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For Companies At a Glance
- Tasks: Conduct in-depth research on fixed income execution and develop quantitative models.
- Company: Join a leading global buy-side investment platform with a focus on execution research.
- Benefits: Competitive compensation, senior-level autonomy, and a collaborative work environment.
- Why this job: Influence trading outcomes and execution strategies across large, multi-asset portfolios.
- Qualifications: 6–10 years in quantitative research with expertise in fixed income markets.
- Other info: Opportunity to work with cutting-edge analytics and make a real impact.
The predicted salary is between 72000 - 108000 ÂŁ per year.
We are partnering exclusively with a large global buy‑side platform to appoint a Senior Quantitative Researcher into its Portfolio Execution and Applied Research function in Singapore. This is a senior, highly visible role for an experienced quantitative researcher with deep expertise in fixed income market microstructure, execution analytics, and liquidity modelling within an institutional trading environment.
The Opportunity
You will join a specialist execution research team operating at the centre of the investment process, working closely with trading desks, portfolio managers, risk teams, and portfolio construction functions. The role focuses on improving execution outcomes across global fixed income markets by developing systematic, data‑driven approaches to trading, liquidity assessment, and transaction cost management.
What You’ll Do
- Conduct in depth research into fixed income execution performance, transaction costs, market impact, and liquidity dynamics, with a particular focus on corporate bond markets.
- Design, build, and enhance pre‑ and post‑trade analytics, including transaction cost analysis, volume forecasting, and regime identification frameworks.
- Develop quantitative models and tools to support counterparty selection, execution strategy design, and trading decision‑making.
- Own end‑to‑end research initiatives, from ideation through to production, working closely with engineering teams to ensure robust implementation and measurable impact.
- Partner with traders and portfolio managers to understand execution challenges and provide quantitative insights that improve trading efficiency.
- Monitor and interpret evolving market structure and microstructure trends across global fixed income markets, translating these into actionable research outputs.
Ideal Background
- 6–10 years of professional experience, with a strong portion spent in quantitative research, trading, or execution‑focused roles within fixed income markets.
- Deep understanding of fixed income market microstructure, liquidity formation, and institutional execution practices; experience in corporate bonds is strongly preferred.
- Hands‑on experience with fixed income transaction cost analysis and familiarity with relevant data sources such as TRACE and evaluated pricing.
- Practical experience applying statistical and machine learning techniques to execution, liquidity modelling, or counterparty selection problems.
- Strong programming capability in Python, SQL, R, and ideally kdb+/Q; experience working with large‑scale or cloud‑based data platforms (Databricks) is advantageous.
- Proven ability to lead and deliver complex research projects independently in a production‑oriented environment.
- Strong commercial instincts and experience working closely with traders, portfolio managers, or internal investment stakeholders.
- Advanced academic training in a quantitative discipline; PhD candidates will be considered, even without extensive industry experience.
Why Apply?
- Join a globally scaled buy‑side investment platform with significant resources and long‑term commitment to execution research.
- Work in a collaborative, high‑impact environment at the intersection of quantitative research, trading, and portfolio management.
- Influence execution strategy and trading outcomes across large, multi‑asset portfolios.
- Competitive compensation and senior‑level autonomy to shape research direction and delivery.
If you have the relevant experience and are open to new opportunities in Singapore, we’d love to hear from you. Please contact us at . All enquiries will be handled in strict confidence.
Senior Quantitative Researcher (Fixed Income Execution & Market Microstructure) | Singapore employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Researcher (Fixed Income Execution & Market Microstructure) | Singapore
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quantitative research space. Attend industry events or webinars, and don’t be shy about introducing yourself to potential employers. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative models, analytics, and any relevant projects you've worked on. This is your chance to demonstrate your expertise in fixed income market microstructure and execution analytics. Make it easy for hiring managers to see what you can bring to the table.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and current market trends. Be ready to discuss your experience with transaction cost analysis and liquidity modelling. Practice articulating how your skills can improve execution outcomes, as this will resonate well with potential employers.
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals like you. By applying directly, you’ll ensure your application gets the attention it deserves, and you’ll be one step closer to landing that Senior Quantitative Researcher role.
We think you need these skills to ace Senior Quantitative Researcher (Fixed Income Execution & Market Microstructure) | Singapore
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your experience in quantitative research and fixed income markets. We want to see how your skills align with the role, so don’t be shy about showcasing your relevant projects and achievements!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about this role and how your background makes you the perfect fit. We love seeing enthusiasm and a clear understanding of the position.
Showcase Your Technical Skills: Since this role requires strong programming skills, make sure to highlight your proficiency in Python, SQL, R, or any other relevant tools. We’re keen to see examples of how you’ve applied these skills in real-world scenarios.
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!
How to prepare for a job interview at Octavius Finance
✨Know Your Numbers
Make sure you brush up on your quantitative skills and be ready to discuss specific metrics related to fixed income execution performance. Be prepared to explain how you've used transaction cost analysis and liquidity modelling in your previous roles.
✨Showcase Your Research
Bring examples of your past research projects, especially those that involved developing quantitative models or tools. Highlight how your work has led to improved trading efficiency or better execution outcomes, as this will resonate with the interviewers.
✨Understand Market Microstructure
Familiarise yourself with current trends in market microstructure, particularly in corporate bonds. Be ready to discuss how these trends impact execution strategies and what insights you can bring to the table based on your understanding.
✨Collaborate and Communicate
Since this role involves working closely with traders and portfolio managers, practice articulating your ideas clearly and concisely. Demonstrating your ability to collaborate effectively will show that you're a team player who can bridge the gap between quantitative research and trading.
