Total 9 Senior Executive researcher job vacancies

• 6-month contract
• Government project
• Hybrid work arrangement

Role Overview

We are looking for an experienced UX Researcher to execute evaluative research across a portfolio of government digital services. The role focuses on assessing the usability, usefulness, accessibility, and overall user experience of existing products through structured research studies, usability testing, and mystery shopper evaluations.

The researcher will plan and conduct studies in both laboratory and field settings, recruit representative participants, design research protocols, analyse quantitative and qualitative data, and generate evidence-based recommendations to improve public digital services. Findings must be objective, statistically sound where appropriate, and clearly communicated to product, design, engineering, and policy stakeholders.

Key Responsibilities

• Design and conduct usability evaluations, mystery shopper studies, benchmarking exercises, and service assessments across government digital products.
• Select and apply appropriate research methodologies, including moderated and unmoderated usability testing, surveys, interviews, contextual inquiry, diary studies, and observational research.
• Apply validated measurement frameworks and instruments such as SUS, UEQ, SEQ, CSAT, NPS, accessibility assessments, and task success metrics.
• Analyse quantitative and qualitative data, triangulate findings across multiple sources, and identify meaningful patterns without introducing researcher bias.
• Produce actionable reports, highlight evidence-based recommendations, and communicate findings to senior stakeholders.
• Establish repeatable evaluation frameworks and benchmarks to track service quality over time.
• Collaborate closely with designers, product managers, engineers, accessibility specialists, and service owners.

Preferred Qualifications

• Degree or postgraduate qualification in Human-Computer Interaction (HCI), Human Factors, Cognitive Psychology, Experimental Psychology, Behavioural Science, Ergonomics, Information Science, Sociology, Anthropology, or a related field.
• Formal training in research design, statistics, survey methodology, experimental methods, or behavioural research.
• Experience applying both qualitative and quantitative research methods in professional settings.
• Strong understanding of validity, reliability, sampling approaches, bias mitigation, and evidence-based evaluation.

Required Experience

• 5+ years of experience conducting UX research, usability evaluations, human factors research, or service evaluations.
• Demonstrated experience planning and facilitating usability testing with diverse participant groups.
• Experience using standard UX metrics and scales, including understanding when and how to apply instruments such as SUS, UEQ, SEQ, CSAT, and task-based performance measures.
• Ability to conduct rigorous qualitative analysis, thematic analysis, coding, and synthesis of research findings.
• Ability to perform quantitative analysis, interpret statistical results, and explain findings clearly to non-research audiences.
• Experience producing objective, defensible findings and recommendations that influence product and service decisions.

About Company

Founded in 2022, XG Tech is driving the future of smart vehicles. Its mission is to empower the digital transformation of automobiles, moving from distributed computing to a centralized, cross-domain platform.

XG Tech focuses on the intelligent cockpit—the next frontier of differentiation—while seamlessly integrating advanced driving systems. By reimagining cars as mobile living spaces, XG Tech aligns with the evolving trend of vehicles becoming the “third living space.”

Role Summary

As a Senior Agent Researcher, you will design and build evaluation-driven Agent and multi-agent systems for complex real-world applications. You will focus not just on making Agents work, but on understanding, measuring, and continuously improving their behavior, combining research depth with strong engineering execution in an AI-native development environment.

Key Responsibilities

• Build and evolve evaluation-driven Agent systems, using evaluation as the core mechanism for behavior improvement and iteration
• Design Agent architectures that are observable, maintainable, and optimizable under real-world constraints
• Develop scalable evaluation infrastructure, including automated testing, benchmarking, and experimentation frameworks
• Optimize Agent performance across architecture, model selection, context management, memory, and tool usage, balancing performance and cost
• Rapidly prototype Agent systems and demos, integrating research insights with engineering and product validation
• Continuously explore and apply advancements in LLMs, multimodal models, multi-agent systems, and context engineering

How You Will Stand Out

• Proven experience designing, building, or deploying Agent systems, LLM-based applications, or complex AI systems in production environments
• Strong understanding of AI/ML fundamentals and system design, including models, inference, training, context, and evaluation
• Hands-on experience with Agent evaluation frameworks, automated experimentation, or A/B testing
• Ability to translate cutting-edge research (LLMs, MLLMs, multi-agent systems) into practical, production-ready solutions
• Strong systems thinking with a research-oriented mindset and solid engineering execution
• Publications, open-source contributions, or experience in automotive, chip, or intelligent cockpit systems are advantageous

XG Tech is committed to providing equal employment opportunities by country, state, and local laws. XG Tech does not discriminate against employees or applicants based on conditions such as race, color, gender identity and/or expression, sexual orientation, marital and/or parental status, religion, political opinion, nationality, ethnic background or social origin, social status, disability, age, indigenous status, and union.

Job Description

●Participate in the research, development, and implementation of visual content generation technologies for game marketing and game development scenarios, including but not limited to image/video Ads Creatives generation, playable Ads generation, game asset generation, and game scene generation.

●Evaluate and track cutting-edge multimodal generative models (such as Flux, Qwen, Sora, and Wan series), continuously improving generation quality and efficiency.

●Build a complete visual content generation pipeline—from data processing and model training to inference and service deployment—to support the production needs of content teams.

●Explore innovative applications of generative AI based on business requirements, such as character-generation tools, automated video editing, dynamic promotional material generation, and more.

Job Requirements

●Master’s degree or above in Computer Science, Artificial Intelligence, Computer Graphics, Machine Learning, or related fields. Candidates with backgrounds in visual arts, film production, animation design, digital media, or other interdisciplinary fields are also welcome.

●At least 2 years of relevant experience in Ads Creative(image or video) generation, with hands-on experience in training or fine-tuning deep learning models in these domains. Proficiently use tools such as Sora2, Jimeng, Keling, Nano Banana, and ChatGPT 4o. Familiar with ComfyUI and WebUI for building private workflows.

●Prior experience in the gaming or animation industries is preferred.

●Over 1,000 hours of gaming experience within the past three years is a strong plus.

●Strong sensitivity to visual style or formal training in fine arts is preferred.

●Passion for AI creativity and game-oriented applications; candidates with an AI video portfolio will be prioritised.

●Familiarity with tools such as Maya, Blender, Unity, and Unreal Engine is a significant advantage.

Key Responsibilities

• Lead and contribute to applied and exploratory research projects, including defining research objectives, reviewing relevant literature, and designing appropriate research approaches.

• Develop and apply research frameworks, conceptual models, or analytical methods to address complex research questions.

• Independently conduct data‑supported analyses or structured studies, ensuring analytical rigour and methodological soundness.

• Synthesize research findings into clear, well‑structured outputs, such as research reports, working papers, policy‑relevant briefs, or publications.

• Collaborate with fellow researchers and stakeholders in interdisciplinary research teams, contributing to collective project outcomes.

• Support research dissemination activities, including presentations, seminars, workshops, and briefings, where appropriate.

Qualifications & Skills

• Degree or Master’s qualification (PhD considered an advantage) in a relevant quantitative, scientific, applied mathematics/ statistics or research‑oriented discipline, or a closely related field.

• Demonstrated research experience with evidence of substantive research contributions (e.g. publications, reports, funded projects, or equivalent outputs).

• Strong analytical and conceptual skills, with the ability to translate research questions into structured and defensible research approaches.

• Familiarity with research and analytical tools appropriate for independent research work.

• Excellent written and verbal communication skills, with the ability to articulate research findings clearly to diverse audiences.

• Ability to work independently while collaborating effectively within a multidisciplinary research environment.

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Overview:

First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by botheastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is a core member of the firm's quantamental team, with a primary focus on global equity markets including China, the US, and Southeast Asia. The position is responsible forthe research, construction, and continuous refinement of fundamental multi-factor models. The successful candidate will be deeply involved in the full quantitative research pipeline — from factor discovery and strategy development through to backtesting and validation — while collaborating closely with data, technology, and trading teams to translate research into executable investment strategies. The role requires a combination of strong financialengineering fundamentals and hands-on quantitative research experience, with the ability to independently drive projects and innovate in a fast-paced, research-driven environment.

Key Responsibilities:

• Analyze multi-dimensional data across global equity markets (including China, the US, and Southeast Asia) to uncover quantifiable trading logic and build a multi-factor model framework centered on fundamental factors.
• Research and review cutting-edge academic literature; collect, analyze, and process equity fundamental data; conduct in-depth factor efficacy research including screening, construction, evaluation, and optimization; analyze factor stability, interpretability, and inter-factor correlations to support strategy enhancement.
• Develop quantitative strategies and optimize parameters; leverage backtesting and paper trading to continuously improve strategy adaptability, robustness across varying market environments, and long-term profitability.
• Oversee strategy risk management and backtesting analysis; apply risk models such as Barra for risk control; conduct strategy refinement and risk adjustment in response to evolving market conditions.
• Collaborate closely with data, technology, and trading teams to drive the efficient implementation and iterative optimization of quantitative strategies.

