Quantitative Researcher

Equities Quantitative Researcher – Systematic Trading | $4bn+ AUM Hedge Fund

Location – Singapore

Description:

Our client is a highly sophisticated systematic hedge fund with more than $4bn in AUM and a long-standing reputation for applying rigorous quantitative research, advanced technology and systematic investment processes across global financial markets.

The firm operates a deeply research-driven investment platform, with systematic strategies spanning Equities, Futures and other liquid markets. Its success has been built around the combination of exceptional quantitative talent, large-scale data analysis, proprietary research and highly sophisticated trading technology.

This is an opportunity to join a genuinely quantitative investment environment in Singapore, working alongside experienced researchers, traders and technologists within a firm where quantitative research sits at the heart of the investment process.

The firm is looking for an exceptional Equities Quantitative Researcher from a top-tier hedge fund, proprietary trading firm, market maker or investment bank, with the academic and technical credentials to operate at a very high level.

The Opportunity:

The successful candidate will join the firm's systematic Equities research function, developing quantitative models and signals that directly contribute to live investment strategies.

The role will involve researching market behaviour, identifying systematic sources of alpha and translating quantitative insights into robust trading strategies. The successful researcher will have the opportunity to work across the full research lifecycle, from hypothesis generation and statistical modelling through to backtesting, portfolio construction and production implementation.

The firm's research culture is highly technical and intellectually rigorous. Researchers work closely with Portfolio Managers, traders and engineers, with significant emphasis placed on collaboration between research and trading.

This is an environment suited to researchers who want their work to have a direct impact on live trading and who are motivated by solving complex problems at the intersection of mathematics, statistics, machine learning, technology and financial markets.

Key Responsibilities:

• Conduct quantitative research across global equity markets to identify new systematic sources of alpha.
• Develop predictive signals, statistical models and systematic trading strategies.
• Analyse large and complex datasets to identify patterns, inefficiencies and market relationships.
• Develop robust research methodologies for signal discovery, validation and portfolio construction.
• Build and maintain sophisticated backtesting and simulation frameworks.
• Work closely with Portfolio Managers and traders to translate research into live strategies.
• Collaborate with engineers to implement and optimise quantitative models in production.
• Continuously evaluate existing strategies and identify opportunities to improve performance, robustness and scalability.
• Apply advanced statistical, mathematical and machine learning techniques to financial datasets.
• Contribute to the firm's broader systematic research agenda and development of new investment capabilities.

Ideal Candidate:

• Quantitative Researcher with experience at a leading systematic hedge fund, proprietary trading firm, market maker or investment bank.
• Advanced degree in a highly quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering, Econometrics or a related field.
• Exceptional mathematical, statistical and analytical capabilities.
• Strong experience researching systematic equity strategies or quantitative equity markets.
• Demonstrable experience developing signals and models that have translated into meaningful trading performance.
• Strong programming skills, particularly in Python, C++, or other relevant quantitative languages.
• Deep understanding of statistical modelling, time-series analysis, machine learning and quantitative research methodologies.
• Strong understanding of financial markets and equity market microstructure.
• Ability to work across the full research lifecycle, from initial hypothesis through to live implementation.
• Highly intellectually curious, rigorous and detail-oriented.
• Strong communication skills and the ability to collaborate effectively with PMs, traders and engineers.
• Candidates from the strongest quantitative teams at leading global firms are particularly encouraged to engage.

What's on Offer:

• Join a $4bn+ systematic hedge fund with a deeply quantitative investment culture.
• Work on research that directly contributes to live systematic trading strategies.
• Exposure to a sophisticated multi-asset platform spanning Equities, Futures and other liquid markets.
• Collaborate with highly experienced quantitative researchers, Portfolio Managers, traders and engineers.
• Access to substantial datasets, advanced technology and institutional-grade research infrastructure.
• Highly technical environment with significant intellectual depth.
• Opportunity to develop research with direct commercial impact and contribute to the firm's continued expansion in Asia.
• Singapore-based role within a global systematic investment platform.

If you are an Equities Quantitative Researcher from a leading quantitative investment firm or investment bank with an advanced degree and a strong technical background, Venture Search would welcome a confidential discussion. This is an opportunity to join a genuinely systematic investment platform where quantitative research is central to the firm's investment process and where exceptional researchers can have a direct impact on live trading.