Position: Senior Quantitative Strategist – Equities Execution & Microstructure
Location: Singapore
Client: Leading Global Investment Management Firm
Experience Level: Senior (8+ years)
We are partnering with a top-tier investment firm to find a Senior Quantitative Strategist for their Singapore office. This is a highly visible role for a senior quant with deep expertise in equity market microstructure, execution analytics, and signal research, particularly in the context of institutional trading and transaction cost optimization.
The Opportunity
You will join a team at the forefront of equity execution research, working closely with high-touch and low-touch trading desks and portfolio managers. Your primary responsibility will be to analyze and optimize execution strategies, develop pre- and post-trade models, and translate tick-level and intraday data into actionable insights and improvements across the firm’s trading platforms.
What You’ll Do
- Conduct deep-dive analyses into equity execution costs, market impact, and trade timing
- Build and refine transaction cost models and short-term trading signals
- Develop tools and dashboards for real-time execution monitoring and strategy evaluation
- Lead cross-functional projects with quants, traders, and PMs to assess and implement execution enhancements
- Work with tick-level, intraday, and real-time market data, applying advanced quantitative techniques
- Provide insight into market microstructure trends
Ideal Background
- 8+ years in a quant or trading research role within buy-side or sell-side equities
- Strong working knowledge of equity market microstructure, algorithmic execution, and liquidity dynamics
- Direct experience designing or optimizing execution strategies, ideally within a systematic or semi-systematic environment
- Proficient in Python, SQL, R, and ideally kdb+/Q
- Strong background working with tick-level data, particularly for signal generation or execution cost modeling
- Commercial mindset with experience working closely with traders or institutional clients
- Advanced academic background, ideally with a PhD in a quantitative field (e.g. Mathematical Finance, Statistics, Econometrics)
- Publications or presentations in market microstructure, algorithmic trading, or high-frequency econometrics are a plus
Why Apply?
- Join a globally respected investment firm with a strong presence in Asia
- Work in a collaborative, high-impact environment at the interface of quant research, trading, and client advisory
- Help shape strategy and execution outcomes across large-scale portfolios
- Competitive Compensation and Significant autonomy in how you shape your research
If you have the relevant experience and are open to new opportunities in Singapore, we’d love to hear from you. Please contact us at [email protected]. All enquires will be handled in strict confidence.
