Quantitative Strategist

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

Job summary

Bohan, a leading hedge fund, seeks a Quantitative Strategist to advance equity microstructure research and algorithmic trading for our systematic equities team.

You will develop intraday and short-horizon alpha signals from order book dynamics and execution data, and push live strategies with capital deployment.

A MSc/PhD in a quantitative field and 3+ years of hands-on experience are required, with strong C++/C#/Java coding skills and market microstructure knowledge.

Qualifications

• Advanced degree (MSc or PhD) in Mathematics, Statistics, Physics, CS, Financial Engineering, or related field.
• At least 3 years in equity microstructure research or algo trading strategy development.
• Proven ability to extract alpha signals from order book and tick data.
• Strong programming skills in C++, C# or Java.

Responsibilities

• Conduct microstructure research using tick-level/order book data to identify liquidity dynamics and price formation signals.
• Design and optimize intraday and short-horizon alpha signals for systematic equity strategies and execution algos.
• Develop and enhance algorithmic trading strategies including liquidity-seeking and order sizing models.
• Perform backtesting, validation, and transaction cost modeling to ensure robustness and scalability.
• Collaborate with traders, PMs, and developers to productionize research into live systems.
• Monitor performance and adapt models to changing market microstructure conditions.

Skills

Equity microstructure research

Algorithmic trading

Low-latency/real-time systems

Market microstructure concepts

Education

MSc or PhD in quantitative field

Tools

C++

C#

Java

Job description

A leading hedge fund is seeking a talented Quantitative Strategist with deep expertise in equity microstructure and algorithmic trading research to join the systematic equities team. You will focus on discovering and developing high-Sharpe intraday and short-horizon alpha signals using order book dynamics, market microstructure, and execution data. Your research will directly influence live trading strategies and execution algorithms with significant capital deployment.

Responsibilities

• Conduct in-depth microstructure research using tick-level and order book data to identify predictive signals related to liquidity dynamics, order flow imbalance, adverse selection, queue position, and short-term price formation.
• Research, design, and optimize intraday and short-horizon alpha signals for systematic equity strategies and execution algos.
• Develop and enhance algorithmic trading strategies, including passive posting logic, liquidity-seeking algorithms, optimal order sizing, volume surprise models, and dynamic hedging frameworks.
• Perform rigorous statistical analysis, backtesting, point-in-time validation, and transaction cost modeling to ensure signals and algos are robust and scalable.
• Collaborate closely with execution traders, portfolio managers, and developers to productionize research into live trading systems.
• Continuously monitor strategy performance and adapt models to evolving market microstructure conditions.

Requirements

• Advanced degree (MSc or PhD) in a quantitative field: Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related discipline.
• At least 3 years of experience in hands-on experience in equity microstructure research or algorithmic trading strategy development (sell-side electronic trading, prop trading, or hedge fund experience strongly preferred).
• Demonstrated ability to extract alpha signals from order book dynamics, tick data, and high-frequency market data.
• Strong programming skills in C++, C# or Java.
• Deep understanding of market microstructure concepts.
• Proven track record of improving execution algorithms or developing profitable short-horizon signals.
• Ability to work independently on research while collaborating effectively in a fast-paced, performance-driven environment.