Teams at Marshall Wace

Design, deploy, and maintain live systematic trading models. Responsibilities include integrating quantitative research into production, building monitoring systems and controls, validating backtesting environments, overseeing capital allocation across strategies, resolving live trading issues, and automating processes at scale. The programme also involves researching and backtesting asset-return forecasts across time horizons ranging from hours to years, with on-the-job training from experienced quantitative professionals.

Research, develop, and refine predictive signals and quantitative models for systematic investment strategies. Responsibilities include sourcing novel datasets, statistical modeling, machine learning, large-scale data analysis, designing and validating trading signals, backtesting hypotheses across market conditions, and collaborating with portfolio managers to deploy successful ideas.

18–24 month graduate rotation in Singapore starting Sept 6, 2027. Work across up to six tech teams on 1–2 real projects, receive mentoring, seminars, and networking while gaining broad software and infrastructure experience.