Quant Researcher/Execution Quant

ioTech Solutions; Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

A leading quantitative hedge fund in Singapore is seeking a research analyst to develop and refine quantitative models. The role involves analyzing market microstructure and collaborating with traders to enhance trading strategies. Candidates should have an advanced degree in a quantitative field, strong programming skills (Python, C++), and a talent for analyzing large datasets. This position promises a dynamic work environment focused on innovative trading solutions.

Qualifications

• Advanced degree in data science, statistics, mathematics, computer science, physics, or engineering.
• Proficiency in at least one leading programming language (Python and C++ preferred).
• Experience in exploring large datasets across multiple time frames is a plus.

Responsibilities

• Conduct research to develop and refine quantitative models for execution strategies.
• Analyze market microstructure and liquidity dynamics to enhance trading algorithms.
• Collaborate with traders and researchers to implement and deploy research findings.

Skills

Proficiency in Python

Proficiency in C++

Analytical abilities

Communication skills

Collaboration skills

Education

Advanced degree in quantitative field

Job description

My client is a multi‑managers quantitative hedge fund that adopts the latest technologies that trade all liquid asset classes.

Responsibilities

In this position, you will focus on conducting research to develop and refine quantitative models for execution strategies. Your responsibilities will include:

• Analyzing market microstructure and liquidity dynamics to enhance trading algorithms.
• Collaborating with traders and researchers to implement and deploy research findings.
• Monitoring and analyzing trading performance, identifying areas for improvement and optimization.

Qualifications

• Advanced degree in a quantitative field such as data science, statistics, mathematics, computer science, physics, or engineering.
• Ability to multi‑task in a fast‑paced environment while maintaining strong attention to detail.
• Proficiency in at least one leading programming language (Python and C++ preferred).
• Experience in exploring large datasets across multiple time frames is a plus.
• Background in Market Making or High‑Frequency Trading is advantageous.
• Ability to work autonomously within a collegial and collaborative environment.
• Excellent communication skills, capable of engaging with technologists, data scientists, and traders globally.
• Strong collaborative, critical thinking, analytical, and creative problem‑solving abilities.