High-Frequency Market Microstructure Quant Researcher

JPMorgan Chase & Co.; Singapore; On-site; SGD 180,000 - 320,000; Full time

Job summary

JPMorgan Chase & Co. in Singapore seeks a quantitative researcher for the Quantitative Trading & Research group. The focus is on market microstructure with high-to-medium-frequency trading, translating research insights into robust, latency-aware strategies ready for deployment in live markets.

The role emphasizes framing problems, building measurement and simulation tools, running ablation studies, and collaborating with traders, developers, and exchanges to move ideas into production.

Qualifications

• Advanced degree (Master’s, PhD) or equivalent practical experience in mathematics, statistics, physics, computer science, engineering, financial engineering, or a related quantitative discipline.
• 2+ years of full-time quantitative research experience in high-frequency / medium-frequency trading, electronic market making, or systematic execution.
• Strong programming and data-analysis skills in Python; proficiency in C++ or another high-performance language is highly desirable.

Responsibilities

• Analyze high-frequency market data, including Level 2 and Level 3/4 where available, to identify predictive structure and trading opportunities.
• Develop alpha signals and trading features based on order flow, liquidity, queue dynamics, price formation, cross-venue behavior, and short-horizon market response.
• Design, backtest, and implement market-making and risk-taking strategies, including pricing, order placement, cancellation, queue-position management, fill-probability estimation, and inventory control.
• Develop realistic research and simulation methodologies incorporating latency, fees, rebates, market impact, adverse selection, and operational constraints.
• Optimize strategy performance across signal generation, portfolio sizing, execution, and intraday risk management.
• Collaborate with traders, quantitative developers, technology partners, exchanges, and ECNs to move strategies into production and improve them using live performance and markout analysis

Skills

Python programming

C++ programming

Statistical analysis

Quantitative research

Education

Master’s or PhD in a quantitative field

Tools

Backtesting frameworks

Job description

JPMorgan Chase & Co. in Singapore seeks a quantitative researcher for the Quantitative Trading & Research group. The focus is on market microstructure with high-to-medium-frequency trading, translating research insights into robust, latency-aware strategies ready for deployment in live markets.

The role emphasizes framing problems, building measurement and simulation tools, running ablation studies, and collaborating with traders, developers, and exchanges to move ideas into production.