Quantitative Trader / Execution Researcher | Singapore

Inicio Group Pte Ltd; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

Inicio Group Pte Ltd in Singapore is seeking a Quantitative Trader / Execution Researcher to join its global execution desk. The role combines quantitative research, systematic trading and execution, with close collaboration with Portfolio Managers, Quant Researchers and Technology teams.

The ideal candidate has hands-on experience in quantitative trading or execution research, strong Python skills (C++ a plus), and a solid understanding of market microstructure and liquidity.

Qualifications

• Experience in quantitative trading, quantitative research, execution research or systematic trading.
• Background in a systematic hedge fund, proprietary trading firm, market maker or relevant trading environment.
• Strong understanding of market microstructure, electronic execution and liquidity.
• Strong Python programming skills; C++ would be advantageous.
• Strong quantitative, analytical and problem-solving capabilities.
• Experience taking quantitative research or trading ideas through to live market implementation.

Responsibilities

• Execute, monitor and optimise systematic trading strategies across global markets.
• Conduct quantitative research on market microstructure, liquidity, execution behaviour and trading costs.
• Analyse transaction costs, market impact, slippage and execution quality.
• Develop quantitative models, analytics and tools to enhance trading and execution performance.
• Work closely with Portfolio Managers and Quantitative Researchers to translate research ideas into live trading and execution.
• Contribute to the development and optimisation of execution strategies, trading signals and systematic approaches.
• Monitor live trading performance and identify opportunities to improve execution efficiency and outcomes.

Skills

Python

C++

Quantitative analysis

Problem solving

Job description

I'm supporting a well-established European systematic investment manager in its search for a Quantitative Trader / Execution Researcher to be based in Singapore.

The role combines quantitative research, systematic trading and execution, working closely with Portfolio Managers, Quantitative Researchers and Technology teams across global markets.

Responsibilities

• Execute, monitor and optimise systematic trading strategies across global markets
• Conduct quantitative research on market microstructure, liquidity, execution behaviour and trading costs
• Analyse transaction costs, market impact, slippage and execution quality
• Develop quantitative models, analytics and tools to enhance trading and execution performance
• Work closely with Portfolio Managers and Quantitative Researchers to translate research ideas into live trading and execution
• Contribute to the development and optimisation of execution strategies, trading signals and systematic approaches
• Monitor live trading performance and identify opportunities to improve execution efficiency and outcomes

Requirements

• Experience in quantitative trading, quantitative research, execution research or systematic trading
• Background in a systematic hedge fund, proprietary trading firm, market maker or relevant trading environment
• Strong understanding of market microstructure, electronic execution and liquidity
• Strong Python programming skills; C++ would be advantageous
• Strong quantitative, analytical and problem-solving capabilities
• Experience taking quantitative research or trading ideas through to live market implementation

Work authorisation: Candidates currently based in Singapore with valid work authorisation.

All applications will be treated in the strictest confidence. Only shortlisted candidates will be contacted.