Senior Quantitative Researcher – Systematic Equities/ SNG

Eka Finance; Singapore; On-site; SGD 100,000 - 180,000; Full time

Job summary

Eka Finance in Singapore seeks an experienced quantitative researcher to develop systematic equity signals and improve research used in live trading. The role focuses on shorter-horizon alpha with statistical modelling, large datasets, and rigorous empirical testing.

You will move research from hypothesis through validation toward production, collaborating with trading and engineering to deploy robust signals and identify new sources of alpha. Strong Python and/or C++ are required.

Qualifications

• Experience in systematic equity research and signal development.
• Strong background in statistical modelling and predictive research.
• Experience with short-horizon or intraday strategies and large financial datasets.
• Production-oriented quantitative research mindset; research-to-production track record helpful.

Responsibilities

• Research and develop systematic equity signals.
• Test quantitative hypotheses across broad datasets.
• Build and refine predictive models for shorter-horizon trading.
• Evaluate signal robustness across market conditions.
• Conduct backtesting and performance analysis.
• Collaborate with trading and engineering to productionize research.
• Identify new sources of alpha and improve existing research.

Skills

Systematic research

Statistical modelling

Short-horizon alpha

Python

C++

Large datasets

Education

MSc/PhD in quantitative field

Tools

Python programming

C++ programming

Job description

A quantitative trading firm in Singapore is looking for an experienced researcher to develop systematic equity signals and improve existing research used in live trading.

The role is focused on shorter-horizon alpha research, combining statistical modelling, market data and rigorous empirical testing. It is suited to someone who has already worked on systematic strategies and can take research from hypothesis through validation and towards production.

The Role

1. Research and develop systematic equity signals.
2. Test quantitative hypotheses across broad datasets.
3. Build and refine predictive models for shorter-horizon trading.
4. Evaluate signal robustness across different market conditions.
5. Conduct rigorous backtesting and performance analysis.
6. Work with trading and engineering colleagues to move strong research towards production.
7. Improve existing research and identify new sources of alpha.

The Profile :-

We are looking for an experienced quantitative researcher with a strong background in systematic signal development.

Relevant experience includes:

1. systematic equity research
2. statistical modelling and predictive research
3. short-horizon or intraday strategies
4. working with large financial datasets
5. production-oriented quantitative research
6. strong Python and/or C++ programming

You should also have a strong academic foundation in mathematics, statistics, physics, computer science, engineering or another quantitative discipline.

An MSc or PhD is relevant, but not a requirement, where the research track record is strong.

Particularly Relevant

Experience with any of the following would be useful:

1. equity stat-arb
2. cross-sectional modelling
3. shorter-horizon alpha
4. transaction-cost-aware research
5. live or production deployment of quantitative signals

The Opportunity

This is a research-led role with meaningful ownership of systematic alpha development.

It should appeal to researchers who want to remain close to the research process and see robust work translated into live trading.

Location: Singapore