Quantitative Researcher — Systematic Equity & Alpha Strategies

A hedge fund company in Singapore is seeking a quantitative researcher to develop systematic strategies in equity markets. The ideal candidate will have over 3 years of experience and a strong background in mathematics and statistics, as well as proficiency in Python and/or C++. Responsibilities include alpha generation, backtesting, and enhancing existing trading models. This is a great opportunity to work on advanced systematic trading strategies and machine learning algorithms.