Total 6 job vacancies in Singapore

Our Quantitative Researchers apply tools from a variety of disciplines including statistics, control theory, machine learning, optimization, and signal processing to develop algorithmic trading strategies.  Our research team collaborates on idea generation and strategy development, while encouraging independent exploration and original approaches.  Researchers have access to clean data integrated with a high performance-computing grid and the support of dedicated software developers. 

What you’ll do in this role

• Create and refine high-quality predictive signals using statistics, machine learning, and signal processing techniques.
• Identify and mathematically characterize inefficiencies in financial markets.
• Apply NLP and other cutting-edge methods to uncover alpha in non-traditional datasets.
• Utilize advanced optimization techniques to design and construct optimal portfolios.
• Design and implement automated trading agents to achieve superior execution performance.
• Formulate research problems, conduct rigorous analysis, and transition ideas into fully functional trading systems.

Requirements

• 2+ years of professional experience in equity/futures statistical arbitrage or systematic trading research.
• Advanced degree in a quantitative field with a focus on statistics, mathematics, machine learning, signal processing or optimizations
• Experience in handling large datasets using languages such as Python or C++
• Significant hands-on experience with formulating a research problem, conducting the research and developing a working system
• Proven track record in delivering successful systematic strategies is plus
• Self-starter with strong proactivity, sets ambitious goals, willingness to drive and own projects, and proactively identifies opportunities for impact
• Excellent verbal and written communication skills
• Meticulous attention to details and accuracy in work

Job Description

• Industry/ Organization Type: Financial Institution
• Position Title: Quant Researcher
• Working Location: Central
• Working Hours: 5 days (Mon – Fri, 9.00am – 6.00pm)
• Salary Package: Basic salary up to $8,000 + Variable Bonus
• Duration: Permanent Role

Key Responsibilities

• Develop and apply technical strategies using quantitative and machine learning methods to meet business goals
• Work with the CEO and technical team to drive research projects and improve systems
• Provide expert advice on quantitative analysis and algorithm design
• Design and build system architectures that are secure, scalable, and high-performance, using data analysis and modelling
• Manage relationships with technology vendors and service providers
• Carry out research to create trade ideas using quantitative models and macroeconomic analysis
• Assess and improve portfolio risk and performance through quantitative analysis
• Prepare regular market reports and forecasts for management and stakeholders
• Provide detailed portfolio performance reports to management and stakeholders
• Review NAV reports and submit monthly trade files, ensuring they are accurate and compliant
• Lead research, development, and back-testing of quantitative and fundamental strategies
• Work with team members to develop and improve AI tools for market prediction and portfolio optimization
• Help prepare materials for marketing and investor relations, highlighting research and performance results
• Find and apply for government grants and loans to support research activities
• Provide updates on regulatory and tax changes to keep the firm compliant
• Handle other administrative tasks as needed to support team operations

APPLY NOW!!!

• Master’s degree in a quantitative field such as Mathematics, Statistics, Economics, Quantitative Finance, or similar
• At least 3 years of experience in financial quantitative research roles
• Strong programming skills in Python, C++, Java, MySQL, Matlab, R, and Latex
• Hands-on experience with machine learning tools like TensorFlow and PyTorch
• Experience developing NLP models for financial use

Kindly apply through ANY of the following methods:

• Submit your application by clicking the APPLY button;
• Email your resume to Job@anradus.com.sg. Please indicate #77900 on the email subject.

Anradus Application Policy: We value each application and ensure every resume is reviewed. Our process is efficient, typically concluding within 3 working days. If you do not receive communication from us within this timeframe, it's likely that your application has not been shortlisted by our client. In such cases, we recommend continuing your job search to maximize your opportunities.

Anradus Pte Ltd | EA License No. 20C0161 | Rachael Lee | EA Reg No.: R2093131

1. Lead Generation & Prospect Research

• Identify and research potential clients, customers, and business opportunities across targeted industries and markets.
• Develop and maintain a pipeline of qualified leads.
• Utilize various research platforms, databases, social media channels, industry directories, and online resources to identify prospects.
• Verify and validate lead information including company details, decision-makers, contact information, and business requirements.
• Segment prospects according to industry, geography, company size, revenue, and business potential.
• Conduct account profiling and develop target account lists.

