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Urgent! Quantitative Researcher, Quant Macro Job Opening In Singapore, Singapore – Now Hiring WorldQuant

Quantitative Researcher, Quant Macro



Job description

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets.

We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies.

Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.


WorldQuant is built on a culture that pairs academic sensibility with accountability for results.

Employees are encouraged to think openly about problems, balancing intellectualism and practicality.

Excellent ideas come from anyone, anywhere.

Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.


Our goal is to hire the best and the brightest.

We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent.

There is no roadmap to future success, so we need people who can help us build it.


The Role: Research is at the core of WorldQuant.

Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas.

Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market.

These signals are mathematical expressions of data that are used as inputs in our quantitative models.


WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher focusing on Quant Macro signals research.

The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets, specialized in futures contracts or Macro asset classes – Commodities, FX, Interest Rates, or Equity Indices.

While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets.

Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges.


What You’ll Bring:
Degree (BEng, MSc and PhD) from a top university in a field, such as: Mathematics, Computer Science, Physics, Electrical engineering, Financial Engineering that is highly analytical or equivalent
Expertise in the typical quantitative research toolkit: data processing, modeling, and visualization in python, R, or C++
Experience with futures contracts or Macro asset classes – Commodities, FX, Interest Rates, or Equity Indices–is not required, but is a significant plus.


High GPA and academic grades
Research mentality: deep thinker, creative, strong work ethic, persevering, smart & a self-starter
Strong interest in learning about worldwide financial markets
Strong communication skills in English
As a Plus:
Strong record of research achievement – examples include scientific publications, conference presentations, grants or industry awards
By submitting this application, you acknowledge and consent to terms of the WorldQuant Privacy Policy.

The privacy policy offers an explanation of how and why your data will be collected, how it will be used and disclosed, how it will be retained and secured, and what legal rights are associated with that data (including the rights of access, correction, and deletion).

The policy also describes legal and contractual limitations on these rights.

The specific rights and obligations of individuals living and working in different areas may vary by jurisdiction.


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