Quant Researcher

Quantitative Researcher – Index Arbitrage / Delta One Strategies (APAC)Location: Singapore (or other APAC offices)OverviewWe are seeking an experienced Quantitative Researcher to join the Index Arbitrage sub-team within the broader APAC Delta One group. The successful candidate will focus on developing and enhancing medium- to high-frequency trading strategies, working closely with traders and technologists in a collaborative, research-driven environment.Key ResponsibilitiesResearch, design, and implement systematic trading strategies within the index arbitrage and Delta One space.Develop alpha models across equities, ETFs, or related products.Analyse cross-market relationships, pricing dislocations, and market microstructure dynamics.Utilise advanced machine learning and statistical modelling techniques to improve signal generation and execution efficiency.Work with trading and technology teams to optimise models for production and maintain robust research pipelines.Monitor strategy performance and continuously refine models in response to market changes.Ideal Background5–20 years of experience in quantitative research, ideally within a hedge fund, proprietary trading firm, or systematic trading environment.Proven track record of alpha generation in medium- to high-frequency trading.Strong background in machine learning, modelling, and data-driven research.Experience in equities preferred, though candidates from FX, fixed income, or commodities backgrounds are welcome.Solid programming skills (Python, C++, or similar) and comfort working with large datasets.Deep understanding of APAC markets, particularly Singapore, Hong Kong, and China.What We’re Looking ForWe’re interested in researchers who are:Independent thinkers with a collaborative mindset.Systematic and disciplined in research, yet creative in model design.Comfortable working in lean, high-impact teams.Additional InformationThis role is open across APAC, with Singapore and Shanghai as preferred locations.Candidates from leading systematic trading firms are encouraged to apply.The position offers the opportunity to work at the intersection of quant research, trading, and technology within a high-performing Delta One team.