124 Quantitative Analysis jobs in Singapore

We are seeking a highly skilled Quantitative Researcher to join our team. As a key member of the organization, you will be responsible for developing and applying technical strategies using quantitative and machine learning methods to meet business goals.

The ideal candidate will have a strong background in a quantitative field such as Mathematics, Statistics, Economics, or Quantitative Finance, with at least 3 years of experience in financial quantitative research roles. They will also possess hands-on experience with machine learning tools like TensorFlow and PyTorch, as well as expertise in developing NLP models for financial use.

In this role, you will work closely with the CEO and technical team to drive research projects and improve systems. You will provide expert advice on quantitative analysis and algorithm design, and lead the development and back-testing of quantitative and fundamental strategies. Additionally, you will work with team members to develop and improve AI tools for market prediction and portfolio optimization.

The successful candidate will have a Master's degree in a quantitative field, and excellent programming skills in languages such as Python, C++, Java, MySQL, Matlab, R, and Latex. They will also be able to communicate complex ideas effectively and work collaboratively in a team environment.

Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

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Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

The Role

The Sustainable and Green Finance Institute (SGFIN) is a new university-level research institute in the National University of Singapore (NUS), jointly supported by the Monetary Authority of Singapore (MAS) and NUS. SGFIN aims to develop deep research capabilities in sustainable and green finance, provide thought leadership, and shape sustainability outcomes across the financial sector and economy.

This role is suitable for those interested in academic or industry research in finance, especially in quantitative analysis. Responsibilities include designing and developing smart databases of unstructured and non-traditional information related to corporate environmental and social impacts.

There are no teaching obligations, and the candidate can develop their research portfolio.

Duties and Responsibilities:

• Design research projects in collaboration with institute directors and research affiliates.
• Manage and deliver research projects within deadlines and budgets, ensuring quality and targets are met.
• Identify resources and prepare high-level project plans.
• Develop data collection and storage frameworks.
• Collect data from various sources and perform quantitative analyses, including textual and graphical analysis.
• Develop accessible databases for internal and external use.
• Monitor project progress and ensure smooth completion.
• Manage stakeholder collaborations, providing progress updates and deliverables.
• Prepare results for industry communications, presentations, and academic publications.
• For Research Fellow: guide and supervise research staff.
• Support SGFIN activities and objectives.

Requirements:

• Degree in computing, information systems, economics, finance, or related fields; bachelor's required, master's preferred, PhD for Research Fellow.
• Understanding of financial sector, markets, and corporate financial statements preferred.
• Strong knowledge in quantitative analysis and programming, including textual and graphical analysis.
• Experience in database design and management preferred.
• Proactive problem-solving, good time management, and project management skills.
• Ability to handle multiple projects, adapt to change, and work collaboratively.
• Excellent communication and interpersonal skills, with leadership qualities.

• Seniority level: Not Applicable
• Employment type: Full-time
• Job function: Research, Analyst, and IT
• Industries: Higher Education, Education Administration, Strategic Management

Referrals increase your chances of interviewing at NUS by 2x. Get notified about new Research Analyst jobs in Singapore.

Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis

Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis

1 hour ago Be among the first 25 applicants

Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

The Role

The Sustainable and Green Finance Institute (SGFIN) is a new university-level research institute in the National University of Singapore (NUS), jointly supported by the Monetary Authority of Singapore (MAS) and NUS. SGFIN aims to develop deep research capabilities in sustainable and green finance, provide thought leadership, and shape sustainability outcomes across the financial sector and economy.

This role is suitable for those interested in academic or industry research in finance, especially in quantitative analysis. Responsibilities include designing and developing smart databases of unstructured and non-traditional information related to corporate environmental and social impacts.

There are no teaching obligations, and the candidate can develop their research portfolio.

