Quantitative Researcher

Albert Bow; Singapore; Remote; SGD 2,311,000 - 2,824,000; Full time

Job summary

Albert Bow is seeking a Quantitative Researcher/Portfolio Manager for Crypto MFT to work remotely with a global remit. You will develop and deploy live systematic strategies, test signals, optimize execution, and manage post-trade analysis across frontier crypto markets.

You'll explore new markets, derivatives, volatility, and market structure, contributing to edge development. A strong independent mindset and experience in tier-1 firms or top education are preferred.

Qualifications

• 2–5 years in quantitative research or systematic trading at a top-tier prop firm, hedge fund, or trading platform.
• Strong foundations in statistics, probability, ML, or optimization.
• Track record turning research on noisy financial data into live trading strategies.
• Strong Python (or similar) skills, comfortable working independently.
• Previous Tier 1 firm experience or exceptional education.

Responsibilities

• Develop, test, and deploy quantitative models with direct PnL ownership.
• Mine market microstructure, derivatives, and macro data for signals.
• Productionize models and improve execution and research infrastructure.
• Run backtesting, scenario analysis, and post-trade attribution.
• Help shape research direction, market selection, and firm strategy.

Skills

Quantitative research

ML/Optimization

Python

Independent worker

Tier1 experience

Education

Bachelor's degree in quantitative field

Tools

NumPy/SciPy

Python

Job description

Quantitative Researcher/Portfolio Manager - Crypto MFT - Remote (Globally)

(Base + Sign on + Guarantee) For the right candidate, Guaranteed TC $2m+

Join an established liquid crypto trading business and help shape its next phase of growth in frontier markets. You'll work on live systematic strategies: signal research, execution, portfolio construction, risk-taking, and post-trade analysis. You'll also explore new markets, products, and strategy areas (adjacent liquid markets, derivatives, volatility, market structure) where the firm can build durable edge.

This is a broad mandate. You'll be part of a high-performing crypto desk with real scope to influence what we trade next.

Responsibilities

• Develop, test, and deploy quantitative models (statistical, econometric, ML) with direct PnL ownership


• Mine market microstructure, derivatives, and macro data for persistent, monetizable signals


• Productionize models and improve execution and research infrastructure


• Run backtesting, scenario analysis, and post-trade attribution


• Help shape research direction, market selection, and firm strategy

Must-Haves

• 2-5 years in quantitative research or systematic trading at a top-tier prop firm, hedge fund, or trading platform


• Strong foundations in statistics, probability, ML, or optimization


• Track record turning research on noisy financial data into live trading strategies


• Strong Python (or similar) skills, comfortable working independently


• Top-tier peer group, high ownership mindset, thrives in ambiguity


• Previous experience in Tier 1 firms or exceptional education

What We're Looking For

• Entrepreneurial researcher who wants a broader mandate, not just a research seat


• Strong signal-vs-noise judgement, avoids overfitting and fragile conclusions


• Intellectually independent, firm-building mindset, strong communicator


• Crypto experience a plus, not required

About the Fund

A quantitative proprietary trading firm specializing in frontier markets, with substantial AUM, using a quant and fundamentally informed approach to medium-frequency liquid trading. We're focused on markets like early crypto once was: inefficient, messy, under-institutionalized, where strong quant infrastructure creates edge.

Previous experience at tier 1 firms is preferable.