A top global systematic quant trading firm is looking for top quant researchers to join their core research division in Singapore. As an industry pioneer in systematic strategies, research is at the core of their business, applying data to financial markets and constantly searching for new alphas. In this role, You will work with some of the brightest quantitative minds in the industry, identifying high-quality predictive signals that are undiscovered by the wider market. Your work will have a direct impact on the bottom line of the business, providing invaluable input to the quant models and strategies used by the firm. This role offers very comprehensive compensation package in line with the top trading firms in the market, and a fantastic bonus structure. Requirements Excellent academic record – BS(Hons), MS or PhD in a highly quantitative field e.g. Mathematics, Physics, Financial Engineering etc. Strong understanding of investment research process and movements of global financial markets. Prior experience in Finance/Trading is a must. Deep knowledge of Linear Algebra, Statistics, Machine Learning. Experience working with Statistical Arbitrage and Equities is strongly advantageous. If you are interested in this role or would like to have a discussion, please click "Apply Now" or contact
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