Quantitative Researcher

Company Description UTC Network Pte Ltd, headquartered in Singapore, is a fintech and quantitative investment institution focused on global financial markets. The company develops and operates proprietary multi-strategy quantitative trading systems that combine machine learning, advanced statistical models, and robust risk-control engines. UTC trades a wide range of asset classes, including precious metals, energy, foreign exchange, stock indices, and equities, aiming for stable performance across different market conditions. Team members come from leading international investment banks and top universities, bringing strong expertise in quantitative trading, fintech, and risk management. Guided by values of Integrity, Innovation, Simplicity, and Altruism, UTC is expanding globally and offers career opportunities for talent interested in quantitative research and systematic investing.

Role Description The Quantitative Researcher is a full-time, on-site/Remote role based in Singapore. This role involves designing, testing, and optimizing quantitative trading strategies using statistical and mathematical models across multiple asset classes. Responsibilities include analyzing large-scale market and financial datasets, developing signal-generation and risk-control frameworks, and collaborating with traders and engineers to implement systematic strategies in production. The Quantitative Researcher will validate model performance, monitor live strategies, refine algorithms under changing market conditions, and document research methods and results. The role also includes contributing to research tools, libraries, and workflows that enhance overall trading efficiency and robustness.

Qualifications

• Strong foundation in Statistics and Mathematics for modeling market behavior and evaluating strategy performance.
• Demonstrated experience in Quantitative Research and Quantitative Investing, including strategy development, backtesting, and performance analysis.
• Excellent Analytical Skills for working with complex datasets, identifying patterns, and translating insights into systematic trading approaches.
• Proficiency in programming languages commonly used in quantitative finance (such as Python, R, or C++), including experience with numerical and data analysis libraries.
• Master’s or PhD degree in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Physics, Engineering, or Finance) or equivalent practical experience.
• Familiarity with financial markets, derivatives, and market microstructure; prior exposure to multi-asset trading environments is an advantage.
• Strong attention to detail, disciplined research habits, and the ability to communicate complex concepts clearly to technical and non-technical stakeholders.
• Ability to work on-site/Remote in Singapore in a collaborative, high-performance environment; prior experience in fintech or quantitative trading is a plus.