Duties and Responsibilities:

• Design research projects in collaboration with institute directors and research affiliates.
• Manage and deliver research projects within deadlines and budgets, ensuring quality and targets are met.
• Identify resources and prepare high-level project plans.
• Develop data collection and storage frameworks.
• Collect data from various sources and perform quantitative analyses, including textual and graphical analysis.
• Develop accessible databases for internal and external use.
• Monitor project progress and ensure smooth completion.
• Manage stakeholder collaborations, providing progress updates and deliverables.
• Prepare results for industry communications, presentations, and academic publications.
• For Research Fellow: guide and supervise research staff.
• Support SGFIN activities and objectives.

Requirements:

• Degree in computing, information systems, economics, finance, or related fields; bachelor's required, master's preferred, PhD for Research Fellow.
• Understanding of financial sector, markets, and corporate financial statements preferred.
• Strong knowledge in quantitative analysis and programming, including textual and graphical analysis.
• Experience in database design and management preferred.
• Proactive problem-solving, good time management, and project management skills.
• Ability to handle multiple projects, adapt to change, and work collaboratively.
• Excellent communication and interpersonal skills, with leadership qualities.

Additional Details

• Seniority level: Not Applicable
• Employment type: Full-time
• Job function: Research, Analyst, and IT
• Industries: Higher Education, Education Administration, Strategic Management

Referrals increase your chances of interviewing at NUS by 2x. Get notified about new Research Analyst jobs in Singapore.

Southern Ridges Capital is an investment firm managing fixed income, currency assets, and derivatives by employing discretionary macro and relative value investment strategies.

We believe in cultivating a strong, collaborative culture where people are empowered to learn, grow, and do their best work. We are committed to mentoring early-career professionals and giving them the tools, exposure, and guidance to succeed in a dynamic and intellectually challenging environment.

What You'll Do

As a Quantitative Research Analyst, you'll work closely with our investment team to develop insights and tools that directly support real-time investment decisions. This is a hands-on, learning-intensive role ideal for someone curious about financial markets and passionate about applying data-driven methods to solve complex problems.

Your key responsibilities will include:

• Conduct research and analyses on market and economic data
• Work with large data sets to identify, predict, and test market patterns
• Back-test and implement trading models and signals in a live trading environment
• Develop robust trading, risk analytics, and stress-testing frameworks/models
• Improve existing models, and translate algorithms into production-ready code
• Contribute to internal platform that present analytics developments in an accessible format

What You'll Gain

• Hands-on Experience: Exposure to live trading environments and real-world investment problems from day one
• Mentorship & Learning: Work closely with seasoned professionals who will support your growth through feedback and collaboration
• Professional Development: Build skills in coding, data analysis, and financial market research
• Impact: See your work contribute directly to the investment process and help drive results

Who We're Looking For

Technical Skills

• A minimum degree with a major in data science, statistics, mathematics, physics, engineering, operational research, or a related field
• Proficient in Python and/or R
• A strong foundation in statistics, quantitative analysis, or data modeling

Helpful Experience

• Exposure to macroeconomic or financial data tools like Bloomberg, CEIC, Haver, or Macrobond
• Interest in financial markets and macroeconomic trends
• Basic understanding of options, derivatives, or econometrics

Soft Skills

• A curious, analytical mindset and eagerness to learn
• Strong attention to detail and problem-solving skills
• Clear communication and willingness to ask questions
• A team player who thrives in a collaborative and respectful environment

Why Join Us

At Southern Ridges Capital, you will work closely with the investment team, and you will have the opportunity to contribute to real investment decisions and view your impact. You will gain a wider experience and better understanding of the investment world working in a smaller and more collaborative setup like ours.

