Quant Trading Engineer

VIP CONSULTANCY PTE. LTD.; Singapore; Hybrid; SGD 150,000 - 270,000; Full time

Job summary

VIP CONSULTANCY PTE. LTD. seeks a hybrid talent blending quantitative trading with engineering to advance digital asset trading strategy research, development of execution systems, and optimization of strategy iteration across derivatives and prediction markets.

The role demands market mechanism understanding, design of trading rules, and translating strategy logic into robust software using Python, Golang or C++, with hands-on data analysis, backtesting, and live monitoring.

Qualifications

• 3+ years of experience in quantitative trading or quantitative research with practical exposure to digital asset markets.
• Strong foundation in mathematics, statistics, and probability with ability to validate models and strategies.
• Experience with market-making or liquidity management, including understanding quoting, inventory and risk exposure.

Responsibilities

• Strategy research and trading execution: design, validate, and optimize quantitative strategies and risk hedging.
• Financial product and trading mechanism design: contribute to trading rules, risk parameters, and market mechanisms.
• Market making strategy support: design liquidity strategies, manage order books and inventory with risk controls.
• Data analysis and strategy iteration: conduct feature analysis, backtest ideas, and optimize strategies.
• Trading system development: build strategy execution systems and data pipelines, translate logic to code.
• Live trading monitoring and risk management: track performance, analyze results, and adjust parameters.
• Engineering implementation: complete strategy modules, data processing, and API integrations.

Skills

Quantitative thinking

Data analysis

Backtesting

Strategy design

Tools

Python

Golang

C++

Job description

We are assisting a client to look for a hybrid talent with both quantitative trading background and engineering capabilities to participate in digital asset trading strategy research, trading system development, and execution optimization, supporting the strategy iteration and systematic implementation of trading businesses such as derivatives and prediction markets. This role combines both trading and engineering responsibilities. The candidate should be able to understand market mechanisms, design trading strategies, and transform strategy logic into executable system capabilities.

Responsibility

1. Strategy Research and Trading Execution: Participate in the design, validation, and optimization of quantitative trading strategies, including but not limited to short-term trading, arbitrage, market making, trend strategies, and risk hedging.
2. Financial Product and Trading Mechanism Design: Participate in the design of trading products, trading rules, riskparameters, and market mechanisms, optimizing trading experience based on user needs and market structure.
3. Market Making Strategy Support: Participate in liquidity strategy design, order book management, inventory management, risk exposure control, and other market-making related activities.
4. Data Analysis and Strategy Iteration: Conduct feature analysis, signal extraction and research, strategy backtesting, and continuous optimization based on market data.
5. Trading System Development: Participate in the design and development of strategy execution systems, data processing pipelines, and related trading tools, and transform them into executable trading logic.
6. Live Trading Monitoring and Risk Management: Track strategy performance, analyze trading results, optimize execution efficiency, and control strategy risks.
7. Engineering Implementation: Possess basic engineering capabilities and independently complete strategy module development, data processing, and API integrations.

Requirement

1. 3+ years of experience in quantitative trading or quantitative research, with practical experience in digital asset markets. Candidates from funds, market-making teams, or exchanges are preferred.
2. Experience in funds, quantitative teams, exchanges, market makers, or related fields is preferred.
3. Deep understanding of digital asset markets, including spot trading, derivatives, order books, and liquidity mechanisms, with practical trading experience.
4. Experience in financial product design or trading mechanism design, with the ability to understand and break down core rules within trading products.
5. Experience with market-making strategies or liquidity management, with an understanding of key concepts such as quoting, inventory, and risk exposure.
6. Strong foundation in mathematics, statistics, and probability, with the ability to conduct strategy analysis and model validation.
7. Strong engineering capabilities, with the ability to use languages such as Python / Golang / C++ for strategy implementation, data processing, or trading tool development.
8. Ability to independently complete data analysis, strategy backtesting, performance evaluation, and strategy iteration.