Qualifications & Requirements:

• Bachelor's degree or above from a reputable domestic or international university in Financial Engineering, Computer Science, Mathematics, Statistics, Finance, or a related field; strong English reading and writing skills.
• 3–5 years of experience in quantitative strategy research; solid grounding in financial engineering, statistics, mathematics, and finance; deep understanding of multi-factor strategies with particular strength in fundamental factor construction and optimization; candidates with live trading experience preferred.
• Strong understanding of equity markets and market analysis capabilities; genuine intuition and interest in fundamental investing, with the ability to refine factors and strategies in response to market dynamics.
• Proficiency in at least one programming language (Python, R, C++, or MATLAB); strong data processing and modeling capabilities to efficiently implement, optimize, and backtest quantitative strategies.
• Strong bilingual communication skills in Chinese and English; able to read overseas research reports fluently and write or present research findings in both languages.

Overview:
First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is a core member of the firm's investment strategy team. The position carries primary responsibility for building and continuously refining the firm's asset allocation analytical framework, encompassing both Strategic Asset Allocation (SAA) and Tactical Asset Allocation (TAA). Responsibilities span systematic monitoring of macroeconomic conditions, policy environments, and multi-asset markets, alongside quantitative modelling and in-depth research, with the goal of producing forward-looking allocation strategies and investmentrecommendations.

Key Responsibilities:

• Independently design, develop, and continuously enhance the firm's SAA and TAA analytical systems. Apply mainstream methodologies including Modern Portfolio Theory, mean-variance optimization, the Black-Litterman model, and risk parity to translate theoryand investment logic into executable quantitative strategies, establishing allocation models that balance long-term objectives with dynamic short-term adjustments.
• Systematically track domestic and international major asset classes and macroeconomic performance; lead the build-out and maintenance of macro and multi-asset monitoring systems; establish and continuously optimize a core database and quantitative analyticalmodel framework spanning macro, market, and fundamental dimensions to enable dynamic assessment of economic cycles and market conditions.
• Regularly produce quarterly/annual strategic outlooks, monthly tactical recommendations, and thematic research reports to provide clear support for decision-making. Conductscenario analysis, stress testing, and back-testing on allocation proposals to evaluate risk-return characteristics, and present findings professionally to the Investment Committee and Senior Management.
• Work closely with quantamental modelling, portfolio management, and product teams to translate asset allocation research into investment strategy inputs and product narratives; participate regularly in Investment Committee meetings to present macro views, asset allocation recommendations, and style rotation insights, supporting the firm's overallinvestment framework.

Qualifications & Requirements:

• Master's degree or above from a reputable domestic or international university in Finance, Economics, Statistics, or a related field; CFA / FRM designation is a plus.
• 3–5+ years of hands-on experience in asset allocation, portfolio management, or FOF/MOM research at an insurance company, large asset management firm, bank, or public fund; solid theoretical grounding in macroeconomics and asset pricing; demonstrated trackrecord of independently building or meaningfully contributing to SAA/TAA frameworks.
• Ability to independently conduct multi-asset backtesting and scenario analysis; proficiency in Python, R, or MATLAB.
• Strong logical reasoning and market intuition, with the ability to translate complex macro analysis into actionable investment insights.
• Strong bilingual communication skills in Chinese and English; able to read overseas research reports fluently and write or present research findings in both languages.
• Strong cross-functional collaboration and communication skills; adaptable to a research-driven, fast-paced, and innovative work environment.

MS Capital is a private fund management company with a strong founding team of long-accumulated experience in strategy modelling, trading system and platform development, adopting advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, to achieve sustained and stable returns. We are expending the team, searching for experienced candidates have strong background & skills in programing, statistics modelling, data analysis, etc.

