Quantitative Researcher, Equities (Algorithmic Trading)

Location: Singapore

Company

hirify.global is a diversified trading firm that combines sophisticated technology and quantitative expertise to trade multiple asset classes and develop non-traditional investment strategies.

What you will do

• Research and develop intraday statistical arbitrage strategies for equities.
• Analyze high-frequency market data to identify short-term predictive signals and market inefficiencies.
• Build and evaluate models for alpha, risk, transaction costs, liquidity, and portfolio construction.
• Apply statistical testing, simulation, performance attribution, machine learning, signal processing, and NLP to validate and improve trading strategies.
• Collaborate with traders and engineers to implement, monitor, and improve systematic strategies in production.
• Design automated trading agents and transition research ideas into fully functional trading systems.

Requirements

• 4+ years of professional experience in equity or futures statistical arbitrage or systematic trading research.
• Advanced degree in statistics, mathematics, machine learning, signal processing, optimization, or another quantitative field.
• Experience handling large datasets with Python or C++.
• Hands-on experience formulating research problems, conducting rigorous analysis, and developing working systems.
• Strong written and verbal communication skills, proactivity, ownership, and meticulous attention to detail.

Culture & Benefits

• Access to clean data integrated with a high-performance computing grid.
• Support from dedicated software developers and collaboration with researchers and traders.
• Autonomy, independent exploration, and encouragement of original approaches.
• Work within a global trading firm operating across major markets and multiple asset classes.