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.
* 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
Related Job Searches:
- Company:
Alveria Capital - Designation:
Quantitative Researcher – Systematic Strategies - Profession:
Banking / Finance - Industry:
Finance - Location:
Singapore River