Roles & Responsibilities:

· Research and develop international market, secondary market trading and investment strategies

· Leverage programming and analytical tools to drive quantitative strategies through a data-driven approach with continuous iteration

· Extracting patterns from market microstructure, trading, fundamentals, events and other multivariate data to build diversified quantitative strategy models

Qualifications

Bachelor's degree or above in finance, mathematics / statistics, physics, computer science, engineering or related field

3+ years of experience in quantitative research, systematic trading, or related domains

Strong proficiency in Python and/or C++ with production-level coding experience (e.g., building research pipelines, backtesting systems, or live trading infrastructure)

Proven track record of developing, validating, and deploying quantitative models in live trading environments

Deep understanding of statistical methods, time-series analysis, and financial data structures

Plus Points

Extensive experience working with large-scale datasets and building robust statistical or machine learning-driven market models

Hands-on experience applying AI/ML techniques (e.g., deep learning, reinforcement learning, LLMs) to alpha generation or portfolio optimization

Experience in designing and optimizing low-latency or high-performance systems for research or trading

Prior experience in top-tier quantitative firms, hedge funds, or leading tech companies

Interested applicants please apply directly here or send your resume to hr@mscapital.sg

Job Summary

We are looking for a Researcher / Senior Researcher to join a R&D team focused on Carbon Capture and Storage (CCS). This role involves conducting applied research, developing advanced technologies and solutions, and translating research outcomes into services and business models that address real-world customer and industry challenges.

Mandatory Skill-set

• Master’s Degree or PhD in Computer Engineering, Geological Analytics, Environmental Science, or related disciplines;
• Must have at least 3 years of relevant experience in Carbon Capture and Storage, including assessment, modelling, and prediction;
• Strong hands-on experience in geological analysis and CCS-related technologies;
• Experience in developing and executing Proof of Concept (PoC) with real-world applications;
• Experience in service design and customer-facing or stakeholder engagement activities;
• Good written and verbal communication skills.

Desired Skill-set

• Experience with Digital MRV and/or Blockchain technologies;
• Familiarity with Design Thinking methodologies; 
• Experience working with global or cross-functional research teams.

Responsibilities

• Conduct research and develop advanced technologies and solutions related to Carbon Capture and Storage (CCS);
• Perform assessment, modelling, and prediction to support CCS solution development;
• Design services and business models aligned with customer and market needs;
• Plan and execute Proof of Concept (PoC) to demonstrate solution value;
• Engage customers to gather requirements and support solution proposals;
• Prepare proposal documents, presentation materials, and technical reports;
• Collaborate with global research teams and multiple stakeholders to deliver solutions.

Should you be interested in this career opportunity, please send in your updated resume to apply@sciente.com at the earliest.

When you apply, you voluntarily consent to the disclosure, collection and use of your personal data for employment/recruitment and related purposes in accordance with the SCIENTE Group Privacy Policy, a copy of which is published at SCIENTE’s website (https://www.sciente.com/privacy-policy).

Confidentiality is assured, and only shortlisted candidates will be notified for interviews.

EA Licence No. 07C5639

Job Summary

We are looking for a Researcher / Senior Researcher to join our client's R&D team focused on carbon-related services, including carbon assessment, green financing, and carbon trading. This role focuses on developing commercially viable carbon solutions, including service design, business models, and monetization strategies, while engaging financial institutions and ecosystem partners to bring solutions to market.

Mandatory Skill-set

• Master’s Degree or PhD in Service Design, Business, Sustainability, Finance, Engineering, or related disciplines;
• At least 3 years in service design, business model development, or sustainability / carbon solutions;
• Experience in ecosystem development, stakeholder engagement, or B2B solutioning;
• Knowledge of carbon accounting, carbon markets, or green finance mechanisms;
• Understanding of financial market, including trends, regulations, and key institutions;
• Strong communication and presentation skills.

Desired Skill-set

• Experience working with financial institutions or sustainability/ESG teams within banks;
• Existing network within financial ecosystem is a strong advantage;
• Experience in PoC, cross-functional or global collaboration.

Responsibilities

• Develop service offerings and business models for carbon-related solutions, including monetization strategies;
• Engage financial institutions and ecosystem partners to explore collaboration and go-to-market opportunities;
• Plan and execute Proof of Concept (PoC) to demonstrate solution value in real-world applications;
• Conduct research on customer challenges and translate into practical, market-ready solutions;
• Prepare proposal documents, presentation materials, and technical reports;
• Collaborate with global research teams and various stakeholders to develop and deliver integrated solutions.

Should you be interested in this career opportunity, please send in your updated resume to apply@sciente.com at the earliest.

When you apply, you voluntarily consent to the disclosure, collection and use of your personal data for employment/recruitment and related purposes in accordance with the SCIENTE Group Privacy Policy, a copy of which is published at SCIENTE’s website (https://www.sciente.com/privacy-policy).

Confidentiality is assured, and only shortlisted candidates will be notified for interviews.

EA Licence No. 07C5639