HFT Quant Trader #10279

ANRADUS PTE. LTD.; Singapore; Hybrid; SGD 60,000 - 120,000; Full time

Job summary

ANRADUS PTE. LTD. in Singapore is hiring an HFT Quant Trader to research, develop, backtest, and deploy quantitative strategies in a fast-paced financial services environment.

The role involves building production-ready trading systems, analyzing market data, and optimizing execution. You will work in a hybrid setup at Raffles Place, with a base salary up to SGD 5,000 plus commissions and a variable bonus. Candidates should have a strong quantitative background, 5+ years in the field, and

Qualifications

• Bachelor’s degree or higher in a quantitative field.
• Minimum 5 years of quantitative trading or research experience in relevant environments.
• Proven experience developing and managing systematic trading strategies with live trading performance.
• Strong knowledge of market microstructure, order books, execution methods, and trading costs.

Responsibilities

• Research, develop, backtest, and deploy quantitative trading strategies.
• Develop strategies across Market Making, Arbitrage, Statistical & Relative-Value trading.
• Analyse market data to identify trading opportunities.
• Build and improve backtesting and simulation models considering costs, latency, and execution factors.
• Work with developers to implement trading strategies into production systems.
• Optimise execution logic, risk controls, and portfolio performance.
• Monitor live trading strategies and improve profitability and reliability.
• Develop risk management frameworks including position limits.

Skills

Quant trading

Python

Statistics

Market microstructure

Education

Bachelor's degree in Mathematics/Statistics/Physics/CS

Tools

Python

C++

Job description

Job Description

• Industry/ Organization Type: Financial Services
• Position Title: HFT Quant Trader
• Working Location: Raffles Place (Hybrid)
• Working Hours: 5 days (Mon-Fri: 9.00am - 5.00pm)
• Salary Package: Basic salary up to $5,000 + Commissions + Variable Bonus
• Duration: Permanent Role

Key Responsibilities

• Research, develop, backtest, and deploy quantitative trading strategies.
• Develop strategies across areas such as Market Making, Cross-Exchange Arbitrage, Spot-Perpetual / Spot-Futures Arbitrage, Statistical Arbitrage, Relative-Value Trading, Short-Term Alpha Strategies and Tokenised Asset Market Making.
• Analyse market data, including order books, trades, funding, and position data, to identify trading opportunities.
• Build and improve backtesting and simulation models considering transaction costs, market impact, latency, and execution factors.
• Work with developers and infrastructure teams to implement trading strategies into production systems.
• Optimise execution logic, risk controls, position sizing, and portfolio performance.
• Monitor live trading strategies and improve profitability, scalability, and reliability.
• Develop risk management frameworks, including position limits and exposure controls.
• Stay updated on quantitative trading, market structure, DeFi, tokenised assets, and trading technologies.

• Bachelor’s degree or higher in Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering, Economics, or related quantitative fields.
• Minimum 5 years of quantitative trading or research experience in proprietary trading firms, hedge funds, market makers, investment banks, or similar environments.
• Proven experience developing and managing systematic trading strategies with live trading performance.
• Strong knowledge of market microstructure, order books, execution methods, and trading costs.
• Strong quantitative and statistical research skills.
• Proficient in Python for research, data analysis, backtesting, and strategy development.
• Familiarity with C++ and low-latency trading systems is an advantage.

Anradus Pte Ltd | EA License No. 20C0161 | Angel Lim | EA Reg No.: R1769781