SENIOR QUANTITATIVE STRATEGY RESEARCHER, Singapore

Overview: First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by botheastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity. This role is a core member of the firm's quantamental team, with a primary focus on global equity markets including China, the US, and Southeast Asia. The position is responsible forthe research, construction, and continuous refinement of fundamental multi-factor models. The successful candidate will be deeply involved in the full quantitative research pipeline - from factor discovery and strategy development through to backtesting and validation - while collaborating closely with data, technology, and trading teams to translate research into executable investment strategies. The role requires a combination of strong financialengineering fundamentals and hands-on quantitative research experience, with the ability to independently drive projects and innovate in a fast-paced, research-driven environment.
Key Responsibilities: Analyze multi-dimensional data across global equity markets (including China, the US, and Southeast Asia) to uncover quantifiable trading logic and build a multi-factor model framework centered on fundamental factors. Research and review cutting-edge academic literature collect, analyze, and process equity fundamental data conduct in-depth factor efficacy research including screening, construction, evaluation, and optimization analyze factor stability, interpretability, and inter-factor correlations to support strategy enhancement. Develop quantitative strategies and optimize parameters leverage backtesting and paper trading to continuously improve strategy adaptability, robustness across varying market environments, and long-term profitability. Oversee strategy risk management and backtesting analysis apply risk models such as Barra for risk control conduct strategy refinement and risk adjustment in response to evolving market conditions. Collaborate closely with data, technology, and trading teams to drive the efficient implementation and iterative optimization of quantitative strategies.
Qualifications & Requirements: Bachelor's degree or above from a reputable domestic or international university in Financial Engineering, Computer Science, Mathematics, Statistics, Finance, or a related field strong English reading and writing skills. 3-5 years of experience in quantitative strategy research solid grounding in financial engineering, statistics, mathematics, and finance deep understanding of multi-factor strategies with particular strength in fundamental factor construction and optimization candidates with live trading experience preferred. Strong understanding of equity markets and market analysis capabilities genuine intuition and interest in fundamental investing, with the ability to refine factors and strategies in response to market dynamics. Proficiency in at least one programming language (Python, R, C++, or MATLAB) strong data processing and modeling capabilities to efficiently implement, optimize, and backtest quantitative strategies. Strong bilingual communication skills in Chinese and English able to read overseas research reports fluently and write or present research findings in both languages.