Quantitative Researcher

Role Overview:

We have partnered with a leading global asset manager looking to hire a Quantitative Researcher within their specialist execution strategy and analytics team based in Singapore.

This highly respected unit plays a central role in the firm’s global trading and investment infrastructure, focusing on execution analysis, transaction cost optimisation (TCA), and trading strategy across asset classes.

This is an ideal opportunity for a senior quant with deep equity market microstructure expertise, a track record in execution analytics or TCA, and hands-on experience developing models and tools in Python, KDB/Q, or similar. You’ll be expected to bring strategic insight, commercial awareness, and technical rigour to help shape the next phase of execution research within global equities.

You’ll drive meaningful impact by helping prioritise and deliver execution analytics, develop scalable tools, and advise on trading strategy in partnership with trading desks, engineering, and portfolio management stakeholders.

While the team supports cross-asset execution research, including rates, credit, and ETFs, the incoming hire will take primary ownership of execution research for equities. This role offers a unique opportunity to lead strategic efforts across global equity markets, shaping execution frameworks, driving TCA initiatives, and partnering closely with equity trading desks, discretionary PMs, and systematic teams.

You will work within a flat, high-impact structure that originated from the trading function but now operates as an independent engine room for execution excellence. The team has firm-wide visibility and strong backing, with a clear remit to deliver measurable outcomes in execution performance and trading efficiency.

Key Responsibilities

• Shape research and strategic direction for execution analytics within equities and contribute to broader cross-asset initiatives
• Lead efforts to define and prioritise the research agenda and technical roadmap based on business needs
• Work alongside senior traders, developers, and portfolio managers to identify inefficiencies, design high-impact solutions, and translate research into production
• Develop models and frameworks to improve execution quality and optimise trading strategies, covering broker performance, algo behaviour, and market structure
• Collaborate closely with equity trading teams across global markets, adapting research to different trading styles and workflows
• Act as a senior voice in the team – partnering on key project allocation, mentoring more junior members, and contributing to team succession planning
• Serve as a thought partner, proactively bringing in research ideas (e.g., from journals, conferences, or prior experience) and converting them into practical tools or pilots
• Contribute to system development by writing prototype code (e.g., in Python or KDB/Q) and working with engineers to scale tools for production use
• Present research outcomes to internal stakeholders with clarity and commercial relevance, ensuring alignment with the firm’s broader trading and investment objectives

Ideal Candidate Profile

• 8–10+ years of experience in quantitative research, execution strategy, or systematic trading, ideally within a buy-side environment (e.g., leading asset managers or hedge funds)
• Strong academic credentials (PhD or MSc in statistics, applied math, economics, or computer science)
• Expertise in equity market microstructure is critical, with a proven track record of delivering tools, frameworks, or alpha-generating insights
• High proficiency in Python and strong working knowledge of KDB/Q, R, or SQL. Comfortable working with large-scale market and trading datasets
• Commercial mindset with ability to distil research into practical insights and communicate them to both technical and non-technical audiences
• A collaborative approach with experience partnering across trading, quant, and investment teams. Exposure to multiple geographies (e.g., US, HK, SG) is advantageous
• Able to lead and structure a book of work, identifying research priorities, surfacing bottlenecks, and driving forward impactful initiatives
• Strategic thinker with the curiosity and initiative to identify areas for future development, drive innovation, and help shape the long-term direction of the team

What Success Looks Like

• Building strong relationships with internal stakeholders – especially traders and PMs – to understand challenges and gain trust
• Prioritising high-value research areas and delivering the first set of tools or insights that show measurable improvement in execution or efficiency
• Bringing fresh thinking to the team – proactively surfacing research ideas and strategic initiatives
• Demonstrating the ability to defend and articulate your work clearly, with evidence of long-term impact and measurable outcomes

Additional Notes

• This is a highly collaborative, flat-structured team, and the incoming hire will work closely with the head of the group and the wider trading desk
• The role is positioned with clear upward mobility, targeting experienced candidates who could grow into a more senior/leadership position in the next 2–3 years