Head of Quantitative Research
Location: Singapore or Hong Kong
The Opportunity
A leading quantitative investment manager is seeking a Head of Quantitative Research to lead the development of systematic alpha strategies across global futures and equity markets.
The successful candidate will define the alpha research agenda, manage a team of quantitative researchers and drive the full research process from idea generation and signal discovery through validation, portfolio integration and live performance monitoring.
Key Responsibilities
- Lead and develop a team of quantitative alpha researchers.
- Define the research agenda across systematic futures and quantitative equities.
- Develop predictive signals using market, fundamental, alternative and behavioural datasets.
- Research alpha factors across trend, carry, value, momentum, quality, relative value and cross-sectional strategies.
- Apply statistical modelling and machine-learning techniques to identify persistent sources of alpha.
- Oversee backtesting, signal validation, robustness testing and out-of-sample analysis.
- Evaluate signal decay, turnover, transaction costs, liquidity and capacity.
- Combine individual signals into diversified and scalable alpha portfolios.
- Work closely with portfolio managers, traders, data scientists and engineers to implement research in production.
- Monitor live strategy performance and adapt models to changing market regimes.
- Establish rigorous research standards and ensure reproducibility across the research platform.
- Recruit, mentor and retain high-calibre quantitative research talent.
Candidate Profile
- Advanced degree in mathematics, statistics, computer science, physics, engineering, quantitative finance or a related field.
- Significant experience in quantitative alpha research, systematic investing or quantitative portfolio management.
- Strong expertise in systematic futures, quantitative equities or both.
- Proven track record of developing alpha signals that have been deployed in live portfolios.
- Experience leading and managing quantitative research teams.
- Deep knowledge of statistical modelling, machine learning, factor research and portfolio construction.
- Strong programming skills in Python; experience with C++ would be advantageous.
- Strong understanding of transaction costs, market microstructure, liquidity and strategy capacity.
- Ability to distinguish genuine alpha from overfitting and temporary market effects.
- Strong communication, leadership and stakeholder-management skills.
Preferred Experience
- Experience researching global futures and equity markets.
- Expertise in cross-sectional, time-series, statistical-arbitrage or multi-factor strategies.
- Experience working with large-scale market and alternative datasets.
- Strong record of building institutional-quality alpha research processes.
Compensation
A highly competitive compensation package will be offered, including base salary and performance-related incentives. Relocation support may be available.
Please email [Confidential Information] with a copy of your CV if you are interested in this.
