High-Frequency Market Microstructure Quant Researcher

Next Frontier Capital; Singapore; Sur place; SGD 150 000 - 280 000; Plein temps

Résumé du poste

J.P. Morgan, a global financial leader, seeks a quantitative researcher to advance market microstructure & high-frequency trading research. You will frame problems, build measurement and simulation tools, and push insights toward live, latency-aware trading strategies across venues.

The role emphasizes research-to-production with close collaboration to traders and developers, balancing rigorous analysis with practical deployment considerations and risk controls.

Qualifications

• Advanced degree in mathematics, statistics, physics, CS, engineering or a related quantitative discipline.
• 2+ years of full-time quantitative research in HF/ MF trading or related areas.
• Strong understanding of electronic market mechanics and market microstructure.
• Evidence of research-to-production workflow and live-market deployment awareness.
• Proficiency in Python; C++ or other high-performance languages desirable.
• Rigorous experimental design to distinguish real effects from overfitting and leaks.

Responsabilités

• Analyze high-frequency market data (Level 2/3/4 where available) to identify predictive structure and trading opportunities.
• Develop alpha signals and features based on order flow, liquidity, queue dynamics and price formation.
• Design, backtest, and implement market-making and risk-taking strategies with latency-aware execution.
• Create realistic research/simulation methods considering latency, fees, rebates, market impact and constraints.
• Optimize performance across signal generation, position sizing, execution, and intraday risk management.
• Collaborate with traders, developers, exchanges to productionize strategies and improve via live performance.

Connaissances

Python

C++

Data analysis

Market microstructure

High-frequency trading

Formation

Master's degree or PhD in a quantitative field

Description du poste

J.P. Morgan, a global financial leader, seeks a quantitative researcher to advance market microstructure & high-frequency trading research. You will frame problems, build measurement and simulation tools, and push insights toward live, latency-aware trading strategies across venues.

The role emphasizes research-to-production with close collaboration to traders and developers, balancing rigorous analysis with practical deployment considerations and risk controls.