Senior Quantitative Strategist – Equities Execution & Microstructure
We are partnering with a top-tier investment firm to find a Senior Quantitative Strategist for their Singapore office. This is a highly visible role for a senior quant with deep expertise in equity market microstructure, execution analytics, and signal research, particularly in the context of institutional trading and transaction cost optimization.
The Opportunity
You will join a team at the forefront of equity execution research, working closely with high-touch and low-touch trading desks and portfolio managers. Your primary responsibility will be to analyze and optimize execution strategies, develop pre- and post-trade models, and translate tick-level and intraday data into actionable insights and improvements across the firm’s trading platforms.
What You’ll Do:
Conduct deep-dive analyses into equity execution costs, market impact, and trade timing
Build and refine transaction cost models and short-term trading signals
Develop tools and dashboards for real-time execution monitoring and strategy evaluation
Lead cross-functional projects with quants, traders, and PMs to assess and implement execution enhancements
Work with tick-level, intraday, and real-time market data, applying advanced quantitative techniques
Provide insight into market microstructure trends
Ideal Background:
8+ years in a quant or trading research role within buy-side or sell-side equities
Strong working knowledge of equity market microstructure, algorithmic execution, and liquidity dynamics
Direct experience designing or optimizing execution strategies, ideally within a systematic or semi-systematic environment
Proficient in Python, SQL, R, and ideally kdb+/Q
Strong background working with tick-level data, particularly for signal generation or execution cost modeling
Commercial mindset with experience working closely with traders or institutional clients
Advanced academic background, ideally with a PhD in a quantitative field (e.g. Mathematical Finance, Statistics, Econometrics)
Publications or presentations in market microstructure, algorithmic trading, or high-frequency econometrics are a plus
Why Apply?
Join a globally respected investment firm with a strong presence in Asia
Work in a collaborative, high-impact environment at the interface of quant research, trading, and client advisory
Help shape strategy and execution outcomes across large-scale portfolios
Competitive Compensation and Significant autonomy in how you shape your research
If you have the relevant experience and are open to new opportunities in Singapore, we’d love to hear from you. Please contact us at quantresearch@octaviusfinance.com. All enquires will be handled in strict confidence.