join their elite team.

About Our Client:

Our client is at the forefront of algorithmic trading, leveraging cutting-edge technology and data-driven strategies to excel in global financial markets. They offer a dynamic, intellectually stimulating environment where top talent can thrive and innovate.

The Role:

As a Quantitative Strategy Researcher, you will:

• Develop innovative factors for CTA, stock Alpha, and T0 strategies using advanced market data analysis
• Apply state-of-the-art machine learning and deep learning techniques for model optimization and backtesting
• Work closely with Portfolio Managers to design and refine high-performance trading strategies
• Produce comprehensive research reports and strategic recommendations
• Contribute to the enhancement of the firm's proprietary research platform

Ideal Candidate Profile:

• Master's degree or PhD in quantitative disciplines (e.g., Mathematics, Physics, Computer Science, Financial Engineering)
• Minimum 3 years of experience at top-tier quantitative hedge funds such as Two Sigma, Citadel, or D.E. Shaw
• Exceptional programming skills in Python and C++, with strong SQL proficiency
• Robust foundation in mathematics, statistics, and machine learning
• In-depth understanding of financial markets and trading mechanisms
• Passion for quantitative finance and commitment to long-term industry growth

What Our Client Offers:

• Opportunity to work with world-class quants and cutting-edge technology
• Continuous learning and professional development
• Highly competitive compensation package, including performance-based bonuses
• State-of-the-art research facilities and resources

If you meet these criteria and are ready to take your quantitative finance career to the next level, we want to hear from you.

Please submit your updated resume in Word format by using the Apply Now Button.

We regret that only shortlisted candidates will be notified.

Email resume to [e-mail]