Global Derivatives Quant & Trading Systems Architect

DYMON ASIA CAPITAL (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 180,000 - 320,000; Full time

Job summary

DYMON ASIA CAPITAL (SINGAPORE) PTE. LTD. is seeking a Quantitative Strategist to design and build the research and trading infrastructure for systematic strategies in listed equity derivatives across Asia, Europe and the US.

The role combines quantitative research and production-grade software engineering, owning alpha research, pricing/hedging models, live trading systems and real-time risk monitoring.

Qualifications

• Master's degree in Electrical/Electronic Engineering, Computer Science, Applied Mathematics, Physics or another quantitative discipline.
• At least 3 years as a quantitative trader with direct P&L responsibility on a listed-options or derivatives market-making book.
• Hands-on experience trading or market-making HKEX listed structured products (derivative warrants, CBBCs, DLCs) and a working knowledge of HKEX market microstructure.
• Experience researching and trading short-dated / 0DTE index and single-stock options in European and US markets.
• Prior experience in a multi-PM hedge fund pod structure, including building a pod's trading and research systems from the ground up.

Responsibilities

• Design, develop and run systematic trading strategies in listed equity derivatives: single-stock and index options (incl. 0DTEs) and CBBCs.
• Build the pod's research and trading stack end to end: data capture, pricing/vol libs, back-testing, OMS, risk and P&L.
• Develop and maintain automated market-making and hedging algorithms and delta/gamma hedging.
• Research alpha signals using time-series models, gradient boosting and neural networks.
• Own low-latency production code and infrastructure for Asian, European and US trading hours.
• Collaborate with Portfolio Manager and traders on strategy design, risk limits and capital allocation.
• Document models, systems and procedures for risk/compliance.

Skills

Independent working

Clear communication

English proficiency

Education

Master's degree in quantitative field

Tools

C#

Python

C/C++

Job description

DYMON ASIA CAPITAL (SINGAPORE) PTE. LTD. is seeking a Quantitative Strategist to design and build the research and trading infrastructure for systematic strategies in listed equity derivatives across Asia, Europe and the US.

The role combines quantitative research and production-grade software engineering, owning alpha research, pricing/hedging models, live trading systems and real-time risk monitoring.