Quant Trader

Caladan; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Caladan is seeking a Quant Trader to design, implement and manage systematic trading strategies across digital asset markets. You will work closely with trading, research, and technology teams to identify alpha opportunities, refine pricing and execution models, and manage risk across the firm's portfolio.

This role emphasizes building robust research processes, managing risk, and operating in high-ambiguity environments, with a focus on multi-venue, cross-asset execution.

Qualifications

• An academic background in Mathematics, Computer Science, Engineering, or a related field.
• Experience in high-frequency or proprietary trading, especially in crypto or other digital asset markets.
• Expertise designing or supporting automated trading strategies, including multi-leg or cross-venue execution.
• A process-oriented mindset with a focus on building and refining research processes and capabilities.
• Comfort operating in high-ambiguity environments, with the curiosity and adaptability to iterate quickly.

Responsibilities

• Deploy and refine quantitative trading strategies across a multi-venue, multi-asset portfolio.
• Monitor live strategy performance and adjust parameters in response to changing market conditions.
• Collaborate with engineering teams to improve execution infrastructure, latency, and connectivity across a wide range of venues.
• Conduct research into market microstructure, liquidity dynamics, and pricing inefficiencies.
• Manage position and risk limits in line with firm-wide risk policy.

Skills

Quant trading

HF trading

Crypto markets

Automation design

Research process

Education

Mathematics/CS/Engineering

Job description

Caladan is seeking a Quant Trader to design, implement and manage systematic trading strategies across digital asset markets. You will work closely with trading, research, and technology teams to identify alpha opportunities, refine pricing and execution models, and manage risk across the firm's portfolio.

What You Will Be Doing:

• Deploy and refine quantitative trading strategies across a multi-venue, multi-asset portfolio.
• Monitor live strategy performance and adjust parameters in response to changing market conditions.
• Collaborate with engineering teams to improve execution infrastructure, latency, and connectivity across a wide range of venues.
• Conduct research into market microstructure, liquidity dynamics, and pricing inefficiencies.
• Manage position and risk limits in line with firm-wide risk policy.

The Ideal Candidate:

• An academic background in Mathematics, Computer Science, Engineering, or a related field.
• Experience in high-frequency or proprietary trading, especially in crypto or other digital asset markets.
• Expertise designing or supporting automated trading strategies, including multi-leg or cross-venue execution.
• A process-oriented mindset with a focus on building and refining research processes and capabilities.
• Comfort operating in high-ambiguity environments, with the curiosity and adaptability to iterate quickly.