Systematic Macro Quant Researcher: Signals & Alpha

A financial services firm in Singapore is seeking a candidate to develop systematic macro models and conduct empirical research. Responsibilities include creating analytical tools for various asset classes and collaborating with Portfolio Managers to translate findings into actionable trade ideas. The ideal candidate must apply econometric and machine learning techniques, backtest strategies, and monitor performance attribution. This role offers an opportunity to work in a fast-paced environment focused on financial modeling and analysis.

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