Quantitative Execution Researcher

Quantitative Execution Researcher

Location: Singapore

We are working with a

leading global quantitative hedge fund

, looking to hire a

Quantitative Execution Researcher

into its Singapore team.

The team is responsible for developing and refining systematic execution capabilities across a broad range of cash and derivative products. This role combines quantitative research, algorithm development and implementation, with a particular focus on execution algorithms, market impact modelling and transaction cost analysis.

The Role

Execution Algorithm Development:

Develop specifications for new and enhanced execution algorithms and implement, test and deploy quantitative trading strategies and tools, primarily in Python.

Market Impact Modelling:

Research and develop models designed to predict and minimise the cost of trading, using large datasets and advanced statistical and machine-learning techniques.

Transaction Cost Analysis:

Conduct detailed TCA to evaluate execution strategies, understand the drivers of transaction costs and identify opportunities for optimisation.

Research & Tooling:

Build robust and reusable Python tools to support quantitative research and improve team productivity.

Collaboration:

Work closely with portfolio managers, traders, technology teams and quantitative researchers to integrate research into the wider investment and execution platform.

What We're Looking For

Master's or PhD from a leading university in a highly quantitative discipline such as Computer Science, Mathematics, Statistics, Physics, Engineering or Quantitative Finance.

3–6 years' experience

in quantitative research and/or development, ideally relating to systematic or execution strategies.

Strong

Python

programming skills, including a solid understanding of data structures and algorithms.

Experience working with

large-scale datasets

and SQL.

Strong expertise in

regression modelling, time-series analysis and applied machine learning

.

Exposure to deep learning and/or reinforcement learning is advantageous.

C/C++ is a strong differentiator.

Strong analytical ability and an interest in applying quantitative research to real-world trading and execution problems.

What's on Offer

A highly

intellectual, research-driven environment

combining academic rigour with real-world trading impact.

A culture that values

intellectual horsepower, independent thinking and challenging conventional approaches

.

The opportunity to work alongside exceptional researchers, traders and technologists.

Highly attractive compensation package.