Tier 1 Hedge Fund Senior Stat Arb Quantitative Researcher [Singapore/Hong Kong/Shanghai/Dubai]

Research and develop equity statistical arbitrage strategies (market-neutral, long/short)

Design and test alpha signals using large-scale equity and alternative datasets

Build robust backtesting frameworks and evaluate strategy performance, risk, and capacity

Conduct rigorous statistical analysis and improve signal robustness and decay characteristics

Collaborate with engineering and trading teams to transition research into production

Continuously monitor live strategies and refine models post-deployment

Required Qualifications

Advanced degree (PhD, MSc, or equivalent) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related field

Strong background in equities statistical arbitrage or systematic equity strategies

Proven research track record with production-level strategies or signals

Excellent programming skills in Python; experience with C++/Java is a plus

Solid understanding of statistics, time-series analysis, and machine learning techniques

Familiarity with market microstructure, transaction costs, and portfolio construction