
Quantitative Researcher
4 days ago
Company
Alveria Capital
Designation
Quantitative Researcher - Systematic Strategies
Date Listed
10 Jun 2025
Job Type
Entry Level / Junior Executive, Experienced / Senior Executive
- Full/PermIntern/TS
Job Period
Immediate Start, For At Least 6 Months
Profession
Banking / Finance
Industry
Finance
Location Name
8 Eu Tong Sen Street, Singapore
Address
8 Eu Tong Sen St, Singapore 059818
Map
Allowance / Remuneration
$1,500 - 3,000 monthly
Company Profile
We are a fast-growing proprietary trading firm focused on systematic, intraday strategies across global equities. We are looking for a Quantitative Researcher to join our core research team and help design, test, and refine data-driven trading models. This role is ideal for someone who combines strong statistical thinking, market intuition, and a deep interest in edge discovery through rigorous experimentation.
You will work closely with software engineers, data scientists, and traders to develop strategies that scale across a wide range of market conditions.
**Job Description**:
- Key Responsibilities
- Design, develop, and validate alpha-generating strategies based on historical data
- Analyze the expected value and risk profile of trading ideas under various conditions
- Conduct large-scale simulations to test stop/target logic, position sizing, and execution risk
- Transform discretionary patterns or observed market behavior into rule-based strategies
- Collaborate with data engineering and ML teams to integrate signals and optimize performance
- Monitor live performance and iterate on strategy logic based on real-world feedback
- Requirements
- experience in a quantitative trading, research, or strategy role
- Strong background in statistics, applied mathematics, or a related field
- Proficient in Python (pandas, numpy); SQL or other data query languages a plus
- Experience working with large historical datasets (tick/intraday preferred)
- Familiarity with market microstructure and real-world execution dynamics
- Deep understanding of risk-adjusted performance metrics and strategy evaluation frameworks
- Bonus (Not Required)
- Exposure to U.S. equity markets or short-term intraday trading styles
- Prior experience in proprietary trading, stat arb, or high-frequency environments
- Comfort with slippage modeling, regime filtering, or EV clustering
- Knowledge of portfolio-level simulation and cross-strategy correlation risk
- What We Offer
- A high-impact seat on a small, agile team
- Opportunity to work directly with firm founders and shape firm strategy
- Live feedback loop: your research is tested and deployed rapidly
- Competitive compensation + performance incentives
- Strong culture of experimentation, speed, and independence
Application Instructions
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