Equity Quantitative Researcher - SG based, Singapore

We are collaborating with a dynamic global hedge fun specializing in quantitative strategies across global markets. Their mid-frequency global equities trading team is expanding in Singapore, looking for an experienced Quantitative Researcher to join the team.
They are seeking a Quantitative Researcher with a strong focus on equities to develop and implement mid-frequency systematic trading strategies in global equities. The ideal candidate will have a deep understanding of equity markets, statistical modeling, and programming, with hands-on experience in the end-to-end alpha generation process—from signal ideation and research to backtesting, implementation, and live deployment.
Key Responsibilities Design, backtest, and optimize quantitative models for mid-frequency equity trading, including signal generation, factor analysis, and portfolio construction in global markets. Lead the end-to-end alpha generation process, including data sourcing, hypothesis testing, model development, risk assessment, and integration into production systems. Analyze large datasets from global equity markets, including price, volume, fundamental, and alternative data sources. Collaborate with portfolio managers to integrate research into live trading strategies. Monitor and refine existing models to adapt to changing market conditions. Present findings and recommendations to senior stakeholders through reports and visualizations.
Required Qualifications Advanced degree (Master's or PhD) in Quantitative Finance, Mathematics, Statistics, Computer Science, Physics, or a related field. 5+ years of experience in quantitative research, preferably in equities at a hedge fund, asset manager, or investment bank, with a strong background in end-to-end alpha generation processes. Proficiency in programming languages such as Python, R, or C++ for data analysis and model development. Strong knowledge of equity market microstructure, factor models (e.g., Fama-French), and risk management techniques. Exposure to global equities markets (beyond China-specific experience preferred).