Quantitative Researcher

About the role

AlphaGrep is a proprietary algorithmic trading firm seeking a Quantitative Researcher to join its Singapore office. You will work with a world‑class team to design, implement and evaluate high‑frequency trading strategies across multiple asset classes.

Key responsibilities

• Develop and back‑test profitable quantitative trading strategies using tick‑level data.
• Write production‑quality, high‑performance code for strategy execution and research pipelines.
• Conduct real‑world trading experiments and analyse performance metrics such as Sharpe ratio.
• Collaborate with engineers and traders to integrate research outputs into live trading systems.
• Stay abreast of market microstructure developments and incorporate insights into strategy design.

Required profile

• Proven track record of creating profitable quantitative trading models.
• Strong academic background (MSc or PhD) in Statistics, Physics, Mathematics, Computer Science or related quantitative discipline.
• Experience in a fast‑paced, team‑oriented trading environment.
• High attention to detail, persistence and a passion for innovative problem solving.

Required skills

• Programming in Java, C/C++ and/or Python.
• Machine Learning and Neural Network concepts.
• High‑Performance Computing techniques.
• Natural Language Processing (optional but valued).

What we offer

• Competitive salary with generous performance‑based bonuses.
• Flat organisational structure and transparent decision‑making.
• Collaborative culture with regular off‑sites, happy hours and team activities.
• Opportunity to work on cutting‑edge algorithmic trading technology.