Equity Derivatives Quant Trader (Algo Trading)

China, Beijing Branch; Singapore; On-site; SGD 89,000 - 179,000; Full time

Job summary

DBS Asia Central is seeking a Trader to support market-making in equity derivatives and contribute to quantitative strategies. You will leverage Python and C++ for data analysis and scripting, work with time-series databases, and participate in end-to-end development across the SDLC.

Ideal candidates have 2-5 years of relevant experience, strong OOAD skills, and the ability to communicate complex concepts clearly in a fast-paced environment.

Qualifications

• 2-5 years of relevant experience.
• Strong OOAD techniques.
• Proficient in Python and C++ for data analysis and scripting.
• Experience with non-relational/time-series databases and asynchronous programming.
• Interest in Algo Trading, Equity Derivatives/Quant Development.
• Strong analytical and communication skills.

Responsibilities

• Participate in SDLC through designing, coding, testing, deploying, documenting and supporting application.
• Market make in equity derivatives products.
• Systematic and quantitative research and recognize market participants patterns.
• Research and implementation of new data sets into developmental strategies
• Back testing and understanding of strategies including abstractions and requirements.

Skills

Python

C++

Data analysis

Asynchronous programming

Quant trading

Tools

Time-series databases

Non-relational databases

Job description

DBS Asia Central is seeking a Trader to support market-making in equity derivatives and contribute to quantitative strategies. You will leverage Python and C++ for data analysis and scripting, work with time-series databases, and participate in end-to-end development across the SDLC.

Ideal candidates have 2-5 years of relevant experience, strong OOAD skills, and the ability to communicate complex concepts clearly in a fast-paced environment.