Analyst, Quantitative Research & Trading
Join to apply for the
Analyst, Quantitative Research & Trading
role at
AlphaGrep
Analyst, Quantitative Research & Trading
Join to apply for the
Analyst, Quantitative Research & Trading
role at
AlphaGrep
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AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.
AlphaGrep is seeking a talented Quantitative Researcher to join our trading team, which specializes in executing lightning-fast algorithmic strategies based on patterns in market behavior. As a Quantitative Researcher, you will leverage your computer science, mathematical, and analytical skills to develop complex and agile code that drives our business and enhances the efficiency of global financial markets.
Key Responsibilities
Strategy Development: Identify, maintain, and enhance trading strategies and business opportunities for our market-making algorithmic trading teams.
Performance Analysis: Analyze trading performance and financial time series data using fundamental statistical theories to uncover trends and optimize strategies.
Automation: Use a systematic, data-driven approach to automate trading strategies, ensuring they are efficient and responsive to market changes.
Financial Modeling: Construct, back-test, maintain, and improve financial models to support trading activities.
Collaboration: Work cross-functionally with the technology team to understand, maintain, and enhance our electronic trading systems.
Risk Management: Manage risk effectively, with detailed knowledge of risk procedures and the ability to adapt to changing market conditions.
Qualifications
Bachelor's, Master's, or Ph.D. degree from a top-tier institute, preferably in Computer Science, Mathematics, Engineering, or a related field.
Experience with data analysis, market research, and data modeling is a plus.
Strong software development experience, preferably in C++, Python, or R/Matlab.
Working knowledge of Linux/Unix systems.
Exceptional problem-solving skills with the ability to apply mathematical and statistical techniques to real-world financial data.
Ability to manage multiple tasks effectively in a fast-paced, high-pressure environment.
Strong communication skills with the ability to work collaboratively in a cross-functional team setting.
Interest in Financial Markets: A keen interest in financial markets and algorithmic trading, with a desire to contribute to the evolution of market efficiency.
Why Join AlphaGrep?
Be part of a dynamic team that is at the forefront of algorithmic trading across multiple markets worldwide.
Collaborate with some of the brightest minds in the industry, working on challenging projects that directly impact global financial markets.
Enjoy a culture of continuous learning, innovation, and growth, where your contributions make a tangible difference.
If you are passionate about quantitative research, eager to tackle complex challenges, and ready to make an impact in the world of algorithmic trading, we encourage you to apply!
Apply Now to join AlphaGrep as a Quantitative Researcher and help shape the future of global financial markets.
Seniority level
Seniority level Entry level
Employment type
Employment type Full-time
Job function
Job function Research, Analyst, and Information Technology
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Analyst, Quantitative Research & Trading
AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.
AlphaGrep is seeking a talented Quantitative Researcher to join our trading team, which specializes in executing lightning-fast algorithmic strategies based on patterns in market behavior. As a Quantitative Researcher, you will leverage your computer science, mathematical, and analytical skills to develop complex and agile code that drives our business and enhances the efficiency of global financial markets.
Key Responsibilities
Strategy Development: Identify, maintain, and enhance trading strategies and business opportunities for our market-making algorithmic trading teams.
Performance Analysis: Analyze trading performance and financial time series data using fundamental statistical theories to uncover trends and optimize strategies.
Automation: Use a systematic, data-driven approach to automate trading strategies, ensuring they are efficient and responsive to market changes.
Financial Modeling: Construct, back-test, maintain, and improve financial models to support trading activities.
Collaboration: Work cross-functionally with the technology team to understand, maintain, and enhance our electronic trading systems.
Risk Management: Manage risk effectively, with detailed knowledge of risk procedures and the ability to adapt to changing market conditions.
Qualifications
