Intraday Quantitative Researcher: Build Predictive Alphas

A leading quantitative investment firm in Singapore is looking for a Quantitative Researcher to focus on intraday signals research. The ideal candidate will have a degree in a quantitative field and programming skills in C/C++ and Python. This role involves creating computer-based models to predict market movements and collaborating with research teams. Candidates should demonstrate strong problem-solving abilities and have a keen interest in finance and global markets.

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