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Tardis Group in Singapore is seeking sharp Quantitative Researchers to drive their electronic trading initiatives, with opportunities to work autonomously or be mentored by industry veterans. The role targets early-career quants tackling execution optimization, liquidity modeling, and Smart Order Routing (SOR).
Ideal candidates have quant research experience in electronic trading or sell-side banks, strong math and stats skills, and fluency in Python and/or C++.
A top-tier global quantitative investment firm in Singapore is expanding its execution team and looking for sharp Quantitative Researchers to drive their electronic trading initiatives.
This is a great step for an early-career quant looking to tackle complex problems in execution optimization, liquidity modeling, and Smart Order Routing (SOR), with the flexibility to either work autonomously or be mentored by industry veterans.
Key Qualifications: