140 Quantitative Analyst jobs in Singapore

Job Summary

We are seeking a motivated and detail-oriented Quantitative Analyst to run back-testing and optimize trading strategies. In this role, you will play a pivotal part in driving the development, evaluation, and continual refinement of quantitative trading strategies. Leveraging your expertise in back-testing frameworks and quantitative analysis, you'll rigorously test and optimize systematic models using historical and simulated market data. You will be collaborating with the CIO, researchers, and traders to interpret back-testing results, uncover performance drivers, and enhance strategy robustness. Your ability to dissect complex data, automate analytical processes, and communicate actionable insights will directly shape trading decisions and the evolution of our investment strategies. By maintaining rigorous documentation and adapting models to market dynamics, you'll ensure our strategies remain cutting-edge, transparent, and compliant within a fast-paced, data-driven environment.

Responsibilities:

• Design, develop, and implement back-testing frameworks to rigorously evaluate trading strategies using historical and simulated market data.
• Analyze and optimize quantitative strategies by identifying inefficiencies, refining parameters, and maximizing performance metrics (e.g., Sharpe ratio, drawdown).
• Collaborate closely with the CIO, traders, and researchers to interpret back-test results and translate findings into actionable improvements.
• Continuously monitor and refine models based on changing market conditions, feedback from live trading, and performance diagnostics.
• Document research methodologies, results, and assumptions thoroughly for transparency and regulatory compliance.
• Automate data pipelines to support high-throughput back-tests and large-scale parameter sweeps.
• Present analysis and optimization outcomes to both technical and non-technical stakeholders with clear visualizations and explanations.

Requirements:

• Advanced degree (Master's or PhD preferred) in Mathematics, Statistics, Engineering, Computer Science, Finance, or related field.
• Strong proficiency in Python, R, MATLAB, or C++; demonstrated experience with back-testing libraries and platforms (e.g., QuantLib, Zipline, Backtrader).
• Deep understanding of statistical analysis, probability theory, and time-series analysis relevant to financial markets.
• Hands-on experience designing, back-testing, and optimizing trading models (preferably in equities, FX, commodities, or derivatives).
• Ability to assess model performance using relevant quantitative metrics; skilled in scenario analysis and parameter optimization.
• Familiarity with a variety of trading strategies (e.g., mean-reversion, momentum, arbitrage) and their risk exposures.
• Effective at documenting and presenting complex analytical work to diverse audiences.
• Exposure to high-frequency trading environments, data management tools, and cloud-based compute resources.

Your role:

Do you like to be involved in quantitative projects with high impact on the Global Markets business? Are you an innovative thinker who enjoys building tools? We're looking for someone like that who can:

• develop and extend functionality within analytics libraries to cater for business and regulatory requirements

• work closely with colleagues across multiple locations to develop solutions to enhance FX derivatives risk management and P&L reporting

• have frequent interaction with trading, control functions and IT to provide support on modeling and quantitative matters

Your team:

You'll be working in the FX Risk & Trading quantitative (FX Quant) team based in Singapore. The FX Quant team is part of Global Quantitative Analytics (QA) team which is the Front Office group responsible for the development and maintenance of models used for the valuation and risk management of our trading positions in interest rate, FX, equities, credit and hybrid derivatives. The team works closely with multiple internal clients including trading, IT and control functions, as well as the central infrastructure team.

Your expertise:

• strong academic background in a quantitative field (mathematics, physics, engineering, etc)

• proficiency in programming (especially C++ or Python) an advantage

• an understanding of financing products and markets

• knowledge of quantitative finance, derivative pricing and/or machine learning techniques

• ability to communicate complex ideas in a fluent and articulate manner

This is a unique opportunity for an experienced Quant Researcher to join our team and contribute to the development of advanced quantitative and machine learning strategies.

• Develop and apply complex technical strategies using quantitative and machine learning methods to meet business goals and drive revenue growth.
• Collaborate closely with the CEO and technical team to design, build, and implement system architectures that are secure, scalable, and high-performance.
• Provide expert advice on quantitative analysis and algorithm design to support the development of innovative products and services.
• Design and develop data-driven solutions to improve portfolio risk and performance through quantitative analysis and macroeconomic modelling.
• Manage relationships with technology vendors and service providers to ensure timely delivery of projects and maintenance of systems.
• Carry out in-depth research to create trade ideas using quantitative models and macroeconomic analysis, and provide regular market reports and forecasts to management and stakeholders.
• Assess and improve portfolio risk and performance through quantitative analysis, and prepare detailed portfolio performance reports for management and stakeholders.
• Review NAV reports and submit monthly trade files, ensuring they are accurate and compliant, and 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, and 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, and provide updates on regulatory and tax changes to keep the firm compliant.
• Perform other administrative tasks as needed to support team operations and ensure smooth day-to-day functioning.

Quantitative Analysis Position

This is a unique opportunity for an experienced Quant Researcher to join our team and contribute to the development of advanced quantitative and machine learning strategies.

Key Responsibilities:

• Develop and apply complex technical strategies using quantitative and machine learning methods to meet business goals and drive revenue growth.
• Collaborate closely with the CEO and technical team to design, build, and implement system architectures that are secure, scalable, and high-performance.
• Provide expert advice on quantitative analysis and algorithm design to support the development of innovative products and services.
• Design and develop data-driven solutions to improve portfolio risk and performance through quantitative analysis and macroeconomic modelling.
• Manage relationships with technology vendors and service providers to ensure timely delivery of projects and maintenance of systems.
• Carry out in-depth research to create trade ideas using quantitative models and macroeconomic analysis, and provide regular market reports and forecasts to management and stakeholders.
• Assess and improve portfolio risk and performance through quantitative analysis, and prepare detailed portfolio performance reports for management and stakeholders.
• Review NAV reports and submit monthly trade files, ensuring they are accurate and compliant, and 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, and 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, and provide updates on regulatory and tax changes to keep the firm compliant.
• Perform other administrative tasks as needed to support team operations and ensure smooth day-to-day functioning.

