The Company
This technology-driven trading firm, with a major presence in Singapore, New York, and Hong Kong, manages close to USD 3 billion in assets. Founded by an elite group of graduates from Stanford, CMU, and Tsinghua, the organization merges advanced mathematics with cutting-edge AI to drive automated investment strategies. They operate a "zero-legacy" technical environment, focusing on continuous optimization of machine learning algorithms to deliver sustainable returns in global equity markets.
The Role
As a Quantitative Researcher, you will lead the discovery and modeling of short-horizon statistical signals across massive equity universes. You will leverage high-frequency tick-level and order book data to identify transient inefficiencies and arbitrage opportunities. This is a high-impact role within a dedicated Alpha team, focusing on the end-to-end research lifecycle from signal discovery to production deployment.
Requirements
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Open to candidates at both junior and senior levels with experience in alpha research or quantitative signal development., specifically within intraday or short-horizon equity strategies.
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Deep expertise in market microstructure, order flow dynamics, and execution-related features.
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Strong programming skills in Python or C++, with fluency in handling large-scale, high-frequency datasets.
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Proven experience in cross-sectional modeling and statistical arbitrage frameworks across global equities.
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Advanced degree (MS/PhD) in a quantitative field such as Mathematics, Physics, Statistics, or Computer Science.
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Knowledge of execution-aware signal design, including slippage modeling and alpha decay analysis.
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Track record of developing successful signal ideas that have contributed to live PnL.
Why Join?
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Elite Research Environment: Work alongside top-tier talent from the world's leading academic and technical institutions.
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Cutting-Edge Technology: Access a modern, cloud-native infrastructure optimized for high-frequency AI research without technical debt.
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Pure Research Focus: Focus on predictive modeling and alpha discovery while collaborating with specialized engineering and trading teams for deployment.
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Global Market Exposure: Develop and deploy strategies across diverse global equity markets, including the US, APAC, and EMEA.
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Flat & Agile Culture: Benefit from a collaborative, meritocratic environment that values rapid execution and technical excellence.
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Significant Growth: Join a rapidly expanding firm that is scaling its footprint and assets under management globally.
Stay connected with me about latest opportunities and updates on LinkedIn: https://www.linkedin.com/in/wyatt-yeung/
