Junior Quantitative Execution Researcher
Sartre Group · Singapore, Singapore
قدّم وتابع مع أبلاي إيدجJunior Quantitative Execution ResearcherLocation: SingaporeWe 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 RoleExecution 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 ForMaster's or PhD from a leading university in a highly quantitative discipline such as Computer Science, Mathematics, Statistics, Physics, Engineering or Quantitative Finance.1–4 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 OfferA 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.