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Quantitative Researcher - Job Opportunity at PEACEBIRD MANAGEMENT PTE. LTD.

Singapore, SG
Full-time
Mid-level
Posted: August 17, 2025
On-site
SGD 4,500 - 6,500 per month

Benefits

Professional development assistance with structured pathways for career advancement in quantitative finance
Competitive compensation package within Singapore's financial services market
Collaborative environment with accomplished professionals in systematic trading strategies

Key Responsibilities

Drive strategic alpha generation through sophisticated quantitative analysis to identify and capitalize on market inefficiencies across equity markets, directly impacting fund performance and competitive positioning
Lead collaborative research initiatives with Portfolio Management to develop and refine AI-driven quantitative investment strategies that enhance systematic trading capabilities
Optimize and enhance existing trading strategies through continuous evaluation and process improvement, maximizing operational efficiency and profitability margins
Execute precision-focused equity trades while maintaining adherence to systematic strategies and adapting to dynamic market conditions in real-time
Leverage advanced trading platforms and quantitative tools to ensure efficient order management and minimize market impact costs
Manage portfolio optimization processes to achieve target risk-adjusted returns while maintaining strict adherence to risk parameters
Monitor and analyze market developments, regulatory changes, and news flow to inform strategic trading decisions and portfolio adjustments
Maintain comprehensive documentation and trading records to ensure regulatory compliance and support performance attribution analysis

Requirements

Education

Bachelor's degree in Finance, Computer Science, or a related quantitative field. Advanced degrees (Master's, PhD) or relevant professional certifications (e.g., CFA) are advantageous.

Experience

Minimum of 2-3 years of direct trading experience in both HK and US equity markets

Required Skills

Proficiency in utilizing industry-standard financial data platforms and trading systems, including Bloomberg, CapitalIQ, TradingView, and Interactive Brokers Fluency in Mandarin Chinese, both written and spoken, to facilitate effective communication with Mandarin-speaking counterparts Strong understanding of risk management principles and a proven ability to implement and adhere to risk control measures Proficiency in Python programming, with prior experience in developing trading algorithms or leveraging data analysis libraries

Certifications

CFA certification advantageous
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Sauge AI Market Intelligence

Industry Trends

The quantitative trading industry is experiencing rapid evolution with increased integration of artificial intelligence and machine learning techniques, particularly in systematic equity strategies where firms are leveraging alternative datasets and advanced statistical models to generate alpha in increasingly efficient markets. Cross-border trading capabilities, especially between Asian and US markets, have become increasingly valuable as institutional investors seek diversification and capitalize on time-zone arbitrage opportunities, making bilingual professionals with multi-market experience highly sought after. Regulatory frameworks across major financial centers are tightening, requiring quantitative trading operations to maintain more sophisticated risk management systems and documentation standards, particularly for firms operating across multiple jurisdictions like Hong Kong, US, and Singapore markets.

Salary Evaluation

The offered salary range of SGD 4,500-6,500 monthly (approximately USD 54,000-78,000 annually) appears below market rate for Singapore's quantitative finance sector, where similar roles typically command SGD 8,000-15,000 monthly. This suggests either a junior-focused position, potential for significant performance bonuses, or the company may be targeting candidates seeking entry into systematic trading with growth potential.

Role Significance

Typical quantitative trading teams at boutique asset management firms like this operate with 3-8 professionals, where this role would likely collaborate closely with 1-2 portfolio managers, potentially 1-2 other researchers, and interface with operations and risk management functions.
This represents a mid-level quantitative researcher position with significant hands-on trading responsibilities, reporting directly to Portfolio Management, indicating meaningful autonomy in strategy development and execution while maintaining oversight for risk management and strategic direction.

