Quantitative Developer

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

Job summary

MS Capital Singapore is seeking a data/quant researcher focused on ingestion, cleaning, and standardization of global equity market data to power research and trading models.

You will work with PMs and quants, implement data quality controls, and maintain symbol mappings across exchanges, leveraging Python, SQL and vendor data to support reliable investment decisions.

Qualifications

• Degree in CS/Engineering or related field.
• Experience with global equity markets.
• Strong Python (Pandas, NumPy) and SQL skills.
• Familiarity with financial data vendors and equity reference/pricing data.
• Understanding of security identifiers (ISIN, CUSIP, SEDOL, RIC, Bloomberg ticker).
• Experience in a hedge fund, prop trading firm, or asset manager is preferred.

Responsibilities

• Ingest, clean, and maintain global equity market data from vendors.
• Standardize datasets for quantitative research, factor models, and portfolio construction.
• Track and process corporate actions (ticker changes, mergers, spin-offs, delistings).
• Maintain symbol and identifier mappings across exchanges, time zones, and trading systems.
• Work closely with PMs, quants, and trading teams to deliver reliable research data.
• Map prime broker and OMS/EMS tickers for execution and post-trade reconciliation.
• Monitor data quality and resolve breaks, errors, and anomalies.

Skills

Python

Pandas

NumPy

SQL

Financial data analysis

Equity markets experience

ISIN/CUSIP/SEDOL/RIC knowledge

Education

Bachelor's degree in Computer Science, Engineering or related field

Tools

Bloomberg

Refinitiv

FactSet

Job description

MS Capital is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.

You will be joining MS Capital's technology arm, with AL/ML as its cornerstone, and is committed to providing users with high-quality and stable trading services. The company now has a number of experienced quantitative researchers, world-class deep learning scientists and engineers from leading internet companies and top universities. The company has also provided various kinds of trading solutions for a number of leading brokerage firms and organizations. The company's vision is to integrate artificial intelligence technology with quantitative investment scenarios, relying on strong artificial intelligence R&D capabilities and advanced trading strategy models, to provide users with comprehensive and stable investment service.

• Ingest, clean, and maintain global equity market data from vendors such as Bloomberg, Refinitiv, FactSet, and exchanges.
• Standardize datasets for use in quantitative research, factor models, and portfolio construction.
• Track and process corporate actions (ticker changes, mergers, spin-offs, delistings, ADR vs. local shares).
• Maintain symbol and identifier mappings across exchanges, time zones, and trading systems.
• Work closely with PMs, quants, and trading teams to deliver reliable research and trading data.
• Map prime broker and OMS/EMS tickers for execution and post-trade reconciliation.
• Monitor data quality and resolve breaks, errors, and anomalies.

Qualifications:

• Degree in Computer Science, Engineering, or a related field.
• Experience with global equity markets (US, Europe, APAC).
• Strong Python (Pandas, NumPy) and SQL skills.
• Familiarity with financial data vendors and equity reference/pricing data.
• Understanding of security identifiers (ISIN, CUSIP, SEDOL, RIC, Bloomberg ticker).
• Experience in a hedge fund, prop trading firm, or asset manager is preferred.
• Exposure to tick or intraday data and buy-side OMS/EMS systems is a plus.