Equities Quant Developer

Verition Fund Management LLC; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A multi-strategy hedge fund in Singapore is seeking a talented Quant Developer to enhance quantitative infrastructure and data processing capabilities. The ideal candidate will have strong programming skills in Python and C++, along with experience in trading system design. Responsibilities include optimizing performance, managing production systems, and collaborating closely with trading teams. The role offers a challenging, fast-paced environment focused on delivering production-quality solutions.

Qualifications

• 3+ years of experience in quantitative development, data engineering, or trading system design.
• Strong understanding of big data processing and performance optimization.
• Familiarity with China and U.S. equity markets is highly preferred.

Responsibilities

• Optimize quantitative infrastructure for system performance.
• Manage live production systems for real-time data feed handling.
• Collaborate with teams to ensure high-availability infrastructure.

Skills

Python

C++

SQL

Problem-solving

Collaboration

Education

Bachelor’s or advanced degree in related field

Tools

Spark

Kafka

Arrow

Job description

Verition Fund Management LLC ("Verition") is a multi‑strategy, multi‑manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event‑Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are seeking a talented and driven Quant Developer to join one of our world class trading teams to enhance their quantitative infrastructure and data processing capabilities for global equity markets. The ideal candidate will have a deep understanding of both system performance and data reliability, with hands‑on experience supporting live trading environments. This role will collaborate closely with quantitative researchers, traders, and core technology teams to deliver robust, production‑quality solutions.

Responsibilities

• Optimize and enhance quantitative infrastructure to improve system performance, scalability, and stability.
• Manage and maintain live production systems, ensuring robust real‑time data feed handling and seamless system integration.
• Partner with global engineering teams to ensure low‑latency, high‑availability infrastructure supporting equity trading activities.
• Collect, process, and manage large‑scale datasets from multiple sources.
• Design and implement efficient, reliable, and scalable data pipelines to support research and trading.
• Perform data cleaning, normalization, and validation to ensure accuracy and consistency across analytics and production systems.
• Analyze trading activity and system performance to identify opportunities for improvement.
• Collaborate with quantitative researchers to translate model requirements into production‑ready code.
• Contribute to the continuous enhancement of tools and frameworks that support research and strategy development.

Qualifications

• Bachelor’s or advanced degree in Computer Science, Engineering, Mathematics, or a related quantitative field.
• Minimum of 3 years of relevant experience in quantitative development, data engineering, or trading system design.
• Strong programming skills in Python, C++, or similar languages used in quantitative and low‑latency environments.
• Solid understanding of big data processing, with emphasis on performance optimization, scalability, and reliability.
• Familiarity with both China and U.S. equity markets is highly preferred.
• Proficiency with SQL and distributed computing frameworks (e.g., Spark, Kafka, Arrow) is a plus.
• Strong problem‑solving skills and ability to work collaboratively in fast‑paced, production‑critical environments.