Systematic Macro Commodities Quantitative Researcher - Singapore River - Selby Jennings

Description

Key Responsibilities

Research & Modeling

• Develop and maintain systematic macro models, including factor models, nowcasting/forecasting frameworks, and regime‑detection signals.
• Conduct deep empirical research using high-frequency, market‑microstructure, and macroeconomic datasets to identify alpha-generating insights.
• Build robust cross-asset analytical tools, including relative‑value frameworks and risk‑premia models.
• Apply and refine econometric, machine learning, and statistical techniques to evaluate strategies and signals.

Portfolio & Strategy Support

• Collaborate closely with Portfolio Managers to translate research output into actionable trade ideas and risk frameworks.
• Backtest and validate strategies across multiple asset classes, ensuring persistence, robustness, and scalability.
• Monitor live signals and performance attribution to identify model drift, parameter sensitivity, and structural breaks.