My client is a leading quant hedge fund looking to expand their APAC business. They are hiring a Junior Data Science Quantitative Researcher to join a high-performing quantitative research group based in Singapore. This role is designed for outstanding PhD graduates or postdoctoral researchers who are excited to apply advanced data science and machine learning techniques to real-world trading problems.
You will work alongside experienced quantitative researchers and traders, applying state-of-the-art machine learning methods - particularly in areas such as NLP and LLMs - to uncover novel signals and enhance systematic trading strategies.
As a Junior Data Science Quantitative Researcher, you will focus on extracting value from large, complex, and often unstructured datasets. Your work will directly influence research direction and trading decisions, offering a rare opportunity to see advanced data science translated into production at scale.
Responsibilities
- Conduct data-driven quantitative research to develop predictive signals and models
- Apply modern machine learning techniques, including NLP and LLM-based approaches, to financial and alternative datasets
- Design, implement, and evaluate end-to-end research pipelines in a production-oriented environment
- Work closely with trading teams to integrate research outputs into live strategies
- Communicate research findings clearly to both technical and non-technical stakeholders
Requirements
- PhD (or postdoctoral background) in a quantitative or data-centric discipline such as Computer Science, Statistics, Mathematics, Physics, Engineering, or related fields
- Prior quantitative finance experience is required, ideally through buyside internships or roles in quantitative research
- Strong machine learning experience, including hands-on work with modern ML techniques (e.g., deep learning, NLP, LLMs)
- Excellent programming skills in Python (required)
- Strong grounding in statistics, data analysis, and model evaluation
Nice to Have
- Experience working with large-scale or unstructured datasets
- Familiarity with additional programming languages (e.g., C++, Java, R, Julia)
- Exposure to financial markets, systematic trading strategies, or alternative data
What They Offer
- Opportunity to join a leading global hedge fund platform with a strong presence in Asia
- Mentorship from top-tier quantitative researchers with deep academic and industry backgrounds
- The ability to work on cutting-edge machine learning problems with direct trading impact
- A collaborative, research-focused culture with excellent learning and growth opportunities
- Highly competitive compensation and benefits
