Quantitative Researcher, Systematic Equities

Singapore, Singapore Until 8/22/2026 First posted March 29, 2025 Last posted March 29, 2025
Job description
Quantitative Researcher, Systematic Equities

Quantitative Researcher, Systematic Equities

Please direct all resume submissions to QuantTalentASIA@mlp.com and reference REQ-13899 in the subject.

Quantitative Researcher to be part of a growing, collaborative team based in Singapore, with a focus on Asia Equity Stat Arb strategies.

Preferred Location

  • Singapore

Principal Responsibilities

  • Working alongside the Senior Portfolio Manager on developing systematic trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with a focus on Asian market statistical arbitrage / systematic strategies
  • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Collaborate with the Senior Portfolio Manager and other team members in a transparent environment, specifically collaborating across books and engaging with the whole investment process

Preferred Technical Skillset

  • Strong research and programming skills
  • Masters or PhD degree in a quantitative subject such as Applied Mathematics, Computer Science, Statistics, or related field from a top-ranked university
  • Demonstrate strong abstract reasoning and independent problem-solving skills
  • Excellent communication skills

Preferred Experience

  • 2-5 years of experience working in a quantitative research capacity in a systematic trading environment with a focus on mid-to-high frequency equities and/or futures strategies
  • Demonstrated ability to conduct independent research
  • Innovation in signal research and development

Highly Valued Relevant Experience

  • Experience exploring, researching, and deploying trading signals from various sources of data
  • Experience in quantitative finance, econometrics, and asset pricing
  • Curious, ambitious, self-starter mindset

Target Start Date

  • 1H 2023

Please direct all resume submissions to QuantTalentASIA@mlp.com and reference REQ-13899 in the subject.

About this role

Summary

Develop systematic trading strategies and predictive models for Asian market statistical arbitrage.

Job title

Quantitative Researcher, Systematic Equities

Experience level

2-5 years

Industry

finance

Location requirements

Located in Singapore; remote work not allowed.

Salary

Not specified

Management role

No

Skills & keywords

Required skills

researchprogrammingapplied mathematicscomputer sciencestatisticscommunication

Preferred skills

quantitative financeeconometricsasset pricingsignal researchindependent research

Specializations

quantitativeequitiesstatistical arbitragedata analysismodel implementation
Locations

Structured locations inferred from the posting.

Singapore

On-site City
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