Job Summary

We are seeking a motivated and detail-oriented Quantitative Analyst to run back-testing and optimize trading strategies. In this role, you will play a pivotal part in driving the development, evaluation, and continual refinement of quantitative trading strategies. Leveraging your expertise in back-testing frameworks and quantitative analysis, you'll rigorously test and optimize systematic models using historical and simulated market data. You will be collaborating with the CIO, researchers, and traders to interpret back-testing results, uncover performance drivers, and enhance strategy robustness. Your ability to dissect complex data, automate analytical processes, and communicate actionable insights will directly shape trading decisions and the evolution of our investment strategies. By maintaining rigorous documentation and adapting models to market dynamics, you'll ensure our strategies remain cutting-edge, transparent, and compliant within a fast-paced, data-driven environment.

Responsibilities:

• Design, develop, and implement back-testing frameworks to rigorously evaluate trading strategies using historical and simulated market data.
• Analyze and optimize quantitative strategies by identifying inefficiencies, refining parameters, and maximizing performance metrics (e.g., Sharpe ratio, drawdown).
• Collaborate closely with the CIO, traders, and researchers to interpret back-test results and translate findings into actionable improvements.
• Continuously monitor and refine models based on changing market conditions, feedback from live trading, and performance diagnostics.
• Document research methodologies, results, and assumptions thoroughly for transparency and regulatory compliance.
• Automate data pipelines to support high-throughput back-tests and large-scale parameter sweeps.
• Present analysis and optimization outcomes to both technical and non-technical stakeholders with clear visualizations and explanations.

Requirements:

• Advanced degree (Master's or PhD preferred) in Mathematics, Statistics, Engineering, Computer Science, Finance, or related field.
• Strong proficiency in Python, R, MATLAB, or C++; demonstrated experience with back-testing libraries and platforms (e.g., QuantLib, Zipline, Backtrader).
• Deep understanding of statistical analysis, probability theory, and time-series analysis relevant to financial markets.
• Hands-on experience designing, back-testing, and optimizing trading models (preferably in equities, FX, commodities, or derivatives).
• Ability to assess model performance using relevant quantitative metrics; skilled in scenario analysis and parameter optimization.
• Familiarity with a variety of trading strategies (e.g., mean-reversion, momentum, arbitrage) and their risk exposures.
• Effective at documenting and presenting complex analytical work to diverse audiences.
• Exposure to high-frequency trading environments, data management tools, and cloud-based compute resources.

We are seeking a highly skilled and experienced Quantitative Researcher. The ideal candidate will have a Master's degree in a quantitative field and at least 3 years of experience in financial quantitative research roles.

Job Description:

The Quantitative Researcher will be responsible for developing and applying technical strategies using quantitative and machine learning methods to meet business goals. They will work with the CEO and technical team to drive research projects and improve systems.

• Develop and apply technical strategies using quantitative and machine learning methods
• 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
• 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
• 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
• Find and apply for government grants and loans to support research activities
• Provide updates on regulatory and tax changes to keep the firm compliant

Key Responsibilities:

Required Skills and Qualifications:

A Master's degree in a quantitative field and at least 3 years of experience in financial quantitative research roles.

Benefits:

Competitive salary and benefits package.

Others:

Opportunity to work with a dynamic and experienced team.

Job Opportunity

We are seeking a highly skilled Data Scientist to join our organization.

The ideal candidate will possess a strong background in software development, with expertise in developing statistical models, machine learning algorithms, and predictive analytics solutions to address business challenges.

The role of Quantitative Analyst AVP Treasury and Liquidity Risk at Barclays involves designing, developing, implementing, and supporting mathematical, statistical, and machine learning models and analytics used in business decision-making. As part of your responsibilities, you will design analytics and modelling solutions for complex business problems, collaborate with technology to specify dependencies required for analytical solutions, develop high performing and documented analytics solutions, and implement them accurately in software. You will also provide ongoing support for the effectiveness of analytics and modelling solutions to users while ensuring conformance to Barclays Enterprise Risk Management Policies.As an Assistant Vice President, you are expected to advise and influence decision making, contribute to policy development, and take responsibility for operational effectiveness. You will lead a team, set objectives, coach employees, and appraise performance. If the position includes leadership responsibilities, you are expected to demonstrate leadership behaviours such as listening, inspiring, aligning across the enterprise, and developing others. In case of individual contribution, you will lead collaborative assignments, guide team members, and identify new directions for projects.Your role will involve consulting on complex issues, mitigating risks, developing new policies/procedures, and managing risk and controls related to your work. You will collaborate with other areas of work, engage in complex analysis of data, and communicate complex information effectively. Additionally, you will be expected to demonstrate Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, along with the Barclays Mindset of Empower, Challenge, and Drive.To be successful in this role, you should have experience with treasury models, risk finance, and quant modelling. Knowledge of Treasury Risk, Liquidity Modelling, Hedge accounting, ICAAP VAR Model, PRA110 liquidity reporting, and Model Implementation is essential. Hands-on coding experience, preferably in Python, C/C++, and experience in Model Development, Validation, and Implementation is also required.The job location for this role is Mumbai. Join Barclays as a Quantitative Analyst AVP Treasury and Liquidity Risk to spearhead the evolution of the digital landscape, drive innovation, and revolutionize the digital offerings for unparalleled customer experiences.,

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