REF: 1002Mid-LevelPermanent

Quantitative Researcher – Systematic Equity & Multi-Asset Strategies | Hedge Fund | Singapore

SingaporeSGD 250,000 – SGD 380,000 base + bonus (50–130% of base)
Quantitative ResearchEquity QuantMulti-Asset SystematicStatistical ArbitrageMachine Learning / AIHedge Funds

Role Overview

A globally recognised systematic hedge fund is seeking a Quantitative Researcher to join their Singapore office, contributing to research across equity and multi-asset systematic strategies focused on APAC and global markets. This is a high-quality research seat at a fund with significant AUM and world-class infrastructure.

About the Role:

You will develop quantitative signals and systematic strategies with a particular focus on Asia-Pacific equity markets, regional macro factors, and cross-asset opportunities. You will work closely with the global research team based in London and New York, contributing original research that feeds directly into live trading strategies.

Key Responsibilities:

• Research and develop alpha signals with an Asia-Pacific market focus: equities, FX, and rates

• Analyse APAC market microstructure, liquidity dynamics, and market-specific data sources

• Build and validate statistical and machine learning models for return prediction in APAC markets

• Develop systematic strategies across equity long/short, pairs trading, and momentum in the region

• Collaborate with the global research team to evaluate cross-regional signal diversification

• Source and evaluate APAC-specific alternative data and news data providers

• Produce research notes and present findings to senior PMs and the global investment committee

Required Experience & Qualifications:

• PhD or strong Master's in Mathematics, Statistics, Physics, Computer Science, or Financial Engineering

• 3–8 years of quantitative research experience at a hedge fund, prop trading firm, or systematic asset manager

• Strong knowledge of Asian equity markets, regional data sources, and APAC market dynamics

• Proficiency in Python; C++ experience beneficial

• Strong grounding in statistical modelling, time series analysis, and machine learning

• Familiarity with systematic trading strategies: momentum, mean reversion, factor investing

What We Offer:

• Highly competitive SGD compensation with strong performance bonus

• Research-led culture with genuine intellectual freedom

• Access to global research team and world-class technology infrastructure

• Singapore-based with regional APAC scope and global collaboration

Interested in this role?

All applications are handled in strict confidence. Register your interest or view all current opportunities.