Quantitative Trade Researcher – Leading Buy-Side Firm – Singapore
A leading buy-side firm is seeking an experienced Quantitative Researcher to join its team. The role involves applying quantitative methods to support trading and research activities in a collaborative environment.
Key Responsibilities:
Conduct quantitative research and analysis to support trading strategies.
Collaborate with traders, technologists, and other research professionals.
Process and transform complex datasets into actionable insights for trading and execution.
Apply statistical and machine learning techniques to improve trading and investment processes.
Plan, manage, and deliver research projects across multiple teams.
Requirements:
8–10 years of experience in a quantitative research role within financial markets.
Strong programming skills in Python, R, and SQL.
Solid understanding of financial markets and trading, with expertise in equity market microstructure.
Experience working with intraday and tick-level data is preferred.
Strong communication skills and the ability to manage projects independently.
Benefits:
Opportunity to work at a leading buy-side institution with a strong reputation for research and innovation.
Exposure to a wide range of asset classes and trading strategies.
Collaborative environment with direct interaction with senior researchers, traders, and portfolio managers.
Reach out to quantresearch@octaviusfinance.com for more details.