Python Developer (Quant Team) – Tier 1 Buyside Firm

Ashford Benjamin Ltd.; Singapore; On-site; SGD 120,000 - 180,000; Full time

Benefits offered by this job

Free breakfast and lunch

Gym reimbursement

Social events

Private healthcare

Education assistance

Corporate discounts

Job summary

Ashford Benjamin Ltd. is seeking a Python Developer to join its Quant team in Singapore.

The role focuses on turning research ideas into robust production models for alpha-generation, portfolio construction, and live trading processes. You will work with multiple investment and research teams to verify results, design implementation frameworks, and ensure scalable deployment of quantitative strategies in real-world trading environments.

Qualifications

• Strong academic background in a quantitative discipline from a top-tier university.
• Proficiency in Python, MATLAB, or equivalent languages used in quantitative research.
• Experience with SQL and relational databases handling large datasets for research/production.

Responsibilities

• Design, build, and maintain quantitative models and alpha-generation algorithms for systematic strategies.
• Develop and refine portfolio construction processes ensuring scalability and risk alignment.
• Work on a large codebase converting research ideas into production, focusing on correctness and performance.
• Translate research outputs into deployable code to monetise ideas in live trading.
• Collaborate with investment and research teams across asset classes to gain exposure to diverse strategies.

Skills

Python

MATLAB

SQL

Quant finance

Communication

Education

Quantitative degree

Tools

SQL Databases

Job description

Are you interested in working in a Quant team at a Tier‑1 buyside firm, building the models and systems that drive real trading decisions?

Role overview

A Tier-1 Buyside firm is hiring a Python Developer to join its Quant team, a core group supporting the firm’s systematic trading strategies. The team is responsible for turning research ideas into robust production models, covering alpha algorithms, portfolio construction, and live trading processes. In this role, you will work closely with multiple investment and research teams, helping to verify research output, design implementation frameworks, and ensure that quantitative strategies are deployed efficiently into real‑world trading.

Responsibilities

• Design, build, and maintain quantitative models and alpha-generation algorithms that underpin systematic investment strategies.


• Develop and refine portfolio construction processes, ensuring they are scalable, robust, and aligned with risk and performance objectives.


• Work on a large, complex codebase that implements research ideas into production, focusing on correctness, maintainability, and performance.


• Validate and translate research outputs from quantitative teams into deployable code, ensuring that ideas can be monetised effectively in live trading.


• Collaborate with multiple investment and research teams across asset classes, gaining exposure to a broad range of investment styles and products.


• Diagnose and resolve live trading issues under demanding time constraints, safeguarding the integrity and reliability of systematic strategies.

Requirements

• Strong academic background in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering, Physics) from a top‑tier university.


• Proficiency in Python, MATLAB, or equivalent languages widely used in quantitative research and modelling.


• Experience working with SQL and relational databases, as well as handling large and complex datasets for research and production purposes.


• Broad understanding of quantitative finance and portfolio management, ideally supported by prior experience implementing or supporting systematic strategies.


• Strong quantitative, analytical, and problem‑solving skills, with a practical mindset towards building solutions that work in production.


• Good communication skills and attention to detail, with the ability to work quickly and accurately under pressure in a trading context.

What the Firm Offers:

• Collaborative, intellectually driven culture.


• Healthy work-life balance with reasonable hours.


• Free breakfast and lunch, gym reimbursement, social events.


• Private healthcare, education assistance, and corporate discounts.


• Flat hierarchy and greenfield impact