Quantitative Developer

ASTIGNES CAPITAL ASIA PTE. LTD.; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A financial services firm in Singapore is seeking a talented individual to join its Quantitative Research & Development team. This position involves developing quantitative models and collaborating closely with a team to enhance trading strategies. The ideal candidate has a master's degree and 2–5 years of experience in quantitative research or related fields, along with programming skills in C, C++, or Python. This role offers exposure to various financial markets and modern methodologies.

Benefits

Exposure to diverse financial markets

Collaborative culture

Opportunities for direct contributions to trading systems

Qualifications

• 2–5 years of relevant experience in quantitative research or data science.
• Strong foundation in statistics and applied data‑science techniques.
• Experience with development workflows and programming.

Responsibilities

• Develop, maintain, and improve quantitative models and tools.
• Collaborate with portfolio managers and researchers.
• Conduct statistical analysis using financial datasets.

Skills

Statistical analysis

Programming in C, C++, or Python

Data science techniques

Problem-solving

Communication skills

Education

Master’s or advanced degree in a quantitative discipline

Tools

Time-series databases

JavaScript

Job description

Astignes Capital is seeking talented and driven individuals to join its Quantitative Research & Development team. The successful candidate will contribute to the design, development, and enhancement of the firm’s systematic trading strategies, quantitative tools, and analytics frameworks.
This role offers the opportunity to work across a broad range of asset classes, gain hands‑on exposure to modern statistical and machine‑learning techniques, and tackle the practical challenges of implementing robust models in live trading environments.

Key Responsibilities

• Develop, maintain, and improve quantitative models, tools, and research infrastructure
• Collaborate closely with portfolio managers, researchers, and developers in a highly interactive team environment
• Prototype and deploy systematic strategies across global markets
• Conduct statistical analysis and empirical research using large-scale financial datasets
• Contribute to data engineering workflows, including ingestion, cleaning, and time‑series management
• Ensure production stability, performance optimisation, and code quality in research and live environments

Requirements

• Master’s or advanced degree preferredin a quantitative discipline (Mathematics, Statistics, Computer Science, Engineering, Financial Engineering, or related fields)
• 2–5 years of relevant experience in quantitative research, systematic trading, data science, or software engineering within finance or a similar domain
• Strong foundation in statistics, probability, numerical methods and applied data‑science techniques
• Demonstrable programming expertise in C, C++, or Python, with familiarity in modern development workflows
• Experience with time‑series databases, distributed data systems, or JavaScript is a plus
• Basic understanding of FX and Interest‑Rate derivatives, futures, and options
• Excellent communication skills and willingness to take ownership of work, working both independently and within a team
• Strong problem‑solving ability and comfort working in a fast‑paced, research‑driven environment

What We Offer

• Exposure to diverse financial markets and cutting‑edge quantitative methodologies
• A collaborative culture where teamwork, knowledge‑sharing, and intellectual curiosity are valued
• Opportunities to contribute directly to live trading systems and production research workflows