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Quantitative Researcher - Job Opportunity at AlphaGrep Securities

Singapore, Singapore
Full-time
Mid-level
Posted: June 2, 2025
On-site
SGD 120,000 - SGD 180,000 annually based on Singapore's competitive quantitative finance market, with potential for significant performance-based bonuses that can double total compensation for successful alpha generation.

Benefits

Premium gym membership with access to top-tier fitness facilities
Comprehensive health and wellness programs supporting work-life balance
Generous vacation package enabling proper rest and recovery
Well-stocked kitchen facilities providing convenience and nutrition support
Regular team building activities including yearly offsites and corporate sports teams
Flat organizational structure promoting direct access to leadership and accelerated decision-making

Key Responsibilities

Drive alpha generation through systematic identification, maintenance, and enhancement of market-making trading strategies that directly impact firm profitability
Conduct sophisticated statistical analysis of trading performance and financial time series data to optimize strategy effectiveness and risk-adjusted returns
Lead automation initiatives for trading strategies using data-driven approaches that scale operational efficiency
Architect and maintain complex financial models including comprehensive back-testing frameworks that validate strategy robustness
Partner strategically with technology teams to enhance electronic trading systems that execute millions in daily volume
Implement enterprise-wide risk management protocols ensuring capital preservation across diverse asset classes and global markets

Requirements

Education

Bachelors/Masters/PhD degree from Top tier institute

Experience

Experience with Data Analysis, Market Research and Data Modelling (a plus)

Required Skills

Data Analysis Market Research Data Modelling Software Development experience, preferably in C++, Python or R/Matlab The ability to manage multiple tasks in a fast-paced environment Strong communication skills A working knowledge of Linux/Unix Ability to manage risk and detailed knowledge of all risk procedures
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Sauge AI Market Intelligence

Industry Trends

The quantitative trading industry is experiencing unprecedented growth driven by increased market volatility and the democratization of financial markets, with proprietary trading firms expanding globally to capture alpha across multiple asset classes and time zones. Regulatory changes across major financial centers are driving demand for sophisticated risk management capabilities and transparent algorithmic trading systems, creating opportunities for firms with robust quantitative frameworks. The integration of alternative data sources including satellite imagery, social media sentiment, and real-time economic indicators is revolutionizing quantitative research methodologies and creating competitive advantages for early adopters. High-frequency trading and market making strategies are becoming increasingly sophisticated, requiring advanced mathematical models and ultra-low latency infrastructure to maintain profitability in competitive electronic markets.

Role Significance

Typically part of a 5-8 person quantitative research team within a larger 20-30 person Singapore office, with direct collaboration with technology teams and regular interaction with senior management on strategy performance.
This role represents a mid-to-senior level position with significant autonomy in strategy development and direct impact on firm profitability, requiring independent research capabilities while collaborating across multiple specialized teams.

Key Projects

Development of multi-asset class market making algorithms that optimize bid-ask spreads across global exchanges while managing inventory risk Implementation of machine learning models for predicting short-term price movements and optimizing trade execution timing Creation of comprehensive risk attribution frameworks that decompose portfolio performance across various risk factors and market regimes Design of real-time monitoring systems that detect market anomalies and automatically adjust trading parameters to preserve capital during volatile periods

Success Factors

Exceptional mathematical and statistical modeling capabilities combined with practical understanding of market microstructure and electronic trading systems implementation Strong programming proficiency in multiple languages with ability to optimize code for high-frequency trading environments where microseconds determine profitability Deep understanding of risk management principles and ability to balance alpha generation with capital preservation across diverse market conditions and asset classes Collaborative mindset enabling effective cross-functional work with technology teams while maintaining independent research capabilities and strategic thinking

Market Demand

Very high demand driven by the expansion of quantitative trading firms in Asia-Pacific markets and the critical shortage of professionals who combine advanced quantitative skills with practical trading system implementation experience.

Important Skills

Critical Skills

Advanced statistical modeling and time series analysis capabilities are essential for identifying persistent alpha factors in increasingly efficient markets, requiring deep understanding of econometric methods and their practical limitations in live trading environments. Software development proficiency particularly in C++ and Python is crucial for implementing high-performance trading systems where execution speed directly impacts profitability and competitive positioning in electronic markets. Risk management expertise forms the foundation of sustainable quantitative trading, requiring comprehensive understanding of portfolio theory, stress testing methodologies, and real-time risk monitoring systems that preserve capital during adverse market conditions.

Beneficial Skills

Machine learning and artificial intelligence techniques are becoming increasingly valuable for processing alternative data sources and identifying non-linear patterns in market behavior that traditional statistical methods may miss. Knowledge of market microstructure and electronic trading protocols provides significant advantages in optimizing execution algorithms and understanding the competitive dynamics of high-frequency trading environments. Cross-asset class expertise enables development of diversified strategies that can generate consistent returns across different market regimes while reducing overall portfolio volatility and correlation risks.

Unique Aspects

Opportunity to work with proprietary ultra-low latency trading systems that execute strategies across global exchanges with institutional-grade infrastructure and technology platforms
Direct exposure to both established Indian markets and expanding international presence, providing unique insights into diverse market structures and regulatory environments
Access to significant capital allocation for proven strategies, enabling researchers to see direct financial impact of their quantitative models and algorithmic innovations
Collaborative environment bridging pure research with practical implementation, offering exposure to the complete strategy lifecycle from conception to live trading execution

Career Growth

Career progression typically occurs within 2-4 years for high performers, with compensation growth significantly outpacing traditional finance roles due to direct contribution to trading profits and alpha generation.

Potential Next Roles

Senior Quantitative Researcher with team leadership responsibilities and strategy P&L ownership Portfolio Manager overseeing multiple trading strategies with significant capital allocation authority Head of Quantitative Research leading firm-wide research initiatives and strategy development Chief Investment Officer or Partner track positions with equity participation in firm performance

Company Overview

AlphaGrep Securities

AlphaGrep Securities stands as one of India's most prominent quantitative trading firms with over a decade of market experience, maintaining significant market share on Indian exchanges while expanding globally across multiple asset classes and geographic regions.

The firm occupies a leadership position in quantitative trading with substantial daily trading volumes and a proven track record of consistent alpha generation across various market cycles and asset classes.
The Singapore office represents a strategic expansion into Southeast Asian markets, providing access to regional exchanges while serving as a hub for the firm's international growth and diversification strategy.
The organization promotes a research-driven, collaborative environment where quantitative professionals work alongside experienced traders and technologists, with flat hierarchies enabling rapid innovation and direct impact on business outcomes.
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