2. Market Intelligence & Competitive Analysis

• Monitor market developments, industry trends, competitor activities, and emerging business opportunities.
• Gather intelligence on competitor products, pricing strategies, market positioning, customer acquisition activities, and business developments.
• Prepare competitor benchmarking reports and market landscape assessments.

3. Business Opportunity Development (exclude)

• Research upcoming tenders, contracts, projects, and procurement opportunities.
• Track market expansion opportunities and new business sectors.

4. Data Analysis & Reporting

• Collect, analyze, and interpret market and customer data

Requirements:

• Bachelor's Degree in Marketing, Business Administration, Economics, Market Research, Statistics, Data Analytics, or a related field.
• Minimum 0-3 years of experience in market research, lead generation, business intelligence, sales support, or business development.
• Proficiency in CRM platforms and lead generation tools.
• Experience in conducting market analysis and competitive intelligence research.
• B2B industry experience is preferred.
• Strong analytical skills with experience in data analysis and reporting tools.
• Proficient in internet and database research, as well as Microsoft Office applications.
• Fresh graduates are welcome to apply.

Job Description

• Industry/ Organization Type: Financial Institution
• Position Title: Quant Researcher
• Working Location: Central
• Working Hours: 5 days (Mon – Fri, 9.00am – 6.00pm)
• Salary Package: Basic salary up to $8,000 + Variable Bonus
• Duration: Permanent Role

Key Responsibilities

• Develop and apply technical strategies using quantitative and machine learning methods to meet business goals
• Work with the CEO and technical team to drive research projects and improve systems
• Provide expert advice on quantitative analysis and algorithm design
• Design and build system architectures that are secure, scalable, and high-performance, using data analysis and modelling
• Manage relationships with technology vendors and service providers
• Carry out research to create trade ideas using quantitative models and macroeconomic analysis
• Assess and improve portfolio risk and performance through quantitative analysis
• Prepare regular market reports and forecasts for management and stakeholders
• Provide detailed portfolio performance reports to management and stakeholders
• Review NAV reports and submit monthly trade files, ensuring they are accurate and compliant
• Lead research, development, and back-testing of quantitative and fundamental strategies
• Work with team members to develop and improve AI tools for market prediction and portfolio optimization
• Help prepare materials for marketing and investor relations, highlighting research and performance results
• Find and apply for government grants and loans to support research activities
• Provide updates on regulatory and tax changes to keep the firm compliant
• Handle other administrative tasks as needed to support team operations

APPLY NOW!!!

• Master’s degree in a quantitative field such as Mathematics, Statistics, Economics, Quantitative Finance, or similar
• At least 3 years of experience in financial quantitative research roles
• Strong programming skills in Python, C++, Java, MySQL, Matlab, R, and Latex
• Hands-on experience with machine learning tools like TensorFlow and PyTorch
• Experience developing NLP models for financial use

Kindly apply through ANY of the following methods:

• Submit your application by clicking the APPLY button;
• Email your resume to Job@anradus.com.sg. Please indicate #77900 on the email subject.

Anradus Application Policy: We value each application and ensure every resume is reviewed. Our process is efficient, typically concluding within 3 working days. If you do not receive communication from us within this timeframe, it's likely that your application has not been shortlisted by our client. In such cases, we recommend continuing your job search to maximize your opportunities.

Anradus Pte Ltd | EA License No. 20C0161 | Rachael Lee | EA Reg No.: R2093131

Company Overview

PEACEBIRD Fund Management is a specialist investment firm focused on high-performance swing trading. We are seeking a Quant-Hybrid Analyst to join our team. Unlike traditional quant roles that focus solely on "black box" models, you will work directly with the Portfolio Manager to refine and optimize a market-beating strategy rooted in trend following and asymmetric risk. You will be responsible for bridging the gap between historical data analysis and live market execution.

