Intraday Alpha Algorithmic Researcher

Tradermath; Singapore; Hybrid; SGD 150,000 - 210,000; Full time

Job summary

DRW in Singapore is seeking Algorithmic Trading Researchers to advance intraday statistical arbitrage and data-driven trading. You will work with data, models, and QA processes to develop scalable, robust strategies.

Collaborate with traders and engineers to test, optimize, and productionize models using ML, NLP, and high-performance computing. A strong quantitative background and 4+ years of experience are required.

Qualifications

• 4+ years of professional experience in equity/futures statistical arbitrage or systematic trading research.
• Advanced degree in a quantitative field with a focus on statistics, mathematics, machine learning, signal processing or optimizations
• Experience in handling large datasets using languages such as Python or C++
• Significant hands-on experience with formulating a research problem, conducting the research and developing a working system
• Proven track record in delivering successful systematic strategies is a plus
• Self-starter with proactivity and ownership of projects, and ability to identify opportunities for impact
• Excellent verbal and written communication skills
• Meticulous attention to detail and accuracy in work

Responsibilities

• Research and develop intraday statistical arbitrage strategies in equities
• Analyze high-frequency market data to identify short-term predictive signals
• Build and evaluate models for intraday alpha, risk, transaction costs, liquidity, and portfolio construction
• Collaborate with traders and engineers to implement, monitor, and improve systematic trading strategies in production
• Apply rigorous statistical testing, simulation, and performance attribution to validate signals and trading performance
• Create and refine high-quality predictive signals using statistics, machine learning, and signal processing techniques
• Identify and mathematically characterize inefficiencies in financial markets
• Apply NLP and other cutting-edge methods to uncover alpha in non-traditional datasets
• Utilize advanced optimization techniques to design and construct optimal portfolios
• Design and implement automated trading agents to achieve superior execution performance
• Formulate research problems, conduct rigorous analysis, and transition ideas into fully functional trading systems

Skills

Statistics

Machine Learning

Signal Processing

Optimization

Education

Advanced degree in a quantitative field

Tools

Python

C++

HPC

Job description

DRW in Singapore is seeking Algorithmic Trading Researchers to advance intraday statistical arbitrage and data-driven trading. You will work with data, models, and QA processes to develop scalable, robust strategies.

Collaborate with traders and engineers to test, optimize, and productionize models using ML, NLP, and high-performance computing. A strong quantitative background and 4+ years of experience are required.