Quantitative Traders & Researchers | Proprietary Trading

AAA Global; Singapore; On-site; SGD 150,000 - 230,000; Full time

Job summary

AAA Global in Singapore seeks talented Quantitative Researchers and Traders to develop and implement systematic trading strategies across global markets. You will analyze market data, test ideas and work with traders and tech teams to move research into live trading.

We value strong foundations in mathematics and programming, with experience in alpha research, backtesting and high-frequency to mid-frequency trading.

Qualifications

• Strong mathematical and statistical foundations required.
• Experience with alpha research and strategy development.
• Proficiency in backtesting, simulation and statistical techniques.

Responsibilities

• Research, develop and implement quantitative trading strategies and algorithms.
• Identify, investigate and develop high-frequency to mid-frequency trading alphas.
• Analyze large-scale market data, tick data, order book dynamics and market microstructure to identify predictive patterns and trading opportunities.
• Develop and improve statistical models, signal-generation techniques and systematic trading strategies.
• Conduct extensive backtesting, simulation and performance analysis of trading strategies.
• Research market inefficiencies, execution strategies and opportunities across different asset classes.
• Monitor strategy performance, optimise existing models and continuously improve trading performance.
• Collaborate with quantitative researchers, traders and technology teams to take strategies from research to live deployment.

Skills

Analytical thinking

Data mining

Quantitative modelling

Independent research

Education

Bachelor's/Master's/PhD in quantitative fields

Tools

Python

C++

Backtesting tools

Job description

We are looking to connect with talented Quantitative Traders and Researchers with experience in systematic and algorithmic trading across global financial markets.

We work with leading proprietary trading firms, hedge funds and systematic trading businesses across multiple geographies, offering opportunities for experienced professionals to work on challenging quantitative strategies, research and trading systems.

We are particularly interested in professionals with experience across equities, futures, options, commodities and other financial markets.

Key Responsibilities:

• Research, develop and implement quantitative trading strategies and algorithms.
• Identify, investigate and develop high-frequency to mid-frequency trading alphas.
• Analyse large-scale market data, tick data, order book dynamics and market microstructure to identify predictive patterns and trading opportunities.
• Develop and improve statistical models, signal-generation techniques and systematic trading strategies.
• Conduct extensive backtesting, simulation and performance analysis of trading strategies.
• Research market inefficiencies, execution strategies and opportunities across different asset classes.
• Monitor strategy performance, optimise existing models and continuously improve trading performance.
• Collaborate with quantitative researchers, traders and technology teams to take strategies from research to live deployment.

What We’re Looking For:

• Bachelor’s, Master’s or PhD degree in Mathematics, Statistics, Computer Science, Physics, Engineering or another quantitative discipline.
• Relevant experience in quantitative research, systematic trading or proprietary trading.
• Strong understanding of mathematics, probability, statistics and quantitative modelling.
• Experience with alpha research, signal generation, statistical modelling and strategy development.
• Proficiency in backtesting, simulation and statistical techniques.
• Strong analytical and data-mining skills, including experience working with large datasets and high-frequency market data.
• Understanding of market microstructure, order books, execution strategies and trading dynamics.
• Strong programming skills in Python or C++.
• A demonstrated ability to independently investigate trading ideas and translate research into actionable strategies.

Who Should Apply?

We welcome conversations with:

• Quantitative Researchers
• Quantitative Traders
• Systematic Traders
• Statistical Arbitrage Researchers
• Options and Futures Traders
• Professionals working on high-frequency and mid-frequency strategies.

Locations:

India, Singapore, Hong Kong, Europe and other major financial hubs.

If you’re passionate about quantitative trading, researching market inefficiencies and developing systematic strategies, we’d love to connect.