Quantitative Execution Researcher
Location: Singapore
We are working with a leading global quantitative hedge fund, looking to hire a Quantitative Execution Researcher into its Singapore team.
The team is responsible for developing and refining systematic execution capabilities across a broad range of cash and derivative products. This role combines quantitative research, algorithm development and implementation, with a particular focus on execution algorithms, market impact modelling and transaction cost analysis.
The Role
- Execution Algorithm Development: Develop specifications for new and enhanced execution algorithms and implement, test and deploy quantitative trading strategies and tools, primarily in Python.
- Market Impact Modelling: Research and develop models designed to predict and minimise the cost of trading, using large datasets and advanced statistical and machine-learning techniques.
- Transaction Cost Analysis: Conduct detailed TCA to evaluate execution strategies, understand the drivers of transaction costs and identify opportunities for optimisation.
- Research & Tooling: Build robust and reusable Python tools to support quantitative research and improve team productivity.
- Collaboration: Work closely with portfolio managers, traders, technology teams and quantitative researchers to integrate research into the wider investment and execution platform.
What We're Looking For
- Master's or PhD from a leading university in a highly quantitative discipline such as Computer Science, Mathematics, Statistics, Physics, Engineering or Quantitative Finance.
- 3–6 years experience in quantitative research and/or development, ideally relating to systematic or execution strategies.
- Strong Python programming skills, including a solid understanding of data structures and algorithms.
- Experience working with large-scale datasets and SQL.
- Strong expertise in regression modelling, time-series analysis and applied machine learning.
- Exposure to deep learning and/or reinforcement learning is advantageous.
- C/C++ is a strong differentiator.
- Strong analytical ability and an interest in applying quantitative research to real-world trading and execution problems.
What's on Offer
- A highly intellectual, research-driven environment combining academic rigour with real-world trading impact.
- A culture that values intellectual horsepower, independent thinking and challenging conventional approaches.
- The opportunity to work alongside exceptional researchers, traders and technologists.
- Highly attractive compensation package.
