Crypto Quant Trader (Arbitrage & Market Making)

GOLDDEN VALLEY CAPITAL MANAGEMENT PTE. LTD.; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A financial services firm based in Singapore is seeking a Quantitative Researcher with at least 3 years of experience. The role entails conducting quantitative research on market inefficiencies, designing arbitrage strategies, and building event-driven backtests. Strong proficiency in Python is essential, along with knowledge of crypto market mechanics. Candidates should be able to support live or paper-traded strategies and understand risk management practices. This position offers a dynamic environment with high ownership and minimal process.

Qualifications

• 3+ years of experience in quantitative research or trading.
• Strong understanding of crypto market mechanics.
• Experience with execution and risk management.

Responsibilities

• Conduct quantitative research on market inefficiencies.
• Design and evaluate arbitrage strategies.
• Build and maintain event-driven backtests.
• Support live or paper-traded strategies.

Skills

Python

C++ or Rust

Probability

Statistics

Time-series analysis

Market microstructure

Execution and risk management

Quantitative research

Job description

Key Responsibilities

• Conduct quantitative research on short-term inefficiencies, liquidity, and price dynamics within a single exchange
• Design and evaluate arbitrage and market‑making strategies, including:
  • Funding‑rate–driven strategies
  • Perpetual futures pricing opportunities
  • Inventory-aware liquidity provision
• Build and maintain event‑driven backtests that realistically model execution, fees, funding, latency, and partial fills.

Support live or paper‑traded strategies through:

• Performance monitoring
• Post‑trade analysis and P&L attribution
• Execution quality and slippage analysis
• Identification of strategy and operational failure modes; iterate on strategies using feedback from live trading behavior and changing market conditions.

Required Qualifications (At least 3 Years Experience)

• Strong proficiency in Python with experience contributing to research or production trading codebases. Optional/beneficial but not mandatory, working knowledge of at least one systems language such as C++ or Rust (or equivalent).
• Solid understanding of crypto market mechanics, including centralized exchange structures, perpetual futures, and funding rate dynamics.
• Practical experience with execution and risk management, including slippage, fees, partial fills, and basic inventory risk.
• Strong quantitative foundation in probability, statistics, time‑series analysis, and market microstructure. Prior experience working with high‑frequency market data and supporting live or paper‑traded strategies, including performance monitoring, post‑trade analysis, and execution quality assessment.
• Ability to conduct independent quantitative research, take ownership of well‑scoped projects, and collaborate closely with experienced developers and researchers.

What We Expect at This Level

• Can take a strategy from hypothesis → backtest → deployment support → post‑trade review
• Understands the gap between backtest results and live performance
• Able to diagnose underperformance using execution and market data
• Com

fortable working in a lean environment with high ownership and minimal process

Nice to Have

• Experience supporting or operating live trading strategies
• Familiarity with order‑book‑based or event‑driven backtesting systems