Quant Trading Engineer — Strategy & Systems Architect

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

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.