Quantitative Researcher: Market Microstructure Signals

DV Trading; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

DV Trading in Singapore seeks a hands-on Quantitative Researcher to own the full research lifecycle—from data ingestion to live signal deployment—driving alpha generation on market microstructure and relative value.

You will build scalable infrastructure in Python, collaborate with trading and development teams, and optimize signals across equities, futures, and derivatives while validating rigorously.

Qualifications

• 3+ years in a quantitative research or systematic trading role.
• Strong Python skills across the research stack (data engineering, statistics, backtesting, visualization).
• Demonstrated experience building research infrastructure or frameworks from the ground up.
• Deep understanding of market microstructure and intraday price formation.
• Experience researching relative value strategies across equities or futures.

Responsibilities

• Own the end-to-end research pipeline: data ingestion, cleaning, storage, and versioning through to signal research, 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, and 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, signal refinement, and execution optimization.
• Continuously improve tooling, research workflows, and data coverage to accelerate the research cycle.

Skills

Python

Data engineering

Backtesting

Pandas/Numpy/Scipy

Signal development

Statistical analysis

APAC market knowledge

Tools

SQL

Cloud data infrastructure

Distributed computing

Job description

DV Trading in Singapore seeks a hands-on Quantitative Researcher to own the full research lifecycle—from data ingestion to live signal deployment—driving alpha generation on market microstructure and relative value.

You will build scalable infrastructure in Python, collaborate with trading and development teams, and optimize signals across equities, futures, and derivatives while validating rigorously.