Bachelor's, Master's, or Ph.D. degree from a top-tier institute, preferably in Computer Science, Mathematics, Engineering, or a related field.
Experience with data analysis, market research, and data modeling is a plus.
Strong software development experience, preferably in C++, Python, or R/Matlab.
Working knowledge of Linux/Unix systems.
Exceptional problem-solving skills with the ability to apply mathematical and statistical techniques to real-world financial data.
Ability to manage multiple tasks effectively in a fast-paced, high-pressure environment.
Strong communication skills with the ability to work collaboratively in a cross-functional team setting.
Interest in Financial Markets: A keen interest in financial markets and algorithmic trading, with a desire to contribute to the evolution of market efficiency.
Why Join AlphaGrep?
Be part of a dynamic team that is at the forefront of algorithmic trading across multiple markets worldwide.
Collaborate with some of the brightest minds in the industry, working on challenging projects that directly impact global financial markets.
Enjoy a culture of continuous learning, innovation, and growth, where your contributions make a tangible difference.
If you are passionate about quantitative research, eager to tackle complex challenges, and ready to make an impact in the world of algorithmic trading, we encourage you to apply!
Apply Now to join AlphaGrep as a Quantitative Researcher and help shape the future of global financial markets.
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Are you seeking an exciting opportunity to become part of a dynamic and expanding team in a fast-paced and challenging setting This unique chance allows you to collaborate with the Business team to offer a comprehensive viewpoint. Join our energetic team in Mumbai/Bengaluru for an exhilarating role in a fast-paced atmosphere. As an experienced quant professional, you will collaborate with the Business team to provide insights across various roles such as derivative quant and electronic trading quant. Your responsibilities will involve working closely with trading desks, product managers, and technology teams to develop analytical tools and ensure compliance with regulations. Benefit from extensive training and exceptional growth prospects to advance your career. If you are enthusiastic and prepared to make a difference, we welcome you to join our team.As a Quantitative Research Associate/Vice President in the QR team, you will partner with the Business team to offer a comprehensive view, develop and maintain sophisticated mathematical models, and collaborate with trading desks, product managers, and technology teams to create analytical tools and quantitative trading models. Additionally, you will collaborate with control functions to ensure compliance with regulatory requirements while gaining from on-the-job training and growth opportunities.If you possess a passion for the field, curiosity, and a desire to have an impact, we are interested in having you on board.**Job Responsibilities:**- Develop and maintain sophisticated mathematical models to value and hedge financial transactions, ranging from vanilla flow products to complex derivative deals.- Enhance the performance of algorithmic trading strategies and advocate advanced electronic solutions to clients globally.- Collaborate with risk functions to devise models for market and credit risks that the bank is exposed to across various lines of business.- Construct cutting-edge methodologies and infrastructure to implement models in production.**Required qualifications, capabilities, and skills:**- Possess a degree in engineering, financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields.- Strong quantitative, analytical, and problem-solving skills.- Proficiency in calculus, linear algebra, probability, and statistics.- Proficient in at least one object-oriented programming language like C++ or Java, and adept at Python.- Knowledge of data structures and algorithms.- Ability to work both independently and in a team environment.- Strategic and creative thinking when confronted with challenges and opportunities.- Excellent communication skills, both verbal and written, to effectively engage and influence partners and stakeholders.**Preferred qualifications, capabilities, and skills:**- Markets experience and familiarity with general trading concepts and terminology.- Understanding of various financial products and asset classes like Fixed Income, Credit, Commodities, Equities.- Background in computer algorithms, Python, and specialization (or significant coursework) in low-level systems (operating systems, compilers, GPUs, etc.).- Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing would be advantageous.,

