Quantitative Researcher - Market Microstructure & Alpha

Trading Interview; Singapore; On-site; SGD 120,000 - 190,000; Full time

Job summary

DV Trading in Singapore is seeking a hands-on Quantitative Researcher to own the full research lifecycle—from data ingestion to live signal deployment. You will build research infrastructure, develop alpha signals, and collaborate with traders on risk-defined strategies.

Ideal candidates have 3+ years in quantitative research, strong Python (pandas, numpy, scipy), and experience building research frameworks with a deep understanding of market microstructure. APAC exposure is a plus.

Qualifications

• 3+ years in a quantitative research or systematic trading role.
• Strong Python skills across the research stack (pandas, numpy, scipy).
• Experience building research infrastructure or frameworks from the ground up.
• Deep understanding of market microstructure — order book dynamics and execution quality.
• Experience researching relative value strategies across equities, futures, or other liquid instruments.
• Rigorous statistical mindset with emphasis on out-of-sample validation and avoiding overfitting.
• Familiarity with APAC market structure and exchange mechanics.

Responsibilities

• Own the end-to-end research pipeline: data ingestion, cleaning, storage, versioning, backtesting, and production deployment.
• Design and build scalable research infrastructure and frameworks in Python in partnership with the development team.
• Develop and refine signals grounded in market microstructure analysis — order flow, liquidity dynamics, tick data patterns, execution analytics.
• Research and model relative value opportunities across equities, futures, and derivatives within APAC and global markets.
• Conduct rigorous statistical analysis to evaluate signal quality, decay, and capacity constraints.
• Collaborate with traders to translate research into deployable strategies with well-defined risk parameters.
• Drive continuous improvement of existing strategies through systematic performance analysis and execution optimization.
• Improve tooling, research workflows, and data coverage to accelerate the research cycle.

Skills

Python

Data engineering

Statistical analysis

Backtesting

Pandas

NumPy

SciPy

Signal research

Market microstructure

Tools

SQL

Cloud data

Distributed computing

Job description

DV Trading in Singapore is seeking a hands-on Quantitative Researcher to own the full research lifecycle—from data ingestion to live signal deployment. You will build research infrastructure, develop alpha signals, and collaborate with traders on risk-defined strategies.

Ideal candidates have 3+ years in quantitative research, strong Python (pandas, numpy, scipy), and experience building research frameworks with a deep understanding of market microstructure. APAC exposure is a plus.