Key Projects

Development and backtesting of systematic equity trading strategies incorporating alternative datasets and AI-driven signal generation Implementation of cross-market arbitrage strategies leveraging time-zone differences between Asian and US equity markets Risk management system optimization and portfolio construction methodology enhancement to improve risk-adjusted returns while maintaining regulatory compliance

Success Factors

Ability to bridge quantitative analysis with practical trading execution, requiring both theoretical understanding of statistical models and practical experience with market microstructure and execution costs Strong collaboration skills to work effectively with Portfolio Management in translating research insights into actionable trading strategies while maintaining clear communication across different functional areas Adaptability to rapidly changing market conditions and regulatory requirements, particularly in managing multi-jurisdictional compliance and risk management standards across Hong Kong, US, and Singapore markets Technical proficiency in both financial engineering and software development, enabling independent development of trading algorithms and data analysis tools while maintaining code quality and documentation standards

Market Demand

High demand exists for quantitative researchers with multi-market trading experience, particularly those with Python programming skills and Mandarin language capabilities, as Asian hedge funds and asset management firms expand their systematic trading operations and seek professionals who can bridge Eastern and Western market expertise.

Important Skills

Critical Skills

Python programming proficiency is essential as the primary tool for quantitative analysis, backtesting, and algorithm development in modern systematic trading operations, with firms increasingly requiring researchers to independently develop and maintain their analytical tools Multi-market trading experience in Hong Kong and US equities provides crucial understanding of different market microstructures, regulatory requirements, and execution challenges, making professionals more valuable in increasingly globalized trading operations Risk management expertise is fundamental for maintaining portfolio stability and regulatory compliance, particularly important for firms operating across multiple jurisdictions with varying risk management requirements

Beneficial Skills

Machine learning and artificial intelligence skills beyond basic Python programming, including experience with frameworks like TensorFlow or PyTorch, would enhance ability to contribute to AI-driven strategy development Additional programming languages such as R for statistical analysis or C++ for high-frequency trading applications would increase versatility and potential for more technical roles Knowledge of additional Asian markets beyond Hong Kong, such as mainland China A-shares, Japanese equities, or emerging Southeast Asian markets, would provide broader regional expertise valuable for expansion opportunities

Unique Aspects

The combination of systematic trading with specific focus on both Hong Kong and US equity markets provides exposure to diverse market structures and regulatory environments, offering valuable cross-border trading experience
Integration of AI-driven strategy development represents alignment with cutting-edge quantitative finance trends, providing opportunities to work with advanced machine learning techniques in systematic trading applications
Mandarin language requirement suggests significant interaction with Greater China markets and investors, providing cultural and linguistic skills valuable in Asia-focused quantitative finance careers
Direct collaboration with Portfolio Management in strategy development offers unusual exposure to senior-level decision-making and P&L responsibility typically reserved for more senior positions

Career Growth

Progression to senior researcher level typically occurs within 2-3 years with strong performance, while advancement to portfolio management roles generally requires 4-6 years of demonstrated success in alpha generation and risk management.

Potential Next Roles

Senior Quantitative Researcher with increased responsibility for strategy development and potentially managing junior team members Portfolio Manager focusing on systematic equity strategies, taking full P&L responsibility for specific trading books Head of Quantitative Research at larger asset management firms or hedge funds, overseeing research teams and strategic direction

Company Overview

PEACEBIRD MANAGEMENT PTE. LTD.

PEACEBIRD MANAGEMENT PTE. LTD. appears to be a boutique asset management firm based in Singapore, likely focused on systematic trading strategies with particular emphasis on Asian equity markets, operating as part of the broader trend of specialized quantitative investment managers establishing regional presence in Singapore's growing financial hub.

As a specialized quantitative trading firm, the company likely occupies a niche position in Singapore's asset management landscape, competing with both global investment banks' proprietary trading operations and other boutique hedge funds for talent and investment opportunities in the Asia-Pacific equity markets.
Singapore serves as an ideal base for this type of operation, providing access to both developed Asian markets and serving as a gateway for US market trading during Asian hours, while benefiting from Singapore's favorable regulatory environment and established financial infrastructure.
The work environment likely emphasizes high performance and precision, typical of quantitative trading operations, with a collaborative approach between research and portfolio management functions, though the relatively modest compensation suggests either a performance-driven bonus structure or a more developmental culture focused on building expertise.
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