Senior Quantitative ResearcherLocation: SingaporeAsset Class: Multi-Asset / Systematic (Equities, Futures, FX, Digital Assets depending on strategy)AUM: Multi-Billion Dollar PlatformThe MandateWe are partnering with a multi-billion-dollar investment platform seeking a Senior Quantitative Researcher with live PnL ownership and proven experience running capital. This is not a research support or model validation role. You will be expected to generate alpha, deploy strategies into production, and manage risk in real market conditions.This role suits someone who has already run their own book, understands execution friction, slippage, regime change, and psychological pressure, and has demonstrated repeatable, risk-adjusted returns.If you can bring a small, proven team with you, the platform is open to building around that nucleus.Key ResponsibilitiesResearch, develop, and deploy systematic trading strategies with full lifecycle ownershipRun live capital and manage risk within defined limitsGenerate consistent, scalable alpha with clear statistical edgeContinuously refine signals, portfolio construction, and execution logicWork closely with technology and execution teams to optimize latency, data integrity, and infrastructureContribute to portfolio diversification across strategies and asset classesMaintain discipline around drawdown control and risk-adjusted performanceRequired Profile8–15+ years experience in systematic trading or quantitative researchDemonstrated live track record running your own book or strategyProven alpha generation with verifiable Sharpe, drawdown, and capacity metricsStrong understanding of market microstructure and execution costsAdvanced programming skills (Python required; C++ preferred depending on strategy)Deep statistical foundation and experience with large-scale dataExperience working within institutional risk frameworksThis is a senior seat. You must understand capital efficiency, risk budgeting, and how your strategy behaves under stress.What Makes You Stand OutAbility to scale a strategy beyond personal capitalExperience across multiple market regimesLow correlation alphaTrack record across different volatility environmentsExperience building and mentoring junior researchersAbility to bring 1–3 trusted team members with youCompensation StructureHighly competitive and performance-aligned.Base + discretionary bonusPnL share model depending on track record and capital allocationPotential build-out support if launching a new sleeve or verticalCapital allocation will be determined based on verifiable performance metrics and scalability of strategy.Cultural FitThe platform values intellectual honesty, disciplined risk management, and commercial pragmatism. This is not a research lab this is a live trading environment managing institutional capital.You will be judged on real returns, not research papers.IF YOU DO NOT HAVE EXPERINECE AS A QUANT PLEASE DO NOT APPLY