Senior Quantitative Strategist

17 hours ago

Singapore Octavius Finance Full time

**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**:

- 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

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