Intraday Alpha Strategist for Quantitative Trading

Bohan; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

Bohan, a leading hedge fund, seeks a Quantitative Strategist to advance equity microstructure research and algorithmic trading for our systematic equities team.

You will develop intraday and short-horizon alpha signals from order book dynamics and execution data, and push live strategies with capital deployment.

A MSc/PhD in a quantitative field and 3+ years of hands-on experience are required, with strong C++/C#/Java coding skills and market microstructure knowledge.

Qualifications

• Advanced degree (MSc or PhD) in Mathematics, Statistics, Physics, CS, Financial Engineering, or related field.
• At least 3 years in equity microstructure research or algo trading strategy development.
• Proven ability to extract alpha signals from order book and tick data.
• Strong programming skills in C++, C# or Java.

Responsibilities

• Conduct microstructure research using tick-level/order book data to identify liquidity dynamics and price formation signals.
• Design and optimize intraday and short-horizon alpha signals for systematic equity strategies and execution algos.
• Develop and enhance algorithmic trading strategies including liquidity-seeking and order sizing models.
• Perform backtesting, validation, and transaction cost modeling to ensure robustness and scalability.
• Collaborate with traders, PMs, and developers to productionize research into live systems.
• Monitor performance and adapt models to changing market microstructure conditions.

Skills

Equity microstructure research

Algorithmic trading

Low-latency/real-time systems

Market microstructure concepts

Education

MSc or PhD in quantitative field

Tools

C++

C#

Java

Job description

Bohan, a leading hedge fund, seeks a Quantitative Strategist to advance equity microstructure research and algorithmic trading for our systematic equities team.

You will develop intraday and short-horizon alpha signals from order book dynamics and execution data, and push live strategies with capital deployment.

A MSc/PhD in a quantitative field and 3+ years of hands-on experience are required, with strong C++/C#/Java coding skills and market microstructure knowledge.