HFT Quant Trader #10279

Anradus Pte. Ltd.; Santo Niño 1st; Hybrid; PHP 1,641,000 - 2,735,000; Full time

Job summary

Anradus Pte Ltd is seeking an experienced HFT Quant Trader for a permanent hybrid role at Raffles Place. The candidate will research, backtest, and deploy quantitative strategies, focusing on market making, arbitrage, and tokenised asset opportunities.

The role requires 5+ years in quantitative trading, strong Python skills, and familiarity with C++ low-latency systems. Expect a competitive salary with commissions and variable bonus in a dynamic financial services environment.

Qualifications

• Bachelor's degree or higher in a quantitative field is required.
• Minimum 5 years of quantitative trading or research experience.
• Proven experience developing and managing systematic trading strategies.
• Strong knowledge of market microstructure, order books, execution methods, and trading costs.
• Strong quantitative and statistical research skills.
• Proficiency in Python for research, data analysis, backtesting, and strategy development.
• Familiarity with C++ and low-latency trading systems is an advantage.

Responsibilities

• Research, develop, backtest, and deploy quantitative trading strategies.
• Develop strategies across Market Making, Arbitrage, Statistical and Relative-Value Trading, and Tokenised Asset Market Making.
• Analyse market data (order books, trades, funding, positions) to identify opportunities.
• Build and improve backtesting and simulation models considering costs, latency, and execution factors.
• Collaborate with developers and infrastructure teams to implement strategies into production systems.
• Optimise execution logic, risk controls, position sizing, and portfolio performance.
• Monitor live trading strategies and improve profitability, scalability, and reliability.
• Develop risk management frameworks, including position limits and exposure controls.
• Stay updated on quantitative trading, market structure, DeFi, tokenised assets, and trading technologies.

Skills

Python

Quantitative research

Statistical analysis

Market microstructure

C++

Education

Bachelor's degree in quantitative field

Tools

C++

Job description

HFT Quant Trader #10279

Industry/ Organization Type Financial Services

Position Title HFT Quant Trader

Working Location Raffles Place (Hybrid)

Working Hours 5 days (Mon-Fri: 9.00am - 5.00pm)

Salary Package Basic salary up to $5,000 + Commissions + Variable Bonus

Duration Permanent Role

Key Responsibilities

• Research, develop, backtest, and deploy quantitative trading strategies.

• Develop strategies across areas such as Market Making, Cross-Exchange Arbitrage, Spot-Perpetual / Spot-Futures Arbitrage, Statistical Arbitrage, Relative-Value Trading, Short-Term Alpha Strategies and Tokenised Asset Market Making.

• Analyse market data, including order books, trades, funding, and position data, to identify trading opportunities.

• Build and improve backtesting and simulation models considering transaction costs, market impact, latency, and execution factors.

• Work with developers and infrastructure teams to implement trading strategies into production systems.

• Optimise execution logic, risk controls, position sizing, and portfolio performance.

• Monitor live trading strategies and improve profitability, scalability, and reliability.

• Develop risk management frameworks, including position limits and exposure controls.

• Stay updated on quantitative trading, market structure, DeFi, tokenised assets, and trading technologies.

Requirements

• Bachelor’s degree or higher in Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering, Economics, or related quantitative fields.

• Minimum 5 years of quantitative trading or research experience in proprietary trading firms, hedge funds, market makers, investment banks, or similar environments.

• Proven experience developing and managing systematic trading strategies with live trading performance.

• Strong knowledge of market microstructure, order books, execution methods, and trading costs.

• Strong quantitative and statistical research skills.

• Proficient in Python for research, data analysis, backtesting, and strategy development.

• Familiarity with C++ and low-latency trading systems is an advantage.

Application Policy

Anradus Application Policy: We value each application and ensure every resume is reviewed. Our process is efficient, typically concluding within 3 working days. If you do not receive communication from us within that timeframe, it's likely that your application has not been shortlisted by our client. In such cases, we recommend continuing your job search to maximize your opportunities.

Anradus Pte Ltd | EA License No. 20C0161 | Angel Lim | EA Reg No.: R1769781