Senior Equity Stat Arb - Quantitative Researcher

Selby Jennings; Singapore; On-site; SGD 180,000 - 280,000; Full time

Job summary

Selby Jennings is seeking a highly skilled quantitative researcher to design and implement profitable statistical arbitrage signals across global equities and related assets from its Singapore office. You will develop predictive models, test robust alpha signals, and collaborate with PMs, QDs, and data engineers to productionize research.

You will monitor live strategies, perform performance attribution, and explore new data sources using advanced statistics and machine learning to drive

Responsibilities

• Conduct original quantitative research to identify and develop profitable statistical arbitrage signals across global equities and related asset classes.
• Design, test, and implement predictive models using large-scale financial, alternative, and proprietary datasets.
• Develop robust alpha signals, risk models, and portfolio construction methodologies.
• Analyze market microstructure, transaction costs, and execution performance to improve strategy profitability.
• Collaborate closely with portfolio managers, quantitative developers, and data engineers to productionize research.
• Continuously monitor live strategies, perform performance attribution, and enhance existing models.
• Research new data sources and apply advanced statistical and machine learning techniques to extract investment insights.
• Contribute to the strategic direction of the platform through innovative research and thought leadership.

Job description

• Conduct original quantitative research to identify and develop profitable statistical arbitrage signals across global equities and related asset classes.
• Design, test, and implement predictive models using large-scale financial, alternative, and proprietary datasets.
• Develop robust alpha signals, risk models, and portfolio construction methodologies.
• Analyze market microstructure, transaction costs, and execution performance to improve strategy profitability.
• Collaborate closely with portfolio managers, quantitative developers, and data engineers to productionize research.
• Continuously monitor live strategies, perform performance attribution, and enhance existing models.
• Research new data sources and apply advanced statistical and machine learning techniques to extract investment insights.
• Contribute to the strategic direction of the platform through innovative research and thought leadership.