The quants market in the Asia-Pacific (APAC) region is undergoing dynamic changes, and industry experts are sharing valuable insights gathered from events like QuantMinds. Matthew Tjoa, Head of Quants and Tech at Selby Jennings Singapore, recently attended the QuantMinds 2023 event in London to discuss the trends and challenges shaping the APAC quants landscape. ​Here are so...

The Importance of AI in Quantitative Research & Trading​Artificial Intelligence (AI) has emerged as a transformative force in the field of quantitative research and trading, revolutionizing the way financial data is analyzed and investment decisions are made. The integration of AI technologies brings about a paradigm shift, offering unparalleled advantages to professionals i...

Elevate Your Success in Singapore's Thriving Finance LandscapeSelby Jennings presents the APAC Quantitative Analytics, Research & Trading Salary Guide, your indispensable tool for benchmarking your team and yourself in Singapore's flourishing Quants sector. As Asia's finance industry continues to thrive, market leaders and investment funds are converging on both Mainland Ch...

​Stay Ahead in Southeast AsiaDiscover the 2023 Salary Guide for Hiring and Job HuntingDetermine what you should be paying your employees, or how much you could be earning.Stay ahead of the competition with valuable insights into salary trends, bonus structures, and compensation benchmarks across various roles and sectors within the Southeast Asia region. Our comprehensive 20...

The Asia-Pacific (APAC) region, home to a diverse mix of economies from China and Japan to India and Australia, has seen a significant surge in demand for Quantitative roles over the past decade. This trend is indicative of the region's mounting appetite for advanced data analytics and algorithm-driven decision-making strategies.Quantitative roles, or "Quant roles," employ a...

Quantitative Analytics, Research & Trading is currently one of the highest paying fields within Financial Services and has become a much sought-after career option in the industry. With Asia emerging as the world’s fastest growing economic region, it is attracting many new entrants. For professionals building a career in Asia's Financial Sciences & Services industry, it is ...

Bidding wars are becoming a regular occurrence in the Quants market. Historically, a Quants professional could have 1-2 competing offers on the table, but nowadays that number is closer to 2-4 offers. There are a variety of non-monetary factors for job candidates to consider when in a bidding war for them, and for businesses wanting to snap up the very best Quants profession...

​​We are delighted to announceOliver Cooke, Managing Director of North America, will be speaking at QuantMinds International. Taking place in Vienna on 13-17 May, QuantMinds International is now in its 26thyear and is the world’s leading quant finance event. 400+ experts from banks, buy-side, regulators, Silicon Valley, academia and beyond join together to learn, network and...

​​The rivalry for talent in quantitative research is extremely competitive, and banks are finding that the promise of a large pay check is no longer enough to lure the brightest quantitative minds. As more quantitative analysts leave the financial sector in search of more innovative opportunities, many banks have come to the realization that it is time for a change. If banks...

​​Buyside trading desks are showing considerable interest in hiring skilled algorithm and quant researchers. What is driving this trend, and what skill set do these in-demand professionals require?Why are buyside firms looking to recruit?Hedge funds and other buyside firms are facing pressure to cut their fees. For example, London-based Brevan Howard, which runs a $14.5bn fl...

​​Overpaying for Junior PhDsAs recruiters within the Risk Analytics space, we come across PhD candidates wanting to take the next step in their career on a daily basis. On the other side of the spectrum, our clients are increasingly demanding for junior to mid-level candidates to have PhDs (2-5 years of experience) across all areas of quantitative risk.Because this space is ...