• Recruiter Details Chase- Candidate Experience page
• Job Tags python, machine learning, data structures, java, algorithms

• Quantitative Research Associate/Vice President

Sign-in & Get noticed by top recruiters and get hired fast

Quantitative Research Associate/Vice President Are you seeking an exciting opportunity to become part of a dynamic and expanding team in a fast-paced and challenging setting This unique chance allows you to collaborate with the Business team to offer a comprehensive viewpoint. Join our energetic team in Mumbai/Bengaluru for an exhilarating role in a fast-paced atmosphere. As an experienced quant professional, you will collaborate with the Business team to provide insights across various roles such as derivative quant and electronic trading quant. Your responsibilities will involve working closely with trading desks, product managers, and technology teams to develop analytical tools and ensure compliance with regulations. Benefit from extensive training and exceptional growth prospects to advance your career. If you are enthusiastic and prepared to make a difference, we welcome you to join our team.As a Quantitative Research Associate/Vice President in the QR team, you will partner with the Business team to offer a comprehensive view, develop and maintain sophisticated mathematical models, and collaborate with trading desks, product managers, and technology teams to create analytical tools and quantitative trading models. Additionally, you will collaborate with control functions to ensure compliance with regulatory requirements while gaining from on-the-job training and growth opportunities.If you possess a passion for the field, curiosity, and a desire to have an impact, we are interested in having you on board.**Job Responsibilities:**- Develop and maintain sophisticated mathematical models to value and hedge financial transactions, ranging from vanilla flow products to complex derivative deals.- Enhance the performance of algorithmic trading strategies and advocate advanced electronic solutions to clients globally.- Collaborate with risk functions to devise models for market and credit risks that the bank is exposed to across various lines of business.- Construct cutting-edge methodologies and infrastructure to implement models in production.**Required qualifications, capabilities, and skills:**- Possess a degree in engineering, financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields.- Strong quantitative, analytical, and problem-solving skills.- Proficiency in calculus, linear algebra, probability, and statistics.- Proficient in at least one object-oriented programming language like C++ or Java, and adept at Python.- Knowledge of data structures and algorithms.- Ability to work both independently and in a team environment.- Strategic and creative thinking when confronted with challenges and opportunities.- Excellent communication skills, both verbal and written, to effectively engage and influence partners and stakeholders.**Preferred qualifications, capabilities, and skills:**- Markets experience and familiarity with general trading concepts and terminology.- Understanding of various financial products and asset classes like Fixed Income, Credit, Commodities, Equities.- Background in computer algorithms, Python, and specialization (or significant coursework) in low-level systems (operating systems, compilers, GPUs, etc.).- Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing would be advantageous.,

• Recruiter Details Chase- Candidate Experience page
• Job Tags python, machine learning, data structures, java, algorithms

• Quantitative Research Associate/Vice President

Sign-in & Get noticed by top recruiters and get hired fast

Quantitative Research Associate/Vice President
Are you seeking an exciting opportunity to become part of a dynamic and expanding team in a fast-paced and challenging setting This unique chance allows you to collaborate with the Business team to offer a comprehensive viewpoint. Join our energetic team in Mumbai/Bengaluru for an exhilarating role in a fast-paced atmosphere. As an experienced quant professional, you will collaborate with the Business team to provide insights across various roles such as derivative quant and electronic trading quant. Your responsibilities will involve working closely with trading desks, product managers, and technology teams to develop analytical tools and ensure compliance with regulations. Benefit from extensive training and exceptional growth prospects to advance your career. If you are enthusiastic and prepared to make a difference, we welcome you to join our team.As a Quantitative Research Associate/Vice President in the QR team, you will partner with the Business team to offer a comprehensive view, develop and maintain sophisticated mathematical models, and collaborate with trading desks, product managers, and technology teams to create analytical tools and quantitative trading models. Additionally, you will collaborate with control functions to ensure compliance with regulatory requirements while gaining from on-the-job training and growth opportunities.If you possess a passion for the field, curiosity, and a desire to have an impact, we are interested in having you on board.**Job Responsibilities:**- Develop and maintain sophisticated mathematical models to value and hedge financial transactions, ranging from vanilla flow products to complex derivative deals.- Enhance the performance of algorithmic trading strategies and advocate advanced electronic solutions to clients globally.- Collaborate with risk functions to devise models for market and credit risks that the bank is exposed to across various lines of business.- Construct cutting-edge methodologies and infrastructure to implement models in production.**Required qualifications, capabilities, and skills:**- Possess a degree in engineering, financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields.- Strong quantitative, analytical, and problem-solving skills.- Proficiency in calculus, linear algebra, probability, and statistics.- Proficient in at least one object-oriented programming language like C++ or Java, and adept at Python.- Knowledge of data structures and algorithms.- Ability to work both independently and in a team environment.- Strategic and creative thinking when confronted with challenges and opportunities.- Excellent communication skills, both verbal and written, to effectively engage and influence partners and stakeholders.**Preferred qualifications, capabilities, and skills:**- Markets experience and familiarity with general trading concepts and terminology.- Understanding of various financial products and asset classes like Fixed Income, Credit, Commodities, Equities.- Background in computer algorithms, Python, and specialization (or significant coursework) in low-level systems (operating systems, compilers, GPUs, etc.).- Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing would be advantageous.,
Recruiter Details
Chase- Candidate Experience page
Job Tags
python, machine learning, data structures, java, algorithms
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Quantitative Research Associate/Vice President
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