Intraday Quantitative Trader (Commission-Based)
MAYSON TAYOR PTE. LTD.
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Job summary
MAYSON TAYOR PTE. LTD. is building a proprietary trading desk and seeks intraday quantitative traders with proven systems to deploy on firm capital. This commission-based partnership role requires a mature live-trading track record and no fixed base salary.
Selected traders will operate under strict risk controls and capital allocation. The role emphasizes performance-based profits and ongoing system maintenance and reporting.
Qualifications
- Own a live, mature intraday trading system.
- 12+ months live trading track record verifiable via broker statements.
- Clear system logic: entries, exits, sizing, risk controls.
- Consistent risk-adjusted performance with controlled drawdowns.
- Proficiency in Python; C++ or R is a plus; API automation.
- Disciplined, able to follow risk rules.
- Degree in Finance, Math, Statistics, Computer Science, Engineering or related field preferred.
Responsibilities
- Deploy and operate your own established intraday quantitative trading system in US equities / HK equities / futures / FX
- Run the system within the capital allocation, position limits and drawdown rules set by the firm
- Monitor live performance, slippage and execution quality during trading sessions
- Maintain and improve the system as market conditions change
- Maintain accurate trade logs and provide daily and weekly P&L and risk reports
- Follow the firm's risk management framework and all applicable regulations
Skills
Education
Tools
Job description
Mayson Tayor Pte Ltd is building a proprietary trading desk and is looking for intraday quantitative traders who already run their own proven, fully developed trading systems. Selected traders will deploy their systems on the firm's own capital on a partnership basis. Compensation is fully performance-based, as a share of net trading profits. This role is not suitable for candidates who are still developing or learning a strategy. Please note: this is a commission-based partnership role with no fixed base salary.
- Deploy and operate your own established intraday quantitative trading system in [US equities / HK equities / futures / FX]
- Run the system within the capital allocation, position limits and drawdown rules set by the firm
- Monitor live performance, slippage and execution quality during trading sessions
- Maintain and improve the system as market conditions change
- Maintain accurate trade logs and provide daily and weekly P&L and risk reports
- Follow the firm's risk management framework and all applicable regulations
- Must have your own mature intraday quantitative trading system that is already running live, not only in backtests
- A live trading track record of at least [12] months for the system, verifiable through broker statements
- Clearly defined system logic, including entry and exit rules, position sizing and risk controls
- Consistent risk-adjusted performance with controlled drawdowns across different market conditions
- Proficiency in Python (C++ or R is a plus), with the system automated or semi-automated through broker APIs (e.g. Interactive Brokers, Futu OpenAPI)
- Strong discipline and the ability to follow risk rules consistently
- Degree in Finance, Mathematics, Statistics, Computer Science, Engineering or a related field is preferred
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