Quantitative Researcher

DUOTECH PTE. LTD.; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A prominent fintech consulting firm in Singapore seeks a candidate for a hands-on role in trading analytics and quantitative research. Responsibilities include designing backtesting strategies, building risk models, and developing decision tools for traders. Required qualifications include experience in systematic trading and strong Python skills. Join an agile team impacting trading outcomes in crypto and traditional markets.

Qualifications

• Prior experience in systematic or algorithmic trading, market-making, or desk quant roles.
• Crypto exposure is a plus (not mandatory).
• Familiar with flow analysis, market-making, or trade surveillance.

Responsibilities

• Design and run backtestings on trading strategies, evaluating P&L impact.
• Build and validate models for client classification and market-making signals.
• Develop dashboards and tactical decision tools for traders.

Skills

Python programming

SQL

Backtesting

Time-series/statistics analysis

Risk/P&L analytics

Flow analysis

Market-making

Job description

About the company

Hytech is a leading management consulting firm headquartered in Australia and Singapore, specializing in digital transformation for fintech and financial services companies. We provide comprehensive consulting solutions, as well as middle- and back-office support, to empower our clients with streamlined operations and cutting‑edge strategies.

With a global team of over 2,000 professionals, Hytech has established a strong presence worldwide, with offices in Australia, Singapore, Malaysia, Taiwan, Philippines, Thailand, Morocco, Cyprus, and more.

Overview

This role will be working across systematic trading analytics, risk modelling, and tactical decision support. Dynamic, multi‑asset trading desk (crypto, FX, indices & derivatives). This is a hands‑on role at the intersection of trading, quantitative research, and data engineering — perfect for someone who loves turning data into real trading impact. You will work closely with both risk and trading & dealing teams, building analytics, back testing frameworks, and systematic signals to support dealer P&L, optimize hedging/market‑making, and enhance flow classification

Key Responsibilities

• Design and run backtestings on trading, hedging, and risk strategies, evaluating P& L impact, risk limits, and capital usage.
• Build and validate models for client classification, flow toxicity, and market‑making signals (both rule‑based and machine learning).
• Develop dashboards and tactical decision tools for traders and risk managers, including position monitoring and “what‑if” analysis tools.
• Work across crypto, FX, indices, and derivatives to analyze spot, derivative, and structured product flows.
• Partner closely with traders, dealers, risk, and data teams to translate market needs into quantitative frameworks and actionable analytics.

Requirements

• Prior experience in systematic or algorithmic trading, market‑making, or desk quant roles.
• Crypto exposure is a plus (not mandatory). FX, futures, or equities backgrounds welcome.
• Strong Python programming (plus SQL; Spark or similar a plus).
• Proficient in backtesting, time‑series/statistics, and risk/P& L analytics.
• Build tools & dashboards for traders/dealers.
• Familiar with flow analysis, market‑making, or trade surveillance.

Why Join Us

• Exposure to multi‑asset trading and risk across both crypto and traditional markets.
• Quant work that directly impacts P& L and trading outcomes.
• Small, agile team with room to innovate and own core quant infrastructure.
• Opportunities to learn new markets and technologies while growing your quant career.