Quant Trading Engineer - Digital Assets & Market Making

CW ASSET MANAGEMENT PTE. LTD.; Singapore; On-site; SGD 120,000 - 240,000; Full time

Job summary

CW ASSET MANAGEMENT PTE. LTD. is seeking a seasoned quantitative trading professional to design, validate, and optimize digital asset trading strategies.

The role involves market-making activities, risk management, and developing robust trading systems and data pipelines. The ideal candidate will have 3+ years of experience in quantitative trading or research, with strong math and statistical skills, and proficiency in Python, Golang, and C++.

Qualifications

• 3+ years of experience in quantitative trading or quantitative research, with practical experience in digital asset markets.
• Strong foundation in mathematics, statistics, and probability.
• Experience with market-making strategies or liquidity management and understanding of key concepts like quoting and risk exposure.

Responsibilities

• Strategy research and trading execution: design, validate, and optimize trading strategies for digital assets.
• Financial product and trading mechanism design: develop trading rules and market mechanisms to improve user experience.
• Market making strategy support: liquidity strategy design, order book management, and inventory risk control.
• Data analysis and strategy iteration: feature extraction, backtesting, and performance optimization using market data.
• Trading system development: build strategy execution systems and data pipelines, translating them into executable logic.
• Live trading monitoring and risk management: track performance and mitigate risk across strategies.
• Engineering implementation: leverage Python, Golang, or C++ to implement strategy modules and API integrations.

Skills

Quantitative trading

Python

Golang

C++

Data analysis

Strategy backtesting

Tools

Python

Golang

C++

Job description

CW ASSET MANAGEMENT PTE. LTD. is seeking a seasoned quantitative trading professional to design, validate, and optimize digital asset trading strategies.

The role involves market-making activities, risk management, and developing robust trading systems and data pipelines. The ideal candidate will have 3+ years of experience in quantitative trading or research, with strong math and statistical skills, and proficiency in Python, Golang, and C++.