Head of Quantitative Research

Head of Quantitative Research

Location: Singapore or Hong Kong

The Opportunity

A leading quantitative investment manager is seeking a Head of Quantitative Research to lead the development of systematic alpha strategies across global futures and equity markets.

The successful candidate will define the alpha research agenda, manage a team of quantitative researchers and drive the full research process from idea generation and signal discovery through validation, portfolio integration and live performance monitoring.

Key Responsibilities

• Lead and develop a team of quantitative alpha researchers.
• Define the research agenda across systematic futures and quantitative equities.
• Develop predictive signals using market, fundamental, alternative and behavioural datasets.
• Research alpha factors across trend, carry, value, momentum, quality, relative value and cross-sectional strategies.
• Apply statistical modelling and machine-learning techniques to identify persistent sources of alpha.
• Oversee backtesting, signal validation, robustness testing and out-of-sample analysis.
• Evaluate signal decay, turnover, transaction costs, liquidity and capacity.

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• Combine individual signals into diversified and scalable alpha portfolios.
• Work closely with portfolio managers, traders, data scientists and engineers to implement research in production.
• Monitor live strategy performance and adapt models to changing market regimes.
• Establish rigorous research standards and ensure reproducibility across the research platform.
• Recruit, mentor and retain high-calibre quantitative research talent.

Candidate Profile

• Advanced degree in mathematics, statistics, computer science, physics, engineering, quantitative finance or a related field.
• Significant experience in quantitative alpha research, systematic investing or quantitative portfolio management.
• Strong expertise in systematic futures, quantitative equities or both.
• Proven track record of developing alpha signals that have been deployed in live portfolios.
• Experience leading and managing quantitative research teams.
• Deep knowledge of statistical modelling, machine learning, factor research and portfolio construction.
• Strong programming skills in Python; experience with C++ would be advantageous.

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• Strong understanding of transaction costs, market microstructure, liquidity and strategy capacity.
• Ability to distinguish genuine alpha from overfitting and temporary market effects.
• Strong communication, leadership and stakeholder-management skills.

Preferred Experience

• Experience researching global futures and equity markets.
• Expertise in cross-sectional, time-series, statistical-arbitrage or multi-factor strategies.
• Experience working with large-scale market and alternative datasets.
• Strong record of building institutional-quality alpha research processes.

Compensation

A highly competitive compensation package will be offered, including base salary and performance-related incentives. Relocation support may be available.

Please email steven@aaaglobal.co.uk with a copy of your CV if you are interested in this.