Quantitative Researcher - Systematic Stat Arb in Equities

A leading hedge fund in Singapore is seeking a Quantitative Researcher to develop systematic trading strategies. The role involves alpha generation, backtesting, and portfolio optimization. Candidates should have over 3 years of relevant experience, strong skills in Python and/or C++, and a quantitative degree. This opportunity offers a chance to work with data science and enhance trading models within a dynamic team.

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