Quant – Systematic Stat-Arb Equity Research

A hedge fund in Singapore is seeking a quantitative researcher to expand its systematic equity efforts. The ideal candidate will possess over 3 years of experience in developing systematic stat arb trading strategies and have strong mathematics and statistics skills. Responsibilities include alpha generation, backtesting, and designing trading strategies. The role also involves enhancing existing models and developing machine learning algorithms. An MSc/PhD from a top-tier university is required.

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