Quantitative Researcher Medium Frequency (Singapore)
A leading global hedge fund is seeking a Medium Frequency Quantitative Researcher to join its systematic investment team. The role focuses on the research and development of medium frequency trading strategies across liquid global markets.
Key Responsibilities:
- Conduct rigorous quantitative research to develop and enhance medium frequency trading strategies
- Generate and test alpha signals across futures, spot FX, credit, swaps, and broader fixed income markets
- Research and implement trade flowbased signals
- Collaborate closely with portfolio managers and technologists to move strategies from research to production
- Contribute to ongoing model evaluation, refinement, and performance improvement
Requirements:
- Strong academic background in statistics, mathematics, physics, engineering, or a related quantitative discipline
- Demonstrated strength in statistical modelling and empirical research
- Proven experience researching systematic strategies in futures, FX, credit, swaps, or fixed income
- Working knowledge of machine learning techniques and their practical application in financial markets
- Solid programming skills with the ability to pass a rigorous coding assessment
- Experience in medium frequency strategies (no ultra-high frequency and no single-name equities)
- Humble, intellectually honest profile with realistic self-assessment and collaborative mindset
This is an opportunity to join a highly respected systematic platform with significant resources, deep infrastructure, and a strong research-driven culture in Singapore.
