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Principle Partners

Equity Quantitative Researcher - SG based

5-7 Years
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  • Posted 16 hours ago
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Job Description

We are collaborating with a dynamic global hedge fun specializing in quantitative strategies across global markets. Their mid-frequency global equities trading team is expanding in Singapore, looking for an experienced Quantitative Researcher to join the team.

They are seeking a Quantitative Researcher with a strong focus on equities to develop and implement mid-frequency systematic trading strategies in global equities. The ideal candidate will have a deep understanding of equity markets, statistical modeling, and programming, with hands-on experience in the end-to-end alpha generation processfrom signal ideation and research to backtesting, implementation, and live deployment.

Key Responsibilities

  • Design, backtest, and optimize quantitative models for mid-frequency equity trading, including signal generation, factor analysis, and portfolio construction in global markets.
  • Lead the end-to-end alpha generation process, including data sourcing, hypothesis testing, model development, risk assessment, and integration into production systems.
  • Analyze large datasets from global equity markets, including price, volume, fundamental, and alternative data sources.
  • Collaborate with portfolio managers to integrate research into live trading strategies.
  • Monitor and refine existing models to adapt to changing market conditions.
  • Present findings and recommendations to senior stakeholders through reports and visualizations.

Required Qualifications

  • Advanced degree (Master's or PhD) in Quantitative Finance, Mathematics, Statistics, Computer Science, Physics, or a related field.
  • 5+ years of experience in quantitative research, preferably in equities at a hedge fund, asset manager, or investment bank, with a strong background in end-to-end alpha generation processes.
  • Proficiency in programming languages such as Python, R, or C++ for data analysis and model development.
  • Strong knowledge of equity market microstructure, factor models (e.g., Fama-French), and risk management techniques.
  • Exposure to global equities markets (beyond China-specific experience preferred).

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About Company

Job ID: 134955395