Core Responsibilities

• Factor Engineering: Research and develop momentum, technical, and fundamental factors using S&P Capital IQ and Python/Excel. Focus on "Synthetic RS" and acceleration metrics.
• System Optimization: Perform "Walk-Forward Analysis" on core setups to identify non-linear relationships and reduce "noise" in entry signals.
• Performance Auditing: Maintain a rigorous "Market Diary" of all trades; calculate MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion) to refine stop-loss placement and profit-taking logic.
• Risk Modeling: Develop and maintain volatility-adjusted position sizing models (ATR-based) to maintain a "Thin Risk" profile (Risk of Ruin < 0.5% per trade).
• Trade Execution: Execute trades in HK and US equity markets, ensuring minimal slippage and adherence to systematic entry triggers.
• Market Intelligence: Monitor global news, earnings catalysts, and regulatory shifts to identify potential industry group rotations.

Qualifications & Skills

• Domain Expertise: Deep familiarity with professional swing trading methodologies (e.g., VCP, CANSLIM, and Institutional Momentum).
• Technical Stack: Expert-level Excel (Nested logic, Lambda, Array formulas). Proficiency in Python (Pandas, Scikit-learn) or SQL is highly preferred for data manipulation.
• Quant Literacy: Absolute proficiency in calculating Expectancy, Profit Factor, and Sharpe/Sortino ratios without assistance.
• Education & Experience: Bachelor’s degree in a quantitative field (Finance, Math, CS). CFA/FRM is a plus. 1–3 years of active trading or research experience specifically in HK and US Markets.
• Communication: Fluent in Mandarin and English to effectively communicate with stakeholders and analyze regional market data.

The Ideal Candidate

You are a "Trader-Scientist." You understand that a backtest is only as good as its underlying logic. You possess the discipline to follow a system but the curiosity to use machine learning to find the "hidden edges" that others miss.

Key Responsibilities:

1. Si-based 3D DRAM:

1) Novel Metals & Interconnect Strategy:

• Lead the research and integration of advanced low-resistivity conductive materials for sub-10nm metal line and interconnect applications.
• Focus on materials screening, physical property optimization (e.g. thermal stability and work function engineering), process optimization, and HVM readiness evaluation and preparation.

2) Advanced Junction Formation:

• Define the process for ultra-scaled junction formation.
• Develop low-thermal-budget process and technology to achieve precise doping profiles and activation, ensuring optimal device performance in HAR 3D structures.
• Develop novel characterization technologies for precise junction profile measurements in complex 3D structures.

3) 3D Architecture & Silicide Integration:

• Overcome challenges in high aspect ratio structures.
• Develop robust n-type silicide processes for complex 3D geometries, ensuring low contact/barrier resistance, high step coverage, high thermal stability, and future scalability in deep trench/via applications.

2. DRAM with novel channel oxide materials:

• Development of novel DRAM array memory architecture.
• Research and development of novel DRAM transistor channel materials.
• Novel device design and performance optimization.
• Research and development of key processes and process integration technologies.
• Development of TEG design, peripheral circuit design, and structural/electrical testing solutions.
• Materials, process, and device simulation.

Required Qualifications:

1. Education: Master's degree or above (PhD preferred).
2. Major: Physics, material science & engineering, chemistry.
3. Other Requirements:

• 8+ years of DRAM memory development experience, including at least 5 years as architecture or key technology lead.
• Familiar with TLC/QLC/PLC multi-bit memory mechanisms and their challenges to read/write algorithms, ECC, and wear leveling.
• Excellent systems thinking and cross-domain integration capabilities, able to efficiently coordinate circuit, device, firmware, verification, testing, and product teams.
• Excellent technical documentation writing and technical decision-making communication skills.
• In-depth understanding of the ECC architecture (BCH/LDPC) and DRAM controller collaboration mechanism is preferred.
• Familiarity with the impact of reliability modeling under advanced processes (such as TDDB, HCI, RTN) on the architecture.
• Publication of DRAM-related papers at international conferences (such as ISSCC, VLSI, IMW) is a plus.