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 OpportunityYou 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 DoConduct 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 Background6–10 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 enquires will be handled in strict confidence. #J